{"id":"W4200557471","doi":"10.1080/03610926.2021.2009870","title":"Minimization of ruin probability with joint strategies of investment and reinsurance","year":2021,"lang":"en","type":"article","venue":"Communication in Statistics- Theory and Methods","topic":"Probability and Risk Models","field":"Decision Sciences","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Manitoba","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Reinsurance; Stochastic control; Geometric Brownian motion; Investment (military); Asset (computer security); Investment strategy; Economics; Interest rate; Brownian motion; Econometrics; Actuarial science; Diffusion process; Mathematics; Finance; Optimal control; Mathematical optimization; Computer science; Statistics","routes":{"ca_aff":true,"ca_fund":true,"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":[0.01059561,0.00008024044,0.0003173219,0.00007240236,0.00006887082,0.00003925297,0.0002012925,0.00005034961,0.00002549991],"category_scores_gemma":[0.00541527,0.00005818993,0.00001558739,0.0003216052,0.00087972,0.0001911076,0.0001642321,0.0001076866,1.491326e-7],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00001285973,"about_ca_system_score_gemma":0.0001640938,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00002324392,"about_ca_topic_score_gemma":0.00008537593,"domain_scores_codex":[0.9929966,0.005794774,0.0006816626,0.0002335028,0.0002165102,0.00007693462],"domain_scores_gemma":[0.9928713,0.005426269,0.000342392,0.0008376272,0.0004835409,0.00003891027],"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":[0.0001080781,0.00009360255,0.001985092,0.00008645961,0.000008520096,3.166682e-7,0.003690923,0.0008894902,0.001074915,0.9332348,0.000006476053,0.0588214],"study_design_scores_gemma":[0.0002800092,0.00005568174,0.03995451,0.00008235509,0.0000113878,0.000003209159,0.003039769,0.002626871,0.006072921,0.9477425,0.00007309743,0.00005768605],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.1577039,0.002310182,0.8384737,0.000114889,0.00001680329,0.0001830419,0.00004683344,0.000004567946,0.001146106],"genre_scores_gemma":[0.4861791,0.0004551981,0.5132972,0.00001873672,9.035919e-7,0.00000756879,0.000005209426,0.000002251189,0.00003391125],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.3284751,"threshold_uncertainty_score":0.6482975,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1574179762755899,"score_gpt":0.4552323403098967,"score_spread":0.2978143640343068,"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."}}