{"id":"W3125143449","doi":"","title":"Pricing catastrophe options in incomplete markets","year":2008,"lang":"en","type":"article","venue":"OpenEdition (OpenEdition)","topic":"Insurance and Financial Risk Management","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Natural Sciences and Engineering Research Council of Canada; Centre National de la Recherche Scientifique; AXA Research Fund","keywords":"Economics; Incomplete markets; Business; Financial economics; Actuarial science; Microeconomics","routes":{"ca_aff":false,"ca_fund":true,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.0006136688,0.0002370678,0.000436895,0.0004735952,0.0004622343,0.00008536965,0.0003586221,0.0001122732,0.002069035],"category_scores_gemma":[0.0001277991,0.0002986509,0.0001260789,0.0006357387,0.0001112096,0.005372116,0.0001289879,0.0002489309,0.004323603],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0002616589,"about_ca_system_score_gemma":0.00003935031,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0003398966,"about_ca_topic_score_gemma":0.0005682913,"domain_scores_codex":[0.9979291,0.00003913419,0.0008669503,0.0005796255,0.000117352,0.000467861],"domain_scores_gemma":[0.9989933,0.00006010571,0.0003493836,0.0004398896,0.00005292124,0.0001044113],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.00008371162,0.0003970425,0.01814199,0.00004601972,0.00003706585,0.0001589369,0.0002425078,0.0006621983,0.00002739193,0.966224,0.01096348,0.003015671],"study_design_scores_gemma":[0.001071317,0.00007152141,0.7490989,0.00004928775,0.00000484863,0.00002479055,0.0000590496,0.0004841241,0.00005011345,0.01100717,0.2376832,0.0003957173],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.5806863,0.00205727,0.03231136,0.02032477,0.004387742,0.002332676,0.001628837,0.0002789343,0.355992],"genre_scores_gemma":[0.9876441,0.001801477,0.002424777,0.005511265,0.0003341201,0.0003117838,0.0005273846,0.00003279406,0.001412302],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.9552168,"threshold_uncertainty_score":0.9999465,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02923047610165342,"score_gpt":0.2150557979307159,"score_spread":0.1858253218290624,"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."}}