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Record W4255125159 · doi:10.1002/asmb.713

On a generalization of the expected discounted penalty function in a discrete‐time insurance risk model

2008· article· en· W4255125159 on OpenAlexaff
David Landriault

Bibliographic record

VenueApplied Stochastic Models in Business and Industry · 2008
Typearticle
Languageen
FieldDecision Sciences
TopicProbability and Risk Models
Canadian institutionsUniversity of Waterloo
Fundersnot available
KeywordsGeneralizationMathematicsPenalty methodApplied mathematicsFunction (biology)Binomial distributionRisk modelBinomial (polynomial)Discrete time and continuous timeMathematical economicsEconometricsMathematical optimizationStatisticsMathematical analysis

Abstract

fetched live from OpenAlex

Abstract In this paper, we propose a generalization of the expected discounted penalty function and analyze the proposed analytic tool in the framework of the compound binomial model with a general premium rate c (c ∈ ℕ+) received per period. We derive an explicit expression for this generalized analytic tool in terms of the zeros of a matrix determinant. We then examine the original expected discounted penalty function in the compound binomial model with a general premium rate c, generalizing the results of Cheng et al. (Insur. Math. Econ. 2000; 26:239–250) in the framework of the compound binomial model with a unit premium rate. A numerical example is then considered to compare the original expected discounted penalty function with its generalized analytic tool. Copyright © 2008 John Wiley & Sons, Ltd.

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)0.003
metaresearch head score (Gemma)0.006
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 score0.004
Threshold uncertainty score0.015

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0030.006
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0000.002
Scholarly communication0.0020.002
Open science0.0010.001
Research integrity0.0010.002
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 head0.060
GPT teacher head0.286
Teacher spread0.226 · 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

Citations16
Published2008
Admission routes1
Has abstractyes

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