{"id":"W3124286363","doi":"10.1287/mnsc.2015.2361","title":"Rare Disasters, Credit, and Option Market Puzzles","year":2016,"lang":"en","type":"article","venue":"Management Science","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":18,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Toronto","funders":"","keywords":"Business; Economics; Financial economics; Actuarial science","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":[0.0009216857,0.0003098737,0.0004950301,0.0007214744,0.0005149576,0.001625663,0.0009223291,0.001541933,0.003001633],"category_scores_gemma":[0.006383095,0.0002120766,0.0005746821,0.0006951049,0.001808815,0.002800454,0.001411279,0.001863483,0.0001504457],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005942347,"about_ca_system_score_gemma":0.0003174286,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001627181,"about_ca_topic_score_gemma":0.001287441,"domain_scores_codex":[0.9998066,0.00007763662,0.00001209401,0.00003666504,0.00003243665,0.00003464253],"domain_scores_gemma":[0.997398,0.001151844,0.0008400891,0.0003102794,0.00009076423,0.0002090078],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0001188072,0.00008572097,0.01197826,0.00008043744,0.00007776171,0.001229858,0.0005848643,0.2781763,0.001143936,0.6846799,0.003752193,0.01809196],"study_design_scores_gemma":[0.00005050288,0.0000480624,0.00406232,0.00002659478,0.00002179335,0.0003450933,0.000270121,0.3721041,0.0002611836,0.6208325,0.001943921,0.000033817],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8852728,0.0008742854,0.09019479,0.007655247,0.0001175571,0.00002584179,0.0002962422,0.0002064423,0.01535669],"genre_scores_gemma":[0.9975206,0.0002082954,0.0009939731,0.00006636495,0.00004354562,0.000007214639,0.00002762654,0.000008073834,0.001124365],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003001633,"threshold_uncertainty_score":0.01004148,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01700837092642767,"score_gpt":0.2071374666330477,"score_spread":0.19012909570662,"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."}}