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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 OpenAlex
Ghobad Barmalzan, Amir T. Payandeh Najafabadi, N. Balakrishnan

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.

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.

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)0.004
metaresearch head score (Gemma)0.002
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow), Science and technology studies, Scholarly communication
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.620
Threshold uncertainty score0.999

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0040.002
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.001
Bibliometrics0.0010.001
Science and technology studies0.0020.001
Scholarly communication0.0020.001
Open science0.0030.001
Research integrity0.0010.001
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 head0.065
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