What is an async scope for a delegate in Vala?

I am trying the async examples from the GNOME project site. I get the follwoing warning which I don't under stand on how to fix.

async.vala:8.2-8.17: warning: delegates with scope="async" must be owned

Code

async double do_calc_in_bg(double val) throws ThreadError {    SourceFunc callback = do_calc_in_bg.callback;    double[] output = new double[1];    // Hold reference to closure to keep it from being freed whilst    // thread is active.    // WARNING HERE    ThreadFunc<bool> run = () => {        // Perform a dummy slow calculation.        // (Insert real-life time-consuming algorithm here.)        double result = 0;        for (int a = 0; a<100000000; a++)            result += val * a;        output[0] = result;        Idle.add((owned) callback);        return true;    };    new Thread<bool>("thread-example", run);    yield;    return output[0];}void main(string[] args) {    var loop = new MainLoop();    do_calc_in_bg.begin(0.001, (obj, res) => {            try {                double result = do_calc_in_bg.end(res);                stderr.printf(@"Result: $result\n");            } catch (ThreadError e) {                string msg = e.message;                stderr.printf(@"Thread error: $msg\n");            }            loop.quit();        });    loop.run();}

The warning is pointing at the run variable inside the async function. Who or what needs to be owned? The reference to the closure?