{"id":"W2753356930","doi":"10.1007/s11009-017-9614-z","title":"Tail Approximations for Sums of Dependent Regularly Varying Random Variables Under Archimedean Copula Models","year":2018,"lang":"en","type":"article","venue":"Methodology And Computing In Applied Probability","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"Actua; Université Laval","funders":"","keywords":"Copula (linguistics); Mathematics; Random variable; Statistical physics; Econometrics; Statistics; Physics","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":[0.007975983,0.0001608373,0.0006857114,0.0001490132,0.0002162168,0.00002165084,0.0001860832,0.0002015556,0.00001030639],"category_scores_gemma":[0.0006154021,0.0001808735,0.0000712649,0.0001917625,0.0002922137,0.0000680013,0.0001275874,0.0001990294,0.000001627937],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00005134596,"about_ca_system_score_gemma":0.00003779118,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0002265784,"about_ca_topic_score_gemma":0.00009595619,"domain_scores_codex":[0.9978974,0.0001908556,0.0009490148,0.0006013335,0.00003610659,0.0003252451],"domain_scores_gemma":[0.9974504,0.001767254,0.0003417069,0.0003343155,0.00006269703,0.00004368564],"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":[0.0007500949,0.00008992675,0.006801999,0.0001699046,0.00003175134,5.823573e-8,0.001538905,0.02120968,0.0001976612,0.9630656,0.000002489371,0.00614195],"study_design_scores_gemma":[0.001436965,0.00005406049,0.001855989,0.00001181193,0.000007029756,5.791235e-7,0.00004037836,0.3319287,0.0003333542,0.6641948,0.00002061189,0.0001156678],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3920914,0.000168873,0.6053341,0.00005212842,0.0001377743,0.0004994089,0.00001879886,0.00001985865,0.001677665],"genre_scores_gemma":[0.6239213,0.000006901276,0.3759328,0.00002899863,0.00004743128,0.00003805192,0.000007190539,0.00000910068,0.000008242262],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.310719,"threshold_uncertainty_score":0.7375806,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1844717193090574,"score_gpt":0.3030607036561266,"score_spread":0.1185889843470693,"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."}}