{"id":"W3196976798","doi":"10.1016/j.insmatheco.2021.08.012","title":"Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation","year":2021,"lang":"en","type":"article","venue":"Insurance Mathematics and Economics","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":10,"is_retracted":false,"has_abstract":false,"ca_institutions":"York University","funders":"","keywords":"Profitability index; Profit maximization; Economics; Microeconomics; Profit (economics); Popularity; Actuarial science; Mathematical economics; Finance; Political science","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":[0.005725937,0.0006559517,0.001462563,0.0006791468,0.0007080464,0.002923628,0.001316969,0.00326107,0.004697266],"category_scores_gemma":[0.02434685,0.0005330673,0.0009071261,0.0007149077,0.003421444,0.004798793,0.001558064,0.002456053,0.0003877448],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001565426,"about_ca_system_score_gemma":0.001399482,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0008053082,"about_ca_topic_score_gemma":0.0006436252,"domain_scores_codex":[0.9980345,0.0007415506,0.00008271881,0.0003578174,0.0003450998,0.0004383138],"domain_scores_gemma":[0.9918497,0.004605344,0.001403842,0.0009203524,0.0006866931,0.0005341503],"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":[0.00005043305,0.00005572297,0.0004653744,0.00004633596,0.0000362375,0.00007632016,0.00004490684,0.03589816,0.0009640773,0.9551675,0.0009502506,0.006244699],"study_design_scores_gemma":[0.00002679541,0.00004306223,0.0005941475,0.00002307676,0.00001839408,0.00005609154,0.0000322345,0.08388522,0.0006155467,0.9139319,0.0007584308,0.00001516393],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2780877,0.0006418817,0.6423209,0.01017693,0.0001760552,0.00009266326,0.0001931681,0.0004099532,0.06790072],"genre_scores_gemma":[0.9842969,0.0002381266,0.01069659,0.000490776,0.00008445206,0.00004760538,0.00002868868,0.00004110711,0.004075878],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.005725937,"threshold_uncertainty_score":0.03028202,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04289601231242019,"score_gpt":0.2839924576385508,"score_spread":0.2410964453261306,"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."}}