{"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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0003733826,0.0001382554,0.0001284969,0.0001637614,0.0001319581,0.0004820173,0.0001644954,0.00007210166,0.0004117177],"category_scores_gemma":[0.0001757707,0.0001203645,0.00002862974,0.0002192412,0.00003536299,0.0003789579,0.00008697817,0.0001869438,0.00003362607],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00003099979,"about_ca_system_score_gemma":0.0000325749,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00001531807,"about_ca_topic_score_gemma":0.000002509255,"domain_scores_codex":[0.9984792,0.00003913841,0.0003724175,0.0004006797,0.0005962779,0.0001122263],"domain_scores_gemma":[0.9994307,0.00006928669,0.00006257588,0.0001275922,0.0001845236,0.0001253545],"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":[0.0001001277,0.00003656555,0.0003227786,0.000001676013,0.00006557031,0.000002596264,0.0001342763,0.6020393,0.00006208372,0.3851216,0.002683656,0.009429757],"study_design_scores_gemma":[0.001027801,0.0002053206,0.007388649,0.00003267521,0.00002082423,0.000003584216,0.0004981724,0.9016809,0.0000392136,0.001850863,0.08702821,0.0002237702],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2033665,0.0001029984,0.6608528,0.04964973,0.00298309,0.00135978,0.0001210668,0.000248955,0.08131506],"genre_scores_gemma":[0.9953002,0.0001445259,0.002693357,0.0007912955,0.0001631003,0.00004056291,0.00003170776,0.000007511978,0.0008277452],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.7919337,"threshold_uncertainty_score":0.4908321,"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."}}