{"id":"W2620719285","doi":"","title":"Asymptotic behavior of the surplus prior to and at ruin in the classical risk model perturbed by diffusion","year":2005,"lang":"en","type":"article","venue":"HKBU Institutional Repository (Hong Kong Baptist University)","topic":"Probability and Risk Models","field":"Decision Sciences","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Toronto Metropolitan University","funders":"National Natural Science Foundation of China","keywords":"Diffusion; Ruin theory; Risk model; Economics; Econometrics; First-hitting-time model; Mathematical economics; Mathematics; Applied mathematics; Statistical physics; Statistics; Physics; Thermodynamics","routes":{"ca_aff":true,"ca_fund":false,"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":[0.0008275465,0.000162078,0.0002275759,0.0001934337,0.001182441,0.00008293793,0.000966917,0.0001391078,0.00001172975],"category_scores_gemma":[0.0004492113,0.00009904004,0.0001445974,0.0006299273,0.0008133716,0.0004011269,0.0004904512,0.0002969275,0.00001389167],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004492118,"about_ca_system_score_gemma":0.0002663805,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001704485,"about_ca_topic_score_gemma":0.0007337887,"domain_scores_codex":[0.9972894,0.0004257858,0.0004001025,0.0005155053,0.001149485,0.0002197535],"domain_scores_gemma":[0.9984069,0.0005464507,0.0001879557,0.0005737981,0.0001561604,0.0001287003],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.001113692,0.002386014,0.6736569,0.00003031611,0.00006212595,0.000258612,0.006952005,0.1613331,0.03619036,0.09089126,0.007770482,0.0193551],"study_design_scores_gemma":[0.001884276,0.0001373648,0.8164594,0.0001118101,0.0001561294,0.0002025149,0.0007567161,0.1296783,0.002096887,0.001680002,0.04631575,0.0005208775],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9914632,0.00009904907,0.002989016,0.001106098,0.0001892057,0.0003985829,0.00005856829,0.00001591259,0.003680329],"genre_scores_gemma":[0.9905679,0.000027234,0.0005798587,0.0000988145,0.00004231778,0.000002938403,0.000002544283,0.000004616124,0.008673755],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1428024,"threshold_uncertainty_score":0.9094499,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02931826573877318,"score_gpt":0.2581097324773381,"score_spread":0.228791466738565,"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."}}