{"id":"W3197214647","doi":"10.1007/978-3-030-76829-4_17","title":"CVaR Hedging in Defaultable Jump-Diffusion Markets","year":2021,"lang":"en","type":"book-chapter","venue":"Springer proceedings in mathematics & statistics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Alberta","funders":"","keywords":"CVAR; Jump; Expected shortfall; Jump diffusion; Economics; Equity (law); Econometrics; Mathematics; Actuarial science; Mathematical optimization; Mathematical economics; Risk management; 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":[0.001098125,0.0004690729,0.0008978255,0.0004903603,0.0003100268,0.002206668,0.000898057,0.00127312,0.004988051],"category_scores_gemma":[0.003675373,0.000358361,0.0005885931,0.0007084895,0.0008665299,0.002900717,0.0007814227,0.002022265,0.000555954],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005138791,"about_ca_system_score_gemma":0.0003216738,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0005093179,"about_ca_topic_score_gemma":0.000365069,"domain_scores_codex":[0.9997829,0.00005340011,0.00001559235,0.000046215,0.00007422834,0.00002765557],"domain_scores_gemma":[0.9991358,0.0005181466,0.00008181551,0.00009626864,0.0000845536,0.00008345511],"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":[0.0001491044,0.0001184071,0.001140446,0.0001712225,0.00008004424,0.0005753942,0.0001563834,0.1319505,0.004660273,0.7502979,0.008774844,0.1019255],"study_design_scores_gemma":[0.00001979938,0.00007182896,0.0009376061,0.00003811156,0.00002158167,0.0002274983,0.00002900769,0.3960194,0.0006668769,0.5965961,0.005342116,0.00003004463],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2678075,0.03524245,0.5838609,0.005124697,0.001809199,0.00004869387,0.0003383019,0.0007678421,0.1050004],"genre_scores_gemma":[0.9251606,0.005640886,0.01246434,0.0002085474,0.0006483008,0.0000175242,0.0001699801,0.0001022149,0.05558753],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.004988051,"threshold_uncertainty_score":0.01668668,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02386580889137848,"score_gpt":0.2258737036519698,"score_spread":0.2020078947605914,"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."}}