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Record W2762445515 · doi:10.5539/ijsp.v6n6p92

On Heavy-tailed Crack Distribution for Loss Severity Modeling

2017· article· en· W2762445515 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.
venuePublished in a venue whose home country is Canada.

Bibliographic record

VenueInternational Journal of Statistics and Probability · 2017
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsUniversity of Regina
FundersNatural Sciences and Engineering Research Council of Canada
KeywordsSkewnessMathematicsParametric statisticsHeavy-tailed distributionDistribution (mathematics)GaussianParametric modelGeneralized extreme value distributionWeibull distributionStatistical physicsStatisticsApplied mathematicsExtreme value theoryMathematical analysisPhysics

Abstract

fetched live from OpenAlex

Heavy-tailedness and right-skewness are two typical features of loss data resulting from catastrophic events such as storms or earthquakes. In this paper we study the tail properties of the generalized crack distribution which has recently been introduced as an extension of the Birnbaum-Saunders distribution and the three-parameter Gaussian crack distribution. The theoretical tail relationships between the auxiliary (or baseline) distribution and the resulting generalized crack distribution are studied relying on the classical theories of extreme values and regular variation. A few concrete examples of heavy-tailed crack distribution are constructed and used for model fitting exercises on both simulated and real catastrophic loss data sets. The fitting results show that the heavy-tailed crack distribution with an appropriate choice of baseline density function outperforms some other commonly used parametric models.

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)0.001
metaresearch head score (Gemma)0.002
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: none
Teacher disagreement score0.574
Threshold uncertainty score0.380

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.002
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
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 head0.049
GPT teacher head0.291
Teacher spread0.243 · 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