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Record W2069402847 · doi:10.1080/15326349.2013.783289

A Risk Model Based on Markov Chains with Marked Transitions

2013· article· en· W2069402847 on OpenAlexaff
Jiandong Ren

Bibliographic record

VenueStochastic Models · 2013
Typearticle
Languageen
FieldDecision Sciences
TopicProbability and Risk Models
Canadian institutionsActuaWestern University
FundersNational Science Council
KeywordsMarkov chainMathematicsCoupling (piping)Statistical physicsMarkov processMultivariate statisticsQueueApplied mathematicsCombinatoricsStatisticsComputer sciencePhysics

Abstract

fetched live from OpenAlex

In this article, we introduce a multivariate risk process with multiple types of claims. This model is based on the so-called Markov chain with marked transitions introduced in He and Neuts.[ 13 He , Q.-M. ; Neuts , M.F. Markov chains with marked transitions . Stochastic Processes and Their Applications 1998 , 74 ( 1 ), 37 – 52 .[Crossref], [Web of Science ®] , [Google Scholar] ] It allows dependencies among the claim frequencies, among the claim severities, as well as between claim frequencies and claim sizes. We first derive formulas for the probabilities ruin due to different types of losses using classical root-finding techniques and then we show that the ruin probabilities may be obtained by coupling the risk process to a fluid queue.

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)0.003
metaresearch head score (Gemma)0.007
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: Empirical · Consensus signal: none
Teacher disagreement score0.006
Threshold uncertainty score0.016

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0030.007
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0010.002
Scholarly communication0.0030.004
Open science0.0020.002
Research integrity0.0020.003
Insufficient payload (model declined to judge)0.0050.001

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 head0.056
GPT teacher head0.296
Teacher spread0.240 · 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
GenreEmpirical

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
Published2013
Admission routes1
Has abstractyes

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