{"id":"W2896396054","doi":"10.3390/ijfs6040084","title":"Estimating Major Risk Factor Relativities in Rate Filings Using Generalized Linear Models","year":2018,"lang":"en","type":"article","venue":"International Journal of Financial Studies","topic":"Probability and Risk Models","field":"Decision Sciences","cited_by":12,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Guelph; Toronto Metropolitan University","funders":"","keywords":"Benchmark (surveying); Econometrics; Generalized linear model; Actuarial science; Computer science; Economics; Machine learning","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0331944,0.001023863,0.00171807,0.006029743,0.0007241457,0.003195841,0.001742834,0.001271171,0.002376828],"category_scores_gemma":[0.1185989,0.0006055422,0.002828101,0.005416142,0.001213931,0.003082861,0.001951588,0.002889521,0.0005803962],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001846196,"about_ca_system_score_gemma":0.001748749,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.008009834,"about_ca_topic_score_gemma":0.006596071,"domain_scores_codex":[0.9808581,0.01092775,0.001482363,0.003051549,0.003067895,0.0006122206],"domain_scores_gemma":[0.8557776,0.1146015,0.01745316,0.006168162,0.00542995,0.0005695759],"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":[0.0006395673,0.0003156123,0.3516566,0.0008067582,0.002161983,0.0007996296,0.002436667,0.3271277,0.001472039,0.06518471,0.004036725,0.2433621],"study_design_scores_gemma":[0.00002837351,0.0004788683,0.08748578,0.0002346911,0.0005200715,0.0002525484,0.001114686,0.8345201,0.001217169,0.06983423,0.004129822,0.0001836603],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.4388492,0.001606003,0.5520377,0.001208489,0.0001421982,0.0004538645,0.001407306,0.0007360315,0.003559257],"genre_scores_gemma":[0.9335395,0.0005284605,0.0630036,0.00007729715,0.0001100268,0.0002424189,0.001274403,0.00006068923,0.00116357],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.0331944,"threshold_uncertainty_score":0.1755509,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.2374723988850952,"score_gpt":0.4452665332144994,"score_spread":0.2077941343294042,"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."}}