{"id":"W3123741628","doi":"10.1017/asb.2017.4","title":"COLLECTIVE RISK MODELS WITH DEPENDENCE UNCERTAINTY","year":2017,"lang":"en","type":"article","venue":"Astin Bulletin","topic":"Probability and Risk Models","field":"Decision Sciences","cited_by":18,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada; Eidgenössische Technische Hochschule Zürich","keywords":"Econometrics; Portfolio; Expected shortfall; Equivalence (formal languages); Aggregate (composite); Value at risk; Economics; Risk model; Random variable; Copula (linguistics); Mathematics; Statistical physics; Actuarial science; Statistics; Risk management; Physics; Financial economics","routes":{"ca_aff":true,"ca_fund":true,"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":["sts","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.003590806,0.0002103185,0.0003519742,0.00009009567,0.001766964,0.0007091747,0.001956559,0.0001160653,0.0008714877],"category_scores_gemma":[0.006157241,0.0001302461,0.0001049486,0.000174362,0.0005710723,0.0002913163,0.0004063179,0.0003576146,0.001052244],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001080383,"about_ca_system_score_gemma":0.0004209886,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001525311,"about_ca_topic_score_gemma":0.0009421342,"domain_scores_codex":[0.9966393,0.0003344103,0.0004274073,0.000864575,0.001326963,0.0004073966],"domain_scores_gemma":[0.9953569,0.001469353,0.0005732494,0.001848443,0.000569332,0.0001827117],"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":[0.002255315,0.0004876021,0.161262,0.00001566835,0.0001653712,0.0001643032,0.006799836,0.5707219,0.00007018885,0.03122907,0.07622231,0.1506065],"study_design_scores_gemma":[0.001666256,0.0003967396,0.05118195,0.00007796965,0.00004757577,0.00004154765,0.0005169579,0.1083493,0.0003102255,0.8036807,0.03309298,0.0006378326],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.5555196,0.000198881,0.2904885,0.01004236,0.0004466507,0.0008785896,0.0001278383,0.0001496543,0.1421478],"genre_scores_gemma":[0.9760097,0.00002001026,0.01019821,0.0001481828,0.00006988164,0.00003684058,8.942313e-7,0.0000133718,0.01350294],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.7724516,"threshold_uncertainty_score":0.9997256,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1116563641490978,"score_gpt":0.3424084828595605,"score_spread":0.2307521187104627,"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."}}