{"id":"W2256208696","doi":"10.3390/risks4010002","title":"Ruin Analysis of a Discrete-Time Dependent Sparre Andersen Model with External Financial Activities and Randomized Dividends","year":2016,"lang":"en","type":"article","venue":"Risks","topic":"Probability and Risk Models","field":"Decision Sciences","cited_by":6,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Dividend; Discrete time and continuous time; Economics; Econometrics; Mathematics; Capital (architecture); Ruin theory; Mathematical economics; Risk model; Actuarial science; Applied mathematics; Statistics; Finance","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":[0.003057219,0.0001803125,0.001045188,0.000397134,0.0001167621,0.00009790133,0.0003659453,0.0001002629,0.0001863774],"category_scores_gemma":[0.001071543,0.00008154459,0.0002998135,0.00044256,0.0005668689,0.0004950464,0.0001657214,0.00009171621,0.000008758732],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00002766738,"about_ca_system_score_gemma":0.0001219767,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001852214,"about_ca_topic_score_gemma":0.0006428527,"domain_scores_codex":[0.9971881,0.0003953923,0.000577935,0.0005109902,0.001081747,0.000245827],"domain_scores_gemma":[0.9968344,0.00204852,0.0003533522,0.0005220997,0.0001219093,0.0001197152],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.2133975,0.0009225089,0.2599715,0.00006298296,0.004651119,0.00007442319,0.01533797,0.1623531,0.01479556,0.02951618,0.001060923,0.2978562],"study_design_scores_gemma":[0.05662189,0.000177662,0.02235468,0.0001281159,0.001989184,0.000009939478,0.0002640583,0.6436669,0.003053383,0.2711392,0.00003352777,0.0005614318],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6397848,0.0001409043,0.3591257,0.0002988458,0.00002047049,0.0001602533,0.00007377047,0.00001332437,0.0003820111],"genre_scores_gemma":[0.9960036,0.0001058534,0.001673847,0.00002723401,0.00002404203,0.00002228269,0.000001154603,0.00000715178,0.002134893],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.4813138,"threshold_uncertainty_score":0.3325292,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.08642320778773098,"score_gpt":0.3607246153516478,"score_spread":0.2743014075639168,"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."}}