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Record W2009825358 · doi:10.1145/2185395.2185411

On a discrete multi-variate phase-type distribution and its applications (abstract only)

2012· article· en· W2009825358 on OpenAlexaff
Qi‐Ming He, Jiandong Ren

Bibliographic record

VenueACM SIGMETRICS Performance Evaluation Review · 2012
Typearticle
Languageen
FieldDecision Sciences
TopicProbability and Risk Models
Canadian institutionsWestern UniversityUniversity of Waterloo
Fundersnot available
KeywordsRandom variateType (biology)Distribution (mathematics)Discrete time and continuous timeComputer scienceEconometricsMathematicsProbability distributionStatisticsRandom variableMathematical analysis

Abstract

fetched live from OpenAlex

In the second part of this paper, we use the discrete MPH-distributions to model multi-variate insurance claim processes in risk analysis, where claims may arrive in batches, the arrivals of different types of batches may be correlated, and the amounts of different types of claims in a batch may be dependent. This provides one natural approach to model the dependencies among claim frequencies as well claim sizes of different types of risks, which is a very important topic in insurance risk theory. Under certain conditions, it is shown that the total amounts of claims accumulated in some random time horizon are discrete MPH random vectors. Matrixrepresentations of the discrete MPH-distributions are constructed explicitly. Efficient computational methods are developed for computing performance measures of the total claims of different types of claim batches and individual types of claims.

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)0.004
metaresearch head score (Gemma)0.012
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.004
Threshold uncertainty score0.020

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0040.012
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.002
Science and technology studies0.0000.002
Scholarly communication0.0010.003
Open science0.0010.001
Research integrity0.0010.003
Insufficient payload (model declined to judge)0.0040.001

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 head0.342
GPT teacher head0.500
Teacher spread0.158 · 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 designTheoretical or conceptual
Domainnot available
GenreMethods

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
Published2012
Admission routes1
Has abstractyes

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