{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2007:43T2OSFV75SEXW5UM742ST5J77","short_pith_number":"pith:43T2OSFV","schema_version":"1.0","canonical_sha256":"e6e7a748b5ff644bdbb467f9a94fa9ffd506aaf7e1fe19744699c7d90cc6138b","source":{"kind":"arxiv","id":"0710.2775","version":1},"attestation_state":"computed","paper":{"title":"Dam Rain and Cumulative Gain","license":"","headline":"","cross_cats":["math.PR"],"primary_cat":"q-fin.PR","authors_text":"Andrea Macrina, Dorje C. Brody, Lane P. Hughston","submitted_at":"2007-10-15T11:12:26Z","abstract_excerpt":"We consider a financial contract that delivers a single cash flow given by the terminal value of a cumulative gains process. The problem of modelling and pricing such an asset and associated derivatives is important, for example, in the determination of optimal insurance claims reserve policies, and in the pricing of reinsurance contracts. In the insurance setting, the aggregate claims play the role of the cumulative gains, and the terminal cash flow represents the totality of the claims payable for the given accounting period. A similar example arises when we consider the accumulation of loss"},"verification_status":{"content_addressed":true,"pith_receipt":true,"author_attested":false,"weak_author_claims":0,"strong_author_claims":0,"externally_anchored":false,"storage_verified":false,"citation_signatures":0,"replication_records":0,"graph_snapshot":true,"references_resolved":false,"formal_links_present":false},"canonical_record":{"source":{"id":"0710.2775","kind":"arxiv","version":1},"metadata":{"license":"","primary_cat":"q-fin.PR","submitted_at":"2007-10-15T11:12:26Z","cross_cats_sorted":["math.PR"],"title_canon_sha256":"e6067fc7d43eb5eeaae227948bb5d5024a127c7393d2a63e56f8c3c538a5f369","abstract_canon_sha256":"29a7fdefa8fa85bb4ef44a19e31c03fb4dde3908d3e11e8c4689c3b96a193ba2"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T03:35:02.661304Z","signature_b64":"W27b7j2R6A6nehlX617QoH9dqcb1otL+VrLb4CHoQVHIAX50iFsEI8l8+z3ug4APDDMhtILxoyrigvL3AzyGCQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"e6e7a748b5ff644bdbb467f9a94fa9ffd506aaf7e1fe19744699c7d90cc6138b","last_reissued_at":"2026-05-18T03:35:02.660683Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T03:35:02.660683Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Dam Rain and Cumulative Gain","license":"","headline":"","cross_cats":["math.PR"],"primary_cat":"q-fin.PR","authors_text":"Andrea Macrina, Dorje C. Brody, Lane P. Hughston","submitted_at":"2007-10-15T11:12:26Z","abstract_excerpt":"We consider a financial contract that delivers a single cash flow given by the terminal value of a cumulative gains process. The problem of modelling and pricing such an asset and associated derivatives is important, for example, in the determination of optimal insurance claims reserve policies, and in the pricing of reinsurance contracts. In the insurance setting, the aggregate claims play the role of the cumulative gains, and the terminal cash flow represents the totality of the claims payable for the given accounting period. A similar example arises when we consider the accumulation of loss"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"0710.2775","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"},"aliases":[{"alias_kind":"arxiv","alias_value":"0710.2775","created_at":"2026-05-18T03:35:02.660764+00:00"},{"alias_kind":"arxiv_version","alias_value":"0710.2775v1","created_at":"2026-05-18T03:35:02.660764+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.0710.2775","created_at":"2026-05-18T03:35:02.660764+00:00"},{"alias_kind":"pith_short_12","alias_value":"43T2OSFV75SE","created_at":"2026-05-18T12:25:54.717736+00:00"},{"alias_kind":"pith_short_16","alias_value":"43T2OSFV75SEXW5U","created_at":"2026-05-18T12:25:54.717736+00:00"},{"alias_kind":"pith_short_8","alias_value":"43T2OSFV","created_at":"2026-05-18T12:25:54.717736+00:00"}],"events":[],"event_summary":{},"paper_claims":[],"inbound_citations":{"count":0,"internal_anchor_count":0,"sample":[]},"formal_canon":{"evidence_count":0,"sample":[],"anchors":[]},"links":{"html":"https://pith.science/pith/43T2OSFV75SEXW5UM742ST5J77","json":"https://pith.science/pith/43T2OSFV75SEXW5UM742ST5J77.json","graph_json":"https://pith.science/api/pith-number/43T2OSFV75SEXW5UM742ST5J77/graph.json","events_json":"https://pith.science/api/pith-number/43T2OSFV75SEXW5UM742ST5J77/events.json","paper":"https://pith.science/paper/43T2OSFV"},"agent_actions":{"view_html":"https://pith.science/pith/43T2OSFV75SEXW5UM742ST5J77","download_json":"https://pith.science/pith/43T2OSFV75SEXW5UM742ST5J77.json","view_paper":"https://pith.science/paper/43T2OSFV","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=0710.2775&json=true","fetch_graph":"https://pith.science/api/pith-number/43T2OSFV75SEXW5UM742ST5J77/graph.json","fetch_events":"https://pith.science/api/pith-number/43T2OSFV75SEXW5UM742ST5J77/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/43T2OSFV75SEXW5UM742ST5J77/action/timestamp_anchor","attest_storage":"https://pith.science/pith/43T2OSFV75SEXW5UM742ST5J77/action/storage_attestation","attest_author":"https://pith.science/pith/43T2OSFV75SEXW5UM742ST5J77/action/author_attestation","sign_citation":"https://pith.science/pith/43T2OSFV75SEXW5UM742ST5J77/action/citation_signature","submit_replication":"https://pith.science/pith/43T2OSFV75SEXW5UM742ST5J77/action/replication_record"}},"created_at":"2026-05-18T03:35:02.660764+00:00","updated_at":"2026-05-18T03:35:02.660764+00:00"}