{"id":"W3172927245","doi":"10.3390/risks9060108","title":"Merton investment problems in finance and insurance for the Hawkes-Based models","year":2021,"lang":"en","type":"article","venue":"Econstor (Econstor)","topic":"Point processes and geometric inequalities","field":"Mathematics","cited_by":8,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Calgary","funders":"","keywords":"Hamilton–Jacobi–Bellman equation; Portfolio; Actuarial science; Investment (military); Reinsurance; Economics; Stochastic control; Bond; Mathematical economics; Finance; Bellman equation; Econometrics; Financial economics; Mathematics; Mathematical optimization; Optimal control","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":[0.0007095673,0.0002445897,0.0004330969,0.0001550344,0.0001831556,0.00007567853,0.0001962936,0.0001119179,0.00006152478],"category_scores_gemma":[0.0005697383,0.0001965025,0.0001103736,0.0003847321,0.0001974219,0.0002606113,0.00006099834,0.0001899693,0.000006225576],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001091217,"about_ca_system_score_gemma":0.0004201101,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00005769995,"about_ca_topic_score_gemma":0.0004980795,"domain_scores_codex":[0.9983913,0.00006766037,0.0005532443,0.0004125421,0.0001733025,0.0004019681],"domain_scores_gemma":[0.9973556,0.001782004,0.0002225732,0.0004225369,0.0001554423,0.00006177492],"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":[0.0001139596,0.000862159,0.2293733,0.003143422,0.0002454629,0.00004182221,0.004322338,0.007267612,0.0001691174,0.7383419,0.01061639,0.005502442],"study_design_scores_gemma":[0.007505101,0.0004106474,0.0253919,0.001292945,0.0001573583,0.0001490281,0.002002571,0.08240385,0.005852191,0.8181201,0.0549521,0.001762167],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9716077,0.01133621,0.009296022,0.00120481,0.0004325084,0.0007921875,0.0001531839,0.00006074162,0.005116682],"genre_scores_gemma":[0.9904601,0.0004495823,0.00603772,0.001066867,0.00007913916,0.000457499,0.000009534228,0.00003361217,0.001405929],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.2039814,"threshold_uncertainty_score":0.8013141,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05684842157907373,"score_gpt":0.2800072577151025,"score_spread":0.2231588361360288,"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."}}