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Record W4214766268 · doi:10.1002/9780470012505.tas009

Severity of Ruin

2004· other· en· W4214766268 on OpenAlex
Cary Chi‐Liang Tsai

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

VenueEncyclopedia of Actuarial Science · 2004
Typeother
Languageen
FieldDecision Sciences
TopicProbability and Risk Models
Canadian institutionsSimon Fraser University
Fundersnot available
KeywordsRuin theoryMathematicsFirst-hitting-time modelJoint probability distributionMoment (physics)StatisticsMathematical economicsApplied mathematicsEconometricsRisk modelPhysics

Abstract

fetched live from OpenAlex

Abstract In this article, continuous‐time risk models are introduced; the time of ruin, and the surplus immediately before and at ruin caused by a claim are defined. Then the probability of ruin, the (discounted) moment of the severity of ruin caused by a claim, the joint moment of the severity of ruin and the time of ruin caused by a claim, and the (discounted) defective joint/marginal distribution and probability functions of the surplus immediately before and at ruin are studied.

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)0.005
metaresearch head score (Gemma)0.006
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesScience and technology studies, Insufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: Not applicable
GenreCandidate signal: Other · Consensus signal: Other
Teacher disagreement score0.255
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0050.006
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0010.002
Science and technology studies0.0000.003
Scholarly communication0.0000.000
Open science0.0030.001
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0040.000

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 head0.043
GPT teacher head0.352
Teacher spread0.309 · 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