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Record W2583440318 · doi:10.4213/tvp5101

Ordering results for aggregate claim amounts from two heterogeneous Marshall-Olkin extended exponential portfolios and their applications in insurance analysis

2017· article· ru· W2583440318 on OpenAlexaff
Ghobad Barmalzan, Amir T. Payandeh Najafabadi, N. Balakrishnan

Bibliographic record

VenueТеория вероятностей и ее применения · 2017
Typearticle
Languageru
FieldDecision Sciences
TopicProbability and Risk Models
Canadian institutionsMcMaster University
Fundersnot available
KeywordsExponential functionAggregate (composite)EconometricsMathematicsEconomicsActuarial scienceMathematical economicsMaterials scienceMathematical analysis

Abstract

fetched live from OpenAlex

В статье обсуждается стохастическое сравнение двух классических процессов капитала страховой компании в случае страхового периода, равного одному году. В предположении, что случайный совокупный объем претензий имеет обобщенное экспоненциальное распределение Маршалла-Олкина, мы обобщаем результат Халеди-Ахмади [20] (2008 г.). Рассматриваются также применения наших результатов к стоимостной мере риска и к вероятности разорения. Полученные результаты показывают, что неоднородность рисков в страховом портфеле стремится сделать этот портфель волатильным, что, в свою очередь, приводит к необходимости увеличения капитала.

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)0.008
metaresearch head score (Gemma)0.029
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: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.008
Threshold uncertainty score0.045

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0080.029
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.002
Bibliometrics0.0040.003
Science and technology studies0.0010.002
Scholarly communication0.0040.005
Open science0.0020.003
Research integrity0.0010.003
Insufficient payload (model declined to judge)0.0080.001

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 head0.065
GPT teacher head0.357
Teacher spread0.293 · 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
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
Published2017
Admission routes1
Has abstractyes

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