{"id":"W2087610528","doi":"10.1145/2695664.2695899","title":"Dynamic optimization of multi-layered reinsurance treaties","year":2015,"lang":"en","type":"article","venue":"","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":5,"is_retracted":false,"has_abstract":true,"ca_institutions":"Dalhousie University; Canadian Bioethics Society","funders":"Conselho Nacional de Desenvolvimento Científico e Tecnológico; Dalhousie University","keywords":"Reinsurance; Computer science; Pareto principle; Hedge; Mathematical optimization; Optimization problem; Risk management; Multi-objective optimization; Finance; Economics; Algorithm; Mathematics","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001680515,0.001013847,0.001151728,0.0008207646,0.000487713,0.001814439,0.001037684,0.001446635,0.003596025],"category_scores_gemma":[0.003556803,0.0006643596,0.0009052551,0.0004506632,0.0011159,0.001180426,0.001728889,0.00118203,0.0002792171],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001284395,"about_ca_system_score_gemma":0.001368311,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.005142338,"about_ca_topic_score_gemma":0.002952988,"domain_scores_codex":[0.9994988,0.0001458116,0.00002255645,0.00006576644,0.0001461213,0.000120984],"domain_scores_gemma":[0.9990342,0.0005716039,0.0001089035,0.00004558287,0.0001485635,0.00009130656],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00001820325,0.00001333893,0.0002079002,0.000009681796,0.000009458952,0.00003185964,0.00001226192,0.9944416,0.0003500322,0.002868005,0.0001306184,0.001907113],"study_design_scores_gemma":[0.000006008847,0.00001471883,0.0000661244,0.000003509335,0.000003227473,0.000005073037,0.00001180223,0.9983528,0.0001346652,0.001221064,0.0001782088,0.000002946632],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.3715625,0.0009819786,0.5921847,0.001276277,0.0001335494,0.0001929905,0.0003140708,0.000519758,0.03283424],"genre_scores_gemma":[0.9402484,0.0002583778,0.05249848,0.000167907,0.00001836541,0.0001674293,0.0001709616,0.000138902,0.006331176],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.005142338,"threshold_uncertainty_score":0.01202995,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.142691403220023,"score_gpt":0.3907689681128478,"score_spread":0.2480775648928249,"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."}}