{"id":"W2782943320","doi":"10.1016/j.ejor.2019.01.033","title":"Asymptotic correlation structure of discounted Incurred But Not Reported claims under fractional Poisson arrival process","year":2019,"lang":"en","type":"article","venue":"European Journal of Operational Research","topic":"Probability and Risk Models","field":"Decision Sciences","cited_by":1,"is_retracted":false,"has_abstract":false,"ca_institutions":"Concordia University","funders":"","keywords":"Covariance; Compound Poisson process; Mathematics; Renewal theory; Covariance and correlation; Queue; Applied mathematics; Poisson distribution; Exponential function; Markovian arrival process; Mathematical optimization; Queueing theory; Random variable; Poisson process; Statistics; Computer science; Mathematical analysis; Convergence of random variables","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":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.01282518,0.0001443131,0.0003459113,0.000617959,0.0002818357,0.0003154395,0.0008848656,0.00006913759,0.001775819],"category_scores_gemma":[0.005894949,0.00009585867,0.0001520312,0.0008802814,0.0002698552,0.001323548,0.000138072,0.001087538,0.0002004414],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001382467,"about_ca_system_score_gemma":0.001193118,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.000008481729,"about_ca_topic_score_gemma":0.000006671748,"domain_scores_codex":[0.9895462,0.002117698,0.001688109,0.0003898939,0.005985089,0.000273023],"domain_scores_gemma":[0.9906366,0.001616531,0.0008135166,0.0004159466,0.006329933,0.0001874112],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"observational","study_design_scores_codex":[0.003266365,0.0006905432,0.05225908,0.00006006336,0.0002808301,0.0001400763,0.00255265,0.7502982,0.155131,0.02664558,0.003828025,0.004847564],"study_design_scores_gemma":[0.003951094,0.001671906,0.7560378,0.0003515264,0.00004061748,0.0008769407,0.002928436,0.1135317,0.01259088,0.1054202,0.002117854,0.0004809938],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9808645,0.00005529206,0.01403447,0.002028496,0.0005545326,0.0002654791,0.00004988805,0.000005563316,0.002141739],"genre_scores_gemma":[0.9974119,0.00001036022,0.000621621,0.00007931024,0.0002950058,5.523844e-7,0.0000227359,0.00001820172,0.001540288],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.7037787,"threshold_uncertainty_score":0.9991367,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.2015628069813531,"score_gpt":0.4619659420905095,"score_spread":0.2604031351091565,"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."}}