{"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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00304639,0.00006140437,0.0001758954,0.0001651195,0.00008678678,0.00006646595,0.0001473294,0.00003879023,0.00002591594],"category_scores_gemma":[0.00107322,0.00005067876,0.00003965962,0.0002298559,0.000054146,0.00004655865,0.00003400918,0.00003554278,0.00001511217],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00001996927,"about_ca_system_score_gemma":0.00007474019,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00001204034,"about_ca_topic_score_gemma":0.00002552065,"domain_scores_codex":[0.9989989,0.00003838662,0.0005513301,0.0001575177,0.0001849707,0.00006894222],"domain_scores_gemma":[0.9984601,0.0005052584,0.0003394709,0.0003167565,0.0003555585,0.00002291522],"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":[0.000004949008,0.00009335565,0.02804589,0.000007721214,0.00002016582,2.434768e-8,0.001343614,0.7569808,0.00001154244,0.07156906,0.0001800149,0.1417428],"study_design_scores_gemma":[0.0002075727,0.000003971256,0.04342397,0.00001138049,0.00002274972,4.399525e-7,0.0003561491,0.7638872,0.00009106447,0.1916561,0.0002968666,0.00004253263],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9645365,0.000201883,0.02497458,0.0000951411,0.0001759731,0.0001549303,0.000031975,0.000006090372,0.009822887],"genre_scores_gemma":[0.9910437,0.0006152327,0.008222018,0.00001681527,0.000009463124,0.000009949477,0.000001982963,0.000003179493,0.00007768458],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1417003,"threshold_uncertainty_score":0.206662,"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."}}