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Dynamic Financial Modeling of an Insurance Enterprise

2014· other· en· W2170268103 on OpenAlexaff
Mary R. Hardy

Bibliographic record

VenueWiley StatsRef: Statistics Reference Online · 2014
Typeother
Languageen
FieldEconomics, Econometrics and Finance
TopicInsurance and Financial Risk Management
Canadian institutionsUniversity of Waterloo
Fundersnot available
KeywordsPortfolioActuarial scienceBusinessProfit (economics)Asset (computer security)Scale (ratio)Process (computing)FinanceComputer scienceEconomicsMicroeconomics

Abstract

fetched live from OpenAlex

Abstract A dynamic financial insurance model is an integrated model of the assets and liabilities of an insurer. In the United Kingdom, these models may be called ‘model offices’. Modeling the insurer as a whole entity differs from individual policy or portfolio approaches to modeling in that it allows for interactions and correlations between portfolios, as well as incorporating the effect on the organization of decisions and strategies, which depend on the performance of the insurer as a whole. For example, profit distribution is most sensibly determined after consideration of the results from the different insurance portfolios that comprise the company, rather than at the individual portfolio level. The insurance enterprise model takes a holistic approach to asset–liability modeling, enabling synergies such as economies of scale, and whole insurer operations to be incorporated in the modeling process.

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)0.001
metaresearch head score (Gemma)0.002
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.016
Threshold uncertainty score0.033

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.002
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0010.001
Scholarly communication0.0020.002
Open science0.0010.001
Research integrity0.0020.001
Insufficient payload (model declined to judge)0.0060.001

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 head0.027
GPT teacher head0.260
Teacher spread0.233 · 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 designSimulation or modeling
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

Citations1
Published2014
Admission routes1
Has abstractyes

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