{"id":"W2102582563","doi":"10.1017/s0515036100014094","title":"Phase-type Approximations to Finite-time Ruin Probabilities in the Sparre-Andersen and Stationary Renewal Risk Models","year":2005,"lang":"en","type":"article","venue":"Astin Bulletin","topic":"Probability and Risk Models","field":"Decision Sciences","cited_by":42,"is_retracted":false,"has_abstract":true,"ca_institutions":"Western University","funders":"Natural Sciences and Engineering Research Council of Canada; Région de Bruxelles-Capitale; London School of Economics and Political Science","keywords":"Ruin theory; Erlang (programming language); Mathematics; Type (biology); Phase-type distribution; Renewal theory; First-hitting-time model; Applied mathematics; Sequence (biology); Approximations of π; Time horizon; Queue; Risk model; Mathematical optimization; Markov chain; Computer science; Statistics","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":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.004715013,0.000188092,0.0002761348,0.000221259,0.0002636223,0.0002314295,0.0005936648,0.00009066069,0.0007508636],"category_scores_gemma":[0.004406599,0.0001226315,0.0000619416,0.0006291767,0.0002081958,0.0002273871,0.0001522708,0.0002423973,0.001067213],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00004345617,"about_ca_system_score_gemma":0.00009864035,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001272524,"about_ca_topic_score_gemma":0.0002478946,"domain_scores_codex":[0.9967493,0.0007323785,0.0007222309,0.0005891367,0.0008724882,0.0003344739],"domain_scores_gemma":[0.9946803,0.004222208,0.0001568829,0.0006047337,0.0002209946,0.0001148175],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0007020752,0.001829165,0.003102397,0.00002690391,0.00003511271,0.000009398191,0.04240994,0.6851947,0.000141216,0.03298474,0.1114737,0.1220906],"study_design_scores_gemma":[0.001711889,0.00044509,0.000919003,0.00003979833,0.00002350721,0.00001418625,0.003051674,0.3215125,0.00005506524,0.5554867,0.1163335,0.0004070346],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.880171,0.000426906,0.04095809,0.06252603,0.0001213205,0.00165996,0.0001857272,0.00009153375,0.01385945],"genre_scores_gemma":[0.9637529,0.00003413891,0.03113658,0.0009160367,0.0001129133,0.0000637304,0.00002029416,0.00001313497,0.003950273],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.522502,"threshold_uncertainty_score":0.9997106,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1087314867427349,"score_gpt":0.3544959102496648,"score_spread":0.2457644235069298,"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."}}