{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2024:2GRV3LYH5MLNXG42HNG3PDKF35","merge_version":"pith-open-graph-merge-v1","event_count":2,"valid_event_count":2,"invalid_event_count":0,"equivocation_count":0,"current":{"canonical_record":{"metadata":{"abstract_canon_sha256":"5b72ed5c866ee0d43b74a7a44ca43a1b572ff2ff3a727fa1e9f048e4342043a3","cross_cats_sorted":["q-fin.MF"],"license":"http://creativecommons.org/publicdomain/zero/1.0/","primary_cat":"q-fin.RM","submitted_at":"2024-06-27T15:07:47Z","title_canon_sha256":"9592f2943ec4e2e83383c31fbe7106fd2d29e982b3f7f1606dab1abf4d278249"},"schema_version":"1.0","source":{"id":"2406.19242","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"2406.19242","created_at":"2026-07-05T08:37:32Z"},{"alias_kind":"arxiv_version","alias_value":"2406.19242v1","created_at":"2026-07-05T08:37:32Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2406.19242","created_at":"2026-07-05T08:37:32Z"},{"alias_kind":"pith_short_12","alias_value":"2GRV3LYH5MLN","created_at":"2026-07-05T08:37:32Z"},{"alias_kind":"pith_short_16","alias_value":"2GRV3LYH5MLNXG42","created_at":"2026-07-05T08:37:32Z"},{"alias_kind":"pith_short_8","alias_value":"2GRV3LYH","created_at":"2026-07-05T08:37:32Z"}],"graph_snapshots":[{"event_id":"sha256:e641a0c35a682370545db0fadb65a0ff786346c085bed939ab8929945335cc9a","target":"graph","created_at":"2026-07-05T08:37:32Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"graph_snapshot":{"author_claims":{"count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","strong_count":0},"builder_version":"pith-number-builder-2026-05-17-v1","claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"integrity":{"available":true,"clean":true,"detectors_run":[],"endpoint":"/pith/2406.19242/integrity.json","findings":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938","summary":{"advisory":0,"by_detector":{},"critical":0,"informational":0}},"paper":{"abstract_excerpt":"In this paper, we study dependence uncertainty and the resulting effects on tail risk measures, which play a fundamental role in modern risk management. We introduce the notion of a regular dependence measure, defined on multi-marginal couplings, as a generalization of well-known correlation statistics such as the Pearson correlation. The first main result states that even an arbitrarily small positive dependence between losses can result in perfectly correlated tails beyond a certain threshold and seemingly complete independence before this threshold. In a second step, we focus on the aggrega","authors_text":"Corrado De Vecchi, Jan Streicher, Max Nendel","cross_cats":["q-fin.MF"],"headline":"","license":"http://creativecommons.org/publicdomain/zero/1.0/","primary_cat":"q-fin.RM","submitted_at":"2024-06-27T15:07:47Z","title":"Upper Comonotonicity and Risk Aggregation under Dependence Uncertainty"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2406.19242","kind":"arxiv","version":1},"verdict":{"created_at":null,"id":null,"model_set":{},"one_line_summary":"","pipeline_version":null,"pith_extraction_headline":"","strongest_claim":"","weakest_assumption":""}},"verdict_id":null}}],"author_attestations":[],"timestamp_anchors":[],"storage_attestations":[],"citation_signatures":[],"replication_records":[],"corrections":[],"mirror_hints":[],"record_created":{"event_id":"sha256:3b9614bf89ca47bf4f16225b48e26ae04dc03e70da78dfb2de043b651cf45207","target":"record","created_at":"2026-07-05T08:37:32Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"attestation_state":"computed","canonical_record":{"metadata":{"abstract_canon_sha256":"5b72ed5c866ee0d43b74a7a44ca43a1b572ff2ff3a727fa1e9f048e4342043a3","cross_cats_sorted":["q-fin.MF"],"license":"http://creativecommons.org/publicdomain/zero/1.0/","primary_cat":"q-fin.RM","submitted_at":"2024-06-27T15:07:47Z","title_canon_sha256":"9592f2943ec4e2e83383c31fbe7106fd2d29e982b3f7f1606dab1abf4d278249"},"schema_version":"1.0","source":{"id":"2406.19242","kind":"arxiv","version":1}},"canonical_sha256":"d1a35daf07eb16db9b9a3b4db78d45df798333828b46ed2c2cdd53006df369f2","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"d1a35daf07eb16db9b9a3b4db78d45df798333828b46ed2c2cdd53006df369f2","first_computed_at":"2026-07-05T08:37:32.209629Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-07-05T08:37:32.209629Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"dpeLDWgjueQL/5q5yqC3Y/rJgZ96FUvPT4aiUI58ueiN8RBZYgCtNVqq0wzA4VQW9TBiZq6fqCsIcfHl/UvYBw==","signature_status":"signed_v1","signed_at":"2026-07-05T08:37:32.210066Z","signed_message":"canonical_sha256_bytes"},"source_id":"2406.19242","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:3b9614bf89ca47bf4f16225b48e26ae04dc03e70da78dfb2de043b651cf45207","sha256:e641a0c35a682370545db0fadb65a0ff786346c085bed939ab8929945335cc9a"],"state_sha256":"df099d358daf60b7607e735db6cfc058ed7f6c0b44b8b1f9ed09ca521a86d611"}