{"id":"W3123461141","doi":"10.1093/imaman/dpt029","title":"Capital requirements and optimal investment with solvency probability constraints","year":2014,"lang":"en","type":"article","venue":"IMA Journal of Management Mathematics","topic":"Insurance and Financial Risk Management","field":"Economics, Econometrics and Finance","cited_by":16,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Calgary","funders":"","keywords":"Solvency; Investment (military); Library science; Political science; Economics; Computer science; Finance; Law","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":[0.001593732,0.0009726394,0.001237841,0.0007310449,0.0004504871,0.003042282,0.001336852,0.002138666,0.006356811],"category_scores_gemma":[0.009314558,0.0009187742,0.0008775188,0.0008069267,0.0013521,0.00327872,0.001500213,0.001916849,0.0005261981],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00219894,"about_ca_system_score_gemma":0.002449178,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.005030998,"about_ca_topic_score_gemma":0.00271393,"domain_scores_codex":[0.998936,0.0003529693,0.00004107047,0.0001954583,0.0002229825,0.0002514056],"domain_scores_gemma":[0.9980617,0.001156448,0.0003146456,0.0001389511,0.0001760854,0.0001520397],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00003945976,0.00003126729,0.0003282808,0.00005731033,0.00001372319,0.00006898502,0.00003433195,0.8578721,0.0006218293,0.1347415,0.001196331,0.004994929],"study_design_scores_gemma":[0.00002381484,0.0000328405,0.0003733417,0.00003187306,0.000009896817,0.00003487429,0.00002179125,0.9231912,0.0004402958,0.07453449,0.001291434,0.00001411467],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.08423339,0.001341202,0.8712093,0.003285701,0.00009364947,0.0001375782,0.000841191,0.0002587973,0.03859907],"genre_scores_gemma":[0.9082663,0.001221365,0.07456192,0.0003339577,0.00008898199,0.0003265559,0.0004601271,0.0001606204,0.01458019],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.006356811,"threshold_uncertainty_score":0.02126563,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02496409284336293,"score_gpt":0.2139022424471005,"score_spread":0.1889381496037376,"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."}}