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Record W2573661883 · doi:10.1080/03461238.2017.1278717

Ordering the largest claim amounts and ranges from two sets of heterogeneous portfolios

2017· article· en· W2573661883 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.
fundA Canadian funder is recorded on the work.

Bibliographic record

VenueScandinavian Actuarial Journal · 2017
Typearticle
Languageen
FieldMathematics
TopicStatistical Distribution Estimation and Applications
Canadian institutionsMcMaster University
FundersNatural Sciences and Engineering Research Council of CanadaNatural Science Foundation of Jiangsu ProvinceNational Natural Science Foundation of China
KeywordsStochastic orderingSample (material)InterdependenceMathematicsHazardEconometricsMathematical economicsApplied mathematics

Abstract

fetched live from OpenAlex

This paper investigates the ordering properties of the largest claim amounts and sample ranges arising from two sets of heterogeneous portfolios. First, some sufficient conditions are provided in the sense of the usual stochastic ordering to compare the largest claim amounts from two sets of independent or interdependent claims. Second, comparison results on the largest claim amounts in the sense of the reversed hazard rate and hazard rate orderings are established for two batches of heterogeneous independent claims. Finally, we present sufficient conditions to stochastically compare sample ranges from two sets of heterogeneous claims by means of the usual stochastic ordering. Some numerical examples are also given to illustrate the theoretical findings. The results established here not only extend and generalize those known in the literature, but also provide insight that will be useful to lay down the annual premiums of policyholders.

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.

Full frame distilled prediction

Teacher imitation

Not 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.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation 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: Empirical
Teacher disagreement score0.242
Threshold uncertainty score0.665

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0010.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

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.

Opus teacher head0.069
GPT teacher head0.390
Teacher spread0.320 · 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