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Record W4240275472 · doi:10.1017/s0021900200002497

Some limiting properties of the bounds of the present value function of a life insurance portfolio

2006· article· en· W4240275472 on OpenAlexaff
Yi Zhang, Zhengyan Lin, Chengguo Weng

Bibliographic record

VenueJournal of Applied Probability · 2006
Typearticle
Languageen
FieldDecision Sciences
TopicProbability and Risk Models
Canadian institutionsUniversity of Waterloo
FundersNational Natural Science Foundation of China
KeywordsMathematicsPortfolioLife insuranceLimitingIndependence (probability theory)ResidualValue (mathematics)Function (biology)Actuarial scienceMathematical economicsRegular polygonHomogeneousApplied mathematicsEconometricsStatisticsCombinatoricsEconomicsFinance

Abstract

fetched live from OpenAlex

Under certain assumptions on the dependence structure of the residual lives of the insured (i.e. their independence, positive association, or negative association), in this paper we establish some laws of large numbers for the convex upper bounds, derived by the technique of comonotonicity, of the present value function of a homogeneous portfolio composed of the whole-life insurance policies.

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)0.010
metaresearch head score (Gemma)0.076
Version: metacan-v3-hybrid-931329e0061cValidation 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 score0.010
Threshold uncertainty score0.051

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0100.076
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.002
Bibliometrics0.0030.001
Science and technology studies0.0010.004
Scholarly communication0.0040.009
Open science0.0020.002
Research integrity0.0010.005
Insufficient payload (model declined to judge)0.0050.001

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 head0.069
GPT teacher head0.272
Teacher spread0.203 · 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 designTheoretical or conceptual
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

Citations1
Published2006
Admission routes1
Has abstractyes

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