{"id":"W3124690982","doi":"10.2139/ssrn.3104912","title":"Collective Risk Models with Hierarchical Archimedean Copulas","year":2018,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Probability and Risk Models","field":"Decision Sciences","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"Université Laval","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Copula (linguistics); Econometrics; Mathematics; Statistical physics; Computer science; Physics","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005182718,0.001506313,0.00237002,0.00147175,0.001040299,0.004058389,0.002686724,0.003461747,0.00680988],"category_scores_gemma":[0.01316038,0.00110644,0.001712402,0.001771407,0.002694658,0.005675721,0.00310028,0.003334057,0.0009251412],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001568942,"about_ca_system_score_gemma":0.001083277,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003186604,"about_ca_topic_score_gemma":0.002384398,"domain_scores_codex":[0.9978657,0.001062436,0.0000796699,0.0003206469,0.0003626699,0.0003088566],"domain_scores_gemma":[0.99121,0.005578712,0.001307157,0.0006020439,0.000604247,0.0006979381],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00003370853,0.00005812375,0.0007478824,0.00004922133,0.00007821108,0.0001853117,0.0001562634,0.291172,0.0001711261,0.7025582,0.001701676,0.003088269],"study_design_scores_gemma":[0.00001611405,0.00003226304,0.0003421559,0.00001610182,0.0000266183,0.00005331369,0.00005371846,0.7013818,0.00004106493,0.2973476,0.0006651152,0.00002411517],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.135512,0.001623395,0.8325062,0.002591246,0.0002905909,0.00008885481,0.0003235643,0.0001957096,0.02686858],"genre_scores_gemma":[0.9220549,0.001108133,0.03251176,0.0002872467,0.0004125094,0.0001943833,0.0002268935,0.0000987712,0.04310551],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.00680988,"threshold_uncertainty_score":0.02740914,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04957433442949447,"score_gpt":0.3275946615471901,"score_spread":0.2780203271176956,"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."}}