{"id":"W3108819839","doi":"","title":"Optimal reinsurance and investment problem under fractional power utility function","year":2020,"lang":"en","type":"article","venue":"International Conference on Industrial Engineering and Operations Management","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"Toronto Metropolitan University","funders":"","keywords":"Reinsurance; Investment (military); Function (biology); Mathematical optimization; Computer science; Mathematics; Economics; Finance","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":[0.002758287,0.001028429,0.002396242,0.0009742861,0.0006723051,0.002955368,0.001244695,0.00313511,0.004420138],"category_scores_gemma":[0.006736121,0.0008980113,0.001011816,0.0009877862,0.001179801,0.002961477,0.001124914,0.001999744,0.0001506445],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001934469,"about_ca_system_score_gemma":0.001659662,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004953085,"about_ca_topic_score_gemma":0.001911809,"domain_scores_codex":[0.9990587,0.0004965357,0.00003213761,0.0001522367,0.00008623633,0.0001741299],"domain_scores_gemma":[0.9978812,0.001466469,0.0001747222,0.00007677435,0.000236986,0.0001637554],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00023829,0.00008027111,0.0006069595,0.0001627448,0.00006048403,0.0004220491,0.00008715523,0.9165266,0.001206062,0.07134438,0.001599286,0.007665633],"study_design_scores_gemma":[0.00002234431,0.00004422456,0.0002060728,0.0000172923,0.00002346212,0.00004917467,0.00004438034,0.9814982,0.000278763,0.01744782,0.0003570186,0.00001127412],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.4312306,0.003036171,0.5298643,0.006540698,0.0003984602,0.0002209383,0.0004465842,0.0002418068,0.02802044],"genre_scores_gemma":[0.9755473,0.0005526217,0.0148048,0.0001103295,0.00007302275,0.0000635159,0.0000905036,0.00004941362,0.0087085],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.004953085,"threshold_uncertainty_score":0.01478684,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1293216208293079,"score_gpt":0.3193020181194927,"score_spread":0.1899803972901848,"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."}}