{"id":"W3121975445","doi":"10.1017/s0515036100015300","title":"Economic Capital Allocations for Non-negative Portfolios of Dependent Risks","year":2008,"lang":"en","type":"article","venue":"Astin Bulletin","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":32,"is_retracted":false,"has_abstract":true,"ca_institutions":"York University","funders":"","keywords":"Context (archaeology); Portfolio; Capital (architecture); Economic capital; Economics; Multivariate statistics; Decomposition; Poisson distribution; Risk-adjusted return on capital; Econometrics; Financial economics; Actuarial science; Microeconomics; Financial capital; Mathematics; Capital formation; Geography; Statistics","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":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0008562595,0.0001363491,0.0002835869,0.0002119317,0.0002023803,0.00003434326,0.0004037789,0.00008042289,0.001273248],"category_scores_gemma":[0.001142283,0.000117637,0.0001410296,0.0001665796,0.0001377834,0.00008588258,0.00006240555,0.00007461158,0.0007645373],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00003557701,"about_ca_system_score_gemma":0.0001701249,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0004906295,"about_ca_topic_score_gemma":0.00008289707,"domain_scores_codex":[0.9981964,0.00006006893,0.0007492955,0.0003794063,0.0004003033,0.0002145034],"domain_scores_gemma":[0.9976709,0.001022369,0.0004703831,0.000395961,0.0003420688,0.00009824919],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"not_applicable","study_design_gemma":"observational","study_design_scores_codex":[0.0003219601,0.0003774582,0.1856958,0.000009952504,0.0001393606,0.00002278686,0.006143603,0.143781,0.0004526144,0.004456451,0.627132,0.03146702],"study_design_scores_gemma":[0.007257357,0.001266923,0.5751427,0.0000771604,0.0001815144,0.0003258363,0.006239885,0.04744876,0.0298522,0.02566852,0.304742,0.001797149],"study_design_candidate":"not_applicable","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9180918,0.00006596245,0.0672889,0.001284032,0.0005142602,0.0006799081,0.0001625826,0.00003188338,0.01188066],"genre_scores_gemma":[0.9802566,0.0001614079,0.01410687,0.00007513554,0.000123961,0.00006521132,0.00002256843,0.00001569013,0.005172584],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.3894469,"threshold_uncertainty_score":0.9996397,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.08867106082031231,"score_gpt":0.3560634217238997,"score_spread":0.2673923609035874,"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."}}