{"id":"W4319791779","doi":"10.1017/s0269964822000079","title":"Pareto-optimal reinsurance with default risk and solvency regulation","year":2023,"lang":"en","type":"article","venue":"Probability in the Engineering and Informational Sciences","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":6,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Calgary","funders":"Natural Sciences and Engineering Research Council of Canada; University of Calgary","keywords":"Reinsurance; Indemnity; Solvency; Actuarial science; Pareto principle; Constraint (computer-aided design); Asset (computer security); Investment (military); Economics; Finance; Computer science; Mathematics","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":[0.005415755,0.00007568406,0.00009005338,0.0001788394,0.0002737555,0.0002485219,0.0002191595,0.0000304393,0.000005321807],"category_scores_gemma":[0.001191757,0.00004092093,0.0000140301,0.001351869,0.0001884354,0.0009910435,0.00003739144,0.00008870586,0.000009705631],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000009731946,"about_ca_system_score_gemma":0.00003415419,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0000309683,"about_ca_topic_score_gemma":0.00002144762,"domain_scores_codex":[0.9985986,0.00005524832,0.0003259584,0.0001692853,0.0006984317,0.0001524569],"domain_scores_gemma":[0.9989415,0.0007100223,0.0001060895,0.0001309138,0.00007867726,0.00003276358],"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":[0.000005919784,0.000003447802,0.03710328,0.000004284633,9.023534e-7,1.323785e-7,0.002173771,0.9479495,0.000002371695,0.004108074,0.00006519406,0.008583106],"study_design_scores_gemma":[0.00007515766,0.00003731585,0.2658327,0.000008776379,0.000001291044,0.000007137397,0.0003861727,0.7206758,0.000005697999,0.012057,0.0008564782,0.00005653087],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9950905,0.00006068229,0.003343936,0.0005873121,0.00004735167,0.0001682898,0.000007332237,0.00003919784,0.0006553623],"genre_scores_gemma":[0.9977441,0.0001737318,0.001996357,0.00002377578,0.00001777797,0.00002013477,0.000005169453,0.000001465436,0.00001744503],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.2287294,"threshold_uncertainty_score":0.2396503,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03902347184049652,"score_gpt":0.2883907585299058,"score_spread":0.2493672866894093,"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."}}