{"id":"W2075620513","doi":"10.1080/10920277.2003.10596117","title":"Empirical Estimation of Risk Measures and Related Quantities","year":2003,"lang":"en","type":"article","venue":"North American Actuarial Journal","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":126,"is_retracted":false,"has_abstract":true,"ca_institutions":"Western University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Estimator; Econometrics; Representation (politics); Estimation; Mathematics; Statistics; Economics","routes":{"ca_aff":true,"ca_fund":true,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007174084,0.0001144539,0.0003969622,0.0001903896,0.0001788306,0.00005482669,0.00008393392,0.00004645824,0.00005691661],"category_scores_gemma":[0.001487242,0.0001180915,0.0001000462,0.0002538656,0.0001891181,0.0001993669,0.00001254136,0.000325622,0.00001571093],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0000385657,"about_ca_system_score_gemma":0.00005979718,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0005202919,"about_ca_topic_score_gemma":0.0001211277,"domain_scores_codex":[0.9987783,0.00006605822,0.0007117853,0.0001790578,0.00006695923,0.0001977896],"domain_scores_gemma":[0.9988023,0.000111101,0.0008072988,0.0001236056,0.00005518792,0.0001004823],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.00006509477,0.00004815376,0.9468006,0.000004323191,0.00004885723,0.00000251218,0.001659024,0.003010341,0.000002242702,0.006890521,0.00009810537,0.04137019],"study_design_scores_gemma":[0.0008016198,0.0002570254,0.9386217,0.00001180436,0.00002931969,0.00005336466,0.0002765607,0.01586675,0.00002323497,0.04082239,0.002977789,0.0002584255],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9671139,0.0007124951,0.03039099,0.00006156673,0.0003579941,0.00005348073,0.00003759428,0.00001215314,0.001259903],"genre_scores_gemma":[0.9942892,0.00118873,0.004401157,0.00002870502,0.00006397405,9.920319e-7,0.000002547594,0.00001236661,0.00001238362],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.04111176,"threshold_uncertainty_score":0.4815633,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0359259019875153,"score_gpt":0.2549219196916891,"score_spread":0.2189960177041738,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}