{"id":"W2796329978","doi":"10.3390/risks6020031","title":"An Optimal Investment Strategy for Insurers in Incomplete Markets","year":2018,"lang":"en","type":"article","venue":"Risks","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Calgary","funders":"University of Calgary","keywords":"Hamilton–Jacobi–Bellman equation; Incomplete markets; Uniqueness; Exponential utility; Bellman equation; Monte Carlo method; Mathematics; Mathematical economics; Stochastic volatility; Stochastic differential equation; Expected utility hypothesis; Economics; Volatility (finance); Mathematical optimization; Applied mathematics; Econometrics; Microeconomics; Mathematical analysis","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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0002455261,0.00008844672,0.0001776047,0.0001132336,0.00008870542,0.00003504226,0.0001797325,0.00006794807,0.00006472941],"category_scores_gemma":[0.00004419631,0.0001050542,0.00003477217,0.0001871842,0.00006460364,0.0001112835,0.00002092375,0.00005996498,0.000129612],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00005313586,"about_ca_system_score_gemma":0.00002704575,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0003130926,"about_ca_topic_score_gemma":0.0001061003,"domain_scores_codex":[0.9991674,0.000002206457,0.0003098498,0.0002887069,0.00001666008,0.0002151647],"domain_scores_gemma":[0.9995437,0.00002603139,0.0001224666,0.0002133574,0.00003153057,0.00006297159],"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":[0.00005342266,0.0001175526,0.003662458,0.00001275861,0.000008316727,4.060877e-7,0.0002267114,0.0001057882,0.00001706798,0.9894828,0.0002407799,0.006071948],"study_design_scores_gemma":[0.0009794151,0.00047185,0.268668,0.00001070407,0.000004140413,0.000001562286,0.00009686474,0.03212722,0.00009336276,0.6552711,0.04195492,0.000320789],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3025229,0.0005147772,0.6784446,0.0002418839,0.0001826644,0.0005505417,0.0003235295,0.00003782502,0.01718127],"genre_scores_gemma":[0.9901403,0.00001614105,0.009065202,0.0003155758,0.0001841384,0.0002065525,0.00002358838,0.00001454376,0.00003396209],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.6876174,"threshold_uncertainty_score":0.4283987,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1056108474690402,"score_gpt":0.3144059343814631,"score_spread":0.2087950869124229,"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."}}