{"id":"W2884524757","doi":"10.1016/j.frl.2018.06.016","title":"A characterization of CAT bond performance indices","year":2018,"lang":"en","type":"article","venue":"Finance research letters","topic":"Insurance and Financial Risk Management","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":false,"ca_institutions":"Concordia University; Actua; Université Laval","funders":"Fonds de recherche du Québec – Nature et technologies; Social Sciences and Humanities Research Council of Canada; Natural Sciences and Engineering Research Council of Canada; Fonds de Recherche du Québec-Société et Culture; Autorité des Marchés Financiers","keywords":"Stylized fact; Skewness; Econometrics; Bond; Economics; Autocorrelation; Diversification (marketing strategy); Financial economics; Mean reversion; Statistics; Mathematics; Business; Finance; Macroeconomics","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":[0.001699263,0.0005555446,0.0004382762,0.004002087,0.0002638104,0.002515953,0.0004807362,0.0004651565,0.002886294],"category_scores_gemma":[0.008831713,0.0001775468,0.0002550465,0.002689788,0.0005274706,0.001498392,0.000616269,0.0007163952,0.0005572171],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00058467,"about_ca_system_score_gemma":0.0003800901,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0009168657,"about_ca_topic_score_gemma":0.0006795504,"domain_scores_codex":[0.9992989,0.0001397113,0.00007934847,0.0001270103,0.0002842096,0.00007071507],"domain_scores_gemma":[0.9939971,0.001840574,0.001646405,0.000789776,0.001419417,0.0003067519],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0008026062,0.0003132579,0.3985041,0.0002817755,0.000229166,0.0007022127,0.000481543,0.05842229,0.05460593,0.2880242,0.004800384,0.1928326],"study_design_scores_gemma":[0.00003496402,0.0005946709,0.3082147,0.00009320235,0.00009586524,0.001574849,0.000318068,0.5712156,0.01883898,0.08739325,0.01152238,0.0001035212],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8532196,0.0006431615,0.1136852,0.0002272099,0.00003845464,0.0001146163,0.002634162,0.0004454268,0.02899222],"genre_scores_gemma":[0.9863593,0.0001518485,0.009534858,0.00002047021,0.00003766264,0.0000426654,0.001878895,0.00003606753,0.001938221],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.004002087,"threshold_uncertainty_score":0.009655595,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0513694551547091,"score_gpt":0.273024329625125,"score_spread":0.2216548744704159,"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."}}