On the severity of ruin in a Markov-modulated risk model
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Bibliographic record
Abstract
We consider a Markov-modulated risk model in which the claim inter-arrivals, amounts and premiums are influenced by an external Markovian environment process. A system of Laplace transforms of the probabilities of the severity of ruin, given the initial environment state, is established from a system of integro-differential equations derived by Snoussi [The severity of ruin in Markov-modulated risk models Schweiz Aktuarver. Mitt., 2002, 1, 31–43]. In the two-state model, explicit formulas for probabilities of the severity of ruin are derived, when the initial reserve is zero or when both claim amount distributions are from the rational family. Numerical illustrations are also given.
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Full frame distilled prediction
Teacher imitationNot 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.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.007 | 0.002 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.000 | 0.001 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.000 | 0.000 |
| Open science | 0.001 | 0.000 |
| Research integrity | 0.000 | 0.001 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
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.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it