{"id":"W2351128563","doi":"10.7202/1091998ar","title":"Structural Credit Risk Models: A Review","year":2012,"lang":"en","type":"review","venue":"Assurances et gestion des risques","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"ca_institutions":"HEC Montréal","funders":"","keywords":"Default; Credit risk; Bankruptcy; Capital structure; Economics; Actuarial science; Stock (firearms); Systematic risk; Default risk; Econometrics; Financial economics; Finance; Debt; Engineering","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":true,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.001280453,0.0005757165,0.002422146,0.0003241849,0.000293887,0.0001281997,0.0004473721,0.0004622765,0.0003480773],"category_scores_gemma":[0.0004784471,0.0005408138,0.0008403211,0.0006098335,0.0001860377,0.001020674,0.0000827332,0.000694338,0.0006894563],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0002558376,"about_ca_system_score_gemma":0.00007954215,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0004549921,"about_ca_topic_score_gemma":0.0001233684,"domain_scores_codex":[0.99695,0.0001911133,0.001575504,0.0006691804,0.0001080797,0.0005061145],"domain_scores_gemma":[0.9971445,0.0003087813,0.001632495,0.0006457791,0.0001024093,0.0001660464],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"not_applicable","study_design_scores_codex":[0.00000180983,0.00002228471,0.000255572,0.009881652,0.0001084807,0.000001399917,0.00007215264,0.0001646936,9.361627e-10,0.03407152,0.005032068,0.9503884],"study_design_scores_gemma":[0.00008380319,0.00002864336,0.001296961,0.0123256,0.0004565963,0.00002248464,0.000002999271,0.000935259,2.040045e-8,0.02342699,0.9608199,0.0006007691],"study_design_candidate":"not_applicable","study_design_consensus":null,"genre_codex":"review","genre_gemma":"review","genre_scores_codex":[0.00001274351,0.9776284,0.001354409,0.0001766037,0.001093585,0.0007636986,0.00164065,0.0001564753,0.0171734],"genre_scores_gemma":[0.000896173,0.995331,0.001360358,0.0000269778,0.0008016595,0.0002765083,0.0004578579,0.00008663242,0.0007627928],"genre_candidate":"review","genre_consensus":"review","teacher_disagreement_score":0.9557878,"threshold_uncertainty_score":0.9997044,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1816386545584099,"score_gpt":0.324590555748613,"score_spread":0.1429519011902032,"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."}}