{"id":"W3124334183","doi":"10.2139/ssrn.2957181","title":"Archimedean Copulas: Aggregation, Capital Allocation and Other Applications","year":2017,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":2,"is_retracted":false,"has_abstract":false,"ca_institutions":"Université Laval","funders":"","keywords":"Economics; Econometrics; Capital allocation line; Mathematical economics; Microeconomics; Incentive","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":[0.003211489,0.000107174,0.000137266,0.0001673181,0.001228201,0.0007438843,0.0006394871,0.00005898562,0.00004079536],"category_scores_gemma":[0.0004942463,0.00008277831,0.00005825571,0.0001139876,0.0001358631,0.0005660417,0.00005195583,0.000477962,0.0001151908],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001209684,"about_ca_system_score_gemma":0.0006376787,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001070994,"about_ca_topic_score_gemma":0.001236335,"domain_scores_codex":[0.9979836,0.00008657878,0.0004016655,0.0002566958,0.0005538646,0.0007175642],"domain_scores_gemma":[0.9984443,0.00009161192,0.0005948433,0.0005235225,0.0002405161,0.0001051599],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00002231754,0.00003999014,0.07231639,6.898304e-7,0.00004261949,6.195127e-7,0.0005028144,0.0002710805,0.00008016085,0.4094904,0.0003748531,0.516858],"study_design_scores_gemma":[0.0004336004,0.00007787471,0.01541188,0.000006450166,0.0000199466,0.0002349118,0.001214429,0.00142118,0.00007600488,0.9423776,0.03857565,0.0001504771],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.4825728,0.002680462,0.4976353,0.00503039,0.0003449886,0.0005068384,0.00001037924,0.0000464429,0.01117237],"genre_scores_gemma":[0.991183,0.003620202,0.0005767755,0.0000918533,0.000328799,0.00001422295,0.000003500975,0.00001382668,0.00416777],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.5328872,"threshold_uncertainty_score":0.9446456,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0317573492558435,"score_gpt":0.3473909316952535,"score_spread":0.31563358243941,"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."}}