{"id":"W3182055494","doi":"","title":"CAT Bond Spreads Via HARA Utility and Nonparametric Tests","year":2017,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Insurance and Financial Risk Management","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Université Laval","funders":"","keywords":"Nonparametric statistics; Econometrics; Bond; Predictive power; Risk aversion (psychology); Economics; Sample (material); Expected utility hypothesis; Financial economics; 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":[0.01440181,0.001092609,0.001365103,0.003789769,0.0004384713,0.002812275,0.002189395,0.001574363,0.004335174],"category_scores_gemma":[0.09914507,0.0005685412,0.001550236,0.00295101,0.002292424,0.004400788,0.002286936,0.002637168,0.0004859994],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001048075,"about_ca_system_score_gemma":0.000777768,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002863671,"about_ca_topic_score_gemma":0.001313607,"domain_scores_codex":[0.9940612,0.004090714,0.0002258836,0.0007018782,0.0006913931,0.0002290265],"domain_scores_gemma":[0.890379,0.0927727,0.007439401,0.005964327,0.002439605,0.001005064],"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":[0.0004340024,0.0003321604,0.07902892,0.0001595248,0.0004225433,0.0005859717,0.0005827728,0.5432059,0.001103878,0.2907497,0.001785482,0.08160921],"study_design_scores_gemma":[0.00001825375,0.00006906688,0.006370418,0.00001777267,0.00002408064,0.00007542541,0.00005877679,0.9218678,0.0002423476,0.0710098,0.000215845,0.00003039208],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.4464791,0.0004419961,0.5488241,0.0003428381,0.00002605213,0.0001208831,0.0005235417,0.0004858772,0.002755511],"genre_scores_gemma":[0.9765303,0.0001725544,0.02147067,0.0000387473,0.00004433635,0.0001077777,0.0004832766,0.00004044053,0.001111943],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01440181,"threshold_uncertainty_score":0.07616496,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05245398783529588,"score_gpt":0.3051101475620367,"score_spread":0.2526561597267409,"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."}}