{"id":"W3125224616","doi":"10.1016/j.jmaa.2016.01.035","title":"Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security","year":2016,"lang":"en","type":"article","venue":"Journal of Mathematical Analysis and Applications","topic":"Insurance and Financial Risk Management","field":"Economics, Econometrics and Finance","cited_by":74,"is_retracted":false,"has_abstract":false,"ca_institutions":"York University","funders":"National Natural Science Foundation of China","keywords":"Reinsurance; Jump diffusion; Actuarial science; Economics; Investment strategy; Variance (accounting); Econometrics; Investment (military); Bond; Jump; Finance","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":[0.003899485,0.001295587,0.002079672,0.0008527064,0.0006197196,0.002032018,0.002247761,0.003235157,0.003646274],"category_scores_gemma":[0.01154512,0.0008265124,0.001047752,0.0005209873,0.001243701,0.002137547,0.001471702,0.001704428,0.0003538562],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001336184,"about_ca_system_score_gemma":0.001464459,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.005381497,"about_ca_topic_score_gemma":0.003032554,"domain_scores_codex":[0.9992139,0.0002616264,0.00005198358,0.0001534478,0.0000934448,0.000225615],"domain_scores_gemma":[0.9933475,0.003777928,0.001173084,0.0002816593,0.0005331921,0.0008867076],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.001852883,0.0006058564,0.02172222,0.0002407698,0.000506976,0.00428649,0.000530012,0.7379777,0.01377657,0.1901557,0.005562454,0.02278228],"study_design_scores_gemma":[0.00005281251,0.0001237909,0.001449973,0.00001476804,0.00006777291,0.0001741327,0.00008491665,0.985763,0.0004960287,0.01161795,0.0001273295,0.00002760579],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8156828,0.0006645435,0.1750116,0.002884947,0.0001085258,0.000137868,0.0004300927,0.0002979429,0.004781716],"genre_scores_gemma":[0.9922438,0.0001752438,0.003712906,0.00005975768,0.00003318051,0.00002474515,0.00009989469,0.00001825397,0.003632169],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.005381497,"threshold_uncertainty_score":0.02062267,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01910314433944193,"score_gpt":0.2278305856404054,"score_spread":0.2087274413009635,"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."}}