{"id":"W4408019669","doi":"10.1016/j.insmatheco.2025.02.006","title":"Efficient evaluation of risk allocations","year":2025,"lang":"en","type":"article","venue":"Insurance Mathematics and Economics","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":3,"is_retracted":false,"has_abstract":true,"ca_institutions":"Université Laval; University of Toronto","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Risk analysis (engineering); Computer science; Business","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":[0.002816344,0.0006768884,0.001312432,0.000922548,0.0004526598,0.00194211,0.001210516,0.0009025387,0.007209736],"category_scores_gemma":[0.01221929,0.0004300546,0.0006121721,0.0007702407,0.0007476125,0.00206622,0.001402064,0.001254389,0.0009095],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001388338,"about_ca_system_score_gemma":0.002550857,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002118673,"about_ca_topic_score_gemma":0.002028552,"domain_scores_codex":[0.9986731,0.0004086641,0.00007350379,0.0001402792,0.0005154304,0.0001891155],"domain_scores_gemma":[0.9974819,0.001516464,0.000167569,0.0002335544,0.0004740575,0.0001264364],"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":[0.00008076424,0.00004765826,0.001174986,0.00006573743,0.00003236921,0.0000968672,0.00007672756,0.8355247,0.002082084,0.09493333,0.001544018,0.06434073],"study_design_scores_gemma":[0.000005753485,0.000008586487,0.0001382994,0.000007515347,0.000003101497,0.00001661189,0.0000102119,0.967935,0.0006804322,0.03073173,0.0004580447,0.000004697501],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.02131618,0.0001017021,0.9745619,0.0001282673,0.00002193721,0.00004290197,0.00007784911,0.0003646674,0.003384596],"genre_scores_gemma":[0.6225801,0.0002375577,0.3718452,0.00007910752,0.00004960574,0.0002208617,0.0003971962,0.0004008185,0.004189624],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.007209736,"threshold_uncertainty_score":0.02411902,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.06330511799435296,"score_gpt":0.3531745612312664,"score_spread":0.2898694432369134,"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."}}