{"id":"W4220876067","doi":"10.3390/jrfm15030143","title":"Optimal Control Strategies for the Premium Policy of an Insurance Firm with Jump Diffusion Assets and Stochastic Interest Rate","year":2022,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Insurance, Mortality, Demography, Risk Management","field":"Social Sciences","cited_by":2,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Stochastic differential equation; Stochastic control; Jump diffusion; Control (management); Jump; Economics; Cash; Cash flow; Set (abstract data type); Actuarial science; Optimal control; Mathematics; Mathematical optimization; Computer science; Applied mathematics; Finance","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001609389,0.00117996,0.001224981,0.0006200159,0.0005184473,0.001994702,0.001159397,0.002472747,0.002537241],"category_scores_gemma":[0.003235963,0.0005503104,0.0008163183,0.000335143,0.001372086,0.001117823,0.00141318,0.001777782,0.0002160629],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001989123,"about_ca_system_score_gemma":0.002057099,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.009533123,"about_ca_topic_score_gemma":0.004073996,"domain_scores_codex":[0.9993679,0.0002393142,0.00002328874,0.0001507619,0.00009315219,0.0001256974],"domain_scores_gemma":[0.9988173,0.0007027673,0.0002099748,0.00003007304,0.0001354438,0.000104452],"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":[0.0001074918,0.00008893773,0.0007573247,0.0001068786,0.00007461775,0.0001766247,0.000140629,0.9217561,0.002817077,0.06742194,0.0006197158,0.00593263],"study_design_scores_gemma":[0.00002782546,0.00006927153,0.0002178891,0.00001163642,0.00002400386,0.00001285574,0.00002325818,0.989622,0.000222583,0.009521148,0.0002352295,0.00001229081],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1291159,0.001140055,0.8560204,0.00227764,0.0001200219,0.0001524231,0.0001524119,0.0001584334,0.0108627],"genre_scores_gemma":[0.9764985,0.0004996994,0.0166373,0.0001219967,0.00004564333,0.0001659177,0.00005608574,0.00002191871,0.005952857],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.009533123,"threshold_uncertainty_score":0.01895529,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01051093603151974,"score_gpt":0.2645968300940252,"score_spread":0.2540858940625054,"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."}}