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Record W1483926890

Commentary on "Should the government provide insurance for catastrophes?"

2006· article· en· W1483926890 on OpenAlexvenueno aff
Dwight M. Jaffee

Bibliographic record

VenueCanadian parliamentary review · 2006
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicInsurance and Financial Risk Management
Canadian institutionsnot available
Fundersnot available
KeywordsDiversification (marketing strategy)PortfolioActuarial scienceEconomicsReinsuranceCapital requirementBusinessFinancial economicsMicroeconomicsIncentive
DOInot available

Abstract

fetched live from OpenAlex

insurance liabilities and the stochastic processes generating losses. It is assumed the insurer collects premiums at the beginning of the period equal to the expected loss. Capital is therefore required to cover the actual losses in excess of the expected value. The computations are basically applications of the law of large numbers and the central limit theorem. Cummins assumes a normal distribution, although he properly states that comparable results are available for a wider range of distributions. Cummins shows that, when the risks are identically and independently distributed (i.i.d.), the required capital per policy approaches zero as the number of individual policies approaches infinity. In contrast, when the risks are correlated, some amount of capital is required even in the limit as the number of risks approaches infinity. Cummins reasonably interprets this as meaning that catastrophic risks, which sensibly imply correlated risks, require more capital than do independent risks. I think it important to add that fat-tailed distributions raise an even more distinctive issue, which may help explain why most catastrophe insurance lines are generally not offered by private insurers. A key property of fat-tailed distributions is that the benefits of diversification may not arise. For example, let an insurer start with a portfolio consisting of just one catastrophic risk, say risk A. Now suppose the insurer decides to diversify by creating a portfolio with one-half risk A and one-half risk B. Remarkably, the risk exposure of the portfolio may actually rise, contrary to the normal case of diversification benefits. The intuAGENDA F irst, the conference planners must be complemented for their foresight to put catastrophe insurance on the agenda for this conference, long before Hurricane Katrina crashed into New Orleans. As Katrina illustrates, the problems affecting catastrophe insurance in the United States are taking on, well, catastrophic proportions. Major changes are required in how the government intervenes in each of the major catastrophic risks—earthquakes, floods, hurricanes, and terrorism. Turning to the task at hand, it is always a pleasure and enlightening to read a paper by David Cummins (2006). This one is no exception. My comments follow the lines of David’s paper, taking up these topics in turn:

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 distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: Not applicable
GenreCandidate signal: Commentary · Consensus signal: none
Teacher disagreement score0.545
Threshold uncertainty score0.921

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

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 head0.031
GPT teacher head0.225
Teacher spread0.194 · 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 teacher head, not a consensus.

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

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

Citations3
Published2006
Admission routes1
Has abstractyes

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