{"id":"W2100282405","doi":"10.1016/j.jmva.2015.01.006","title":"Extreme negative dependence and risk aggregation","year":2015,"lang":"en","type":"article","venue":"Journal of Multivariate Analysis","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":25,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Independent and identically distributed random variables; Sequence (biology); Random variable; Infinity; Marginal distribution; Distribution (mathematics); Probabilistic logic; Combinatorics; Statistics; Applied mathematics; Mathematical analysis","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":[0.004775524,0.0007370934,0.001233516,0.00143041,0.0007985929,0.001872786,0.0008962841,0.001098236,0.001777024],"category_scores_gemma":[0.02083792,0.0006041895,0.0008676523,0.001222703,0.003339311,0.003255464,0.002483934,0.002515966,0.0001588698],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007625805,"about_ca_system_score_gemma":0.0005250573,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001069616,"about_ca_topic_score_gemma":0.0009398977,"domain_scores_codex":[0.9978089,0.00118923,0.0001064767,0.0002842327,0.0004672589,0.0001440156],"domain_scores_gemma":[0.9828067,0.01161388,0.002124737,0.001409873,0.001319749,0.0007250549],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00006754834,0.0000524329,0.002774413,0.00004930211,0.00008746975,0.0002444919,0.0001776626,0.03859792,0.0008083379,0.9435197,0.001548491,0.0120723],"study_design_scores_gemma":[0.000006613134,0.00001746861,0.001387799,0.00001095176,0.00001712675,0.00010403,0.00002384981,0.09706218,0.000141284,0.9004604,0.0007525106,0.00001584065],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2126709,0.001666042,0.7673092,0.002422892,0.0001539026,0.00002241647,0.0001047751,0.000116739,0.01553308],"genre_scores_gemma":[0.9639,0.0008722302,0.02754192,0.0002586654,0.0002955559,0.00004363414,0.0001218484,0.00004584564,0.006920166],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.004775524,"threshold_uncertainty_score":0.02525568,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1119160543952564,"score_gpt":0.3709195197059887,"score_spread":0.2590034653107324,"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."}}