Perturbed MAP Risk Models with Dividend Barrier Strategies
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Bibliographic record
Abstract
In the context of a dividend barrier strategy (see, e.g. Lin, Willmot and Drekic (2003)) we analyze the moments of the discounted dividend payments and the expected discounted penalty function for surplus processes with claims arriving according to a Markovian arrival process (MAP). We show that a relationship similar to the dividend-penalty identity of Gerber, Lin and Yang (2006) can be established for the class of perturbed MAP surplus processes, extending in the process some results of Li and Lu (2008) for the Markov-modulated risk model. Also, we revisit the same ruin-related quantities in an identical MAP risk model with the only exception that the barrier level effective at time t depends on the state of the underlying environment at this time. Similar relationships are investigated and derived. Numerical examples are also considered.
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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 | 0.010 | 0.001 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.001 | 0.000 |
| Bibliometrics | 0.000 | 0.001 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.001 | 0.002 |
| 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