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Cramér–Lundberg Estimates

2010· other· en· W1483451683 on OpenAlexaff
X. Sheldon Lin

Bibliographic record

VenueEncyclopedia of Quantitative Finance · 2010
Typeother
Languageen
FieldDecision Sciences
TopicProbability and Risk Models
Canadian institutionsUniversity of Toronto
Fundersnot available
KeywordsMathematicsConnection (principal bundle)EconometricsRisk modelFunction (biology)Mathematical economicsStatisticsApplied mathematicsEconomicsGeometry

Abstract

fetched live from OpenAlex

Abstract Cramér–Lundberg estimates are used to estimate ruin probabilities of the surplus in an insurance risk model. Classical results on Cramér–Lundberg estimates and bounds and some recent developments in connection with the expected discounted penalty function are discussed.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.005
metaresearch head score (Gemma)0.025
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: none
GenreCandidate signal: Other · Consensus signal: none
Teacher disagreement score0.017
Threshold uncertainty score0.058

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0050.025
Meta-epidemiology (narrow)0.0020.001
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0050.002
Science and technology studies0.0010.003
Scholarly communication0.0030.005
Open science0.0020.002
Research integrity0.0020.006
Insufficient payload (model declined to judge)0.0170.003

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.080
GPT teacher head0.394
Teacher spread0.313 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designNot applicable
Domainnot available
GenreOther

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2010
Admission routes1
Has abstractyes

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