{"id":"W2772626097","doi":"10.1017/jpr.2017.59","title":"On the Parisian ruin of the dual Lévy risk model","year":2017,"lang":"en","type":"article","venue":"Journal of Applied Probability","topic":"Probability and Risk Models","field":"Decision Sciences","cited_by":4,"is_retracted":false,"has_abstract":true,"ca_institutions":"Western University","funders":"Natural Sciences and Engineering Research Council of Canada; National Natural Science Foundation of China","keywords":"Ruin theory; Mathematics; Risk model; First-hitting-time model; Dual (grammatical number); Penalty method; Poisson distribution; Applied mathematics; Mathematical economics; Statistics; Mathematical optimization","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002232105,0.0006804873,0.001288535,0.001053467,0.000822658,0.00221797,0.001312159,0.001635225,0.005150697],"category_scores_gemma":[0.006581549,0.0003741327,0.0007651763,0.0004638883,0.003038557,0.003395694,0.001934909,0.002002855,0.0002644866],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001904579,"about_ca_system_score_gemma":0.0009775287,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003367974,"about_ca_topic_score_gemma":0.00124276,"domain_scores_codex":[0.9992812,0.0002972349,0.00002160668,0.0001104689,0.0001053323,0.0001842803],"domain_scores_gemma":[0.9982339,0.0007469081,0.0004107895,0.00009248252,0.0002294676,0.0002865129],"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":[0.0001505098,0.00006706327,0.001351792,0.00005943198,0.00003495542,0.0005086293,0.0001417633,0.3171135,0.001199112,0.6746265,0.001254052,0.003492682],"study_design_scores_gemma":[0.00002125552,0.00004019426,0.0003181098,0.00001801653,0.00001314378,0.00009533114,0.0000673995,0.8848971,0.0002959795,0.1136264,0.0005841079,0.00002289381],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.5119811,0.001356141,0.4552399,0.00243569,0.0001747576,0.00006206414,0.00009999287,0.0001858528,0.02846441],"genre_scores_gemma":[0.9890913,0.0002202185,0.005454761,0.00008060464,0.00004965462,0.00002365277,0.00002749207,0.00002692694,0.005025437],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.005150697,"threshold_uncertainty_score":0.01723081,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1408743947705294,"score_gpt":0.3544410465415095,"score_spread":0.2135666517709801,"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."}}