{"id":"W4388127715","doi":"10.1515/strm-2023-0006","title":"Bounds on Choquet risk measures in finite product spaces with ambiguous marginals","year":2023,"lang":"en","type":"article","venue":"Statistics & Risk Modeling","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Generalization; Measure (data warehouse); Choquet integral; Space (punctuation); Dual polyhedron; Mathematical optimization; Applied mathematics; Product (mathematics); Risk measure; Pure mathematics; Computer science; Mathematical analysis; Economics","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.01033416,0.001530733,0.001975085,0.002293046,0.00104644,0.004657643,0.002202741,0.002237891,0.003682989],"category_scores_gemma":[0.03712946,0.001044943,0.001686535,0.001388799,0.006288826,0.007464288,0.003717989,0.003604473,0.0002422],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.004123879,"about_ca_system_score_gemma":0.001616269,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002375409,"about_ca_topic_score_gemma":0.001107396,"domain_scores_codex":[0.9967379,0.001591734,0.0001295172,0.0005099449,0.0006816359,0.0003491988],"domain_scores_gemma":[0.9758886,0.01928078,0.00139378,0.0007665575,0.001753406,0.0009169569],"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":[0.0000846994,0.00005365579,0.000546882,0.0001407606,0.00006309819,0.0001211596,0.0001477265,0.1872073,0.001573208,0.8051633,0.0004275549,0.004470557],"study_design_scores_gemma":[0.00001166274,0.00004456966,0.0002450814,0.00004902481,0.00001883935,0.00004957673,0.00006324046,0.6198128,0.0006071758,0.3784634,0.0006026105,0.00003197561],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1128327,0.001775603,0.8713251,0.001228314,0.0000909337,0.00005576511,0.00007743784,0.0001013318,0.01251283],"genre_scores_gemma":[0.9186028,0.001067782,0.07531542,0.0001999225,0.0001593634,0.0001595791,0.00009553176,0.0001130992,0.004286472],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01033416,"threshold_uncertainty_score":0.05465293,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.09100956003382547,"score_gpt":0.3607627536017664,"score_spread":0.2697531935679409,"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."}}