{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2014:4EZZVWAJ72LC53OWK3OPX4LR3O","short_pith_number":"pith:4EZZVWAJ","schema_version":"1.0","canonical_sha256":"e1339ad809fe962eedd656dcfbf171db930300e789ae2a1f4863aaa75116ed05","source":{"kind":"arxiv","id":"1404.6061","version":1},"attestation_state":"computed","paper":{"title":"On the accuracy of phase-type approximations of heavy-tailed risk models","license":"http://creativecommons.org/licenses/by-nc-sa/3.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Bert Zwart, Eleni Vatamidou, Ivo J.B.F. Adan, Maria Vlasiou","submitted_at":"2014-04-24T09:11:59Z","abstract_excerpt":"Numerical evaluation of ruin probabilities in the classical risk model is an important problem. If claim sizes are heavy-tailed, then such evaluations are challenging. To overcome this, an attractive way is to approximate the claim sizes with a phase-type distribution. What is not clear though is how many phases are enough in order to achieve a specific accuracy in the approximation of the ruin probability. The goals of this paper are to investigate the number of phases required so that we can achieve a pre-specified accuracy for the ruin probability and to provide error bounds. Also, in the s"},"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":"1404.6061","kind":"arxiv","version":1},"metadata":{"license":"http://creativecommons.org/licenses/by-nc-sa/3.0/","primary_cat":"math.PR","submitted_at":"2014-04-24T09:11:59Z","cross_cats_sorted":[],"title_canon_sha256":"c81dd6faa756774dd4d03695965403c0964171fe2c47884e13a83ae8fa350cc5","abstract_canon_sha256":"ace07d72641ab48dbfec1cabadf942115182b208bc0a0363ad090723481c8007"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T02:53:18.479342Z","signature_b64":"zvLNFlwWWhssTclhUQkHW9um2IOOk9M44DPzVn7t6IXAKhbkODt2cDSu9EwXrOyJPqW8yUWRk85FXTfwQ3AQDQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"e1339ad809fe962eedd656dcfbf171db930300e789ae2a1f4863aaa75116ed05","last_reissued_at":"2026-05-18T02:53:18.478638Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T02:53:18.478638Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"On the accuracy of phase-type approximations of heavy-tailed risk models","license":"http://creativecommons.org/licenses/by-nc-sa/3.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Bert Zwart, Eleni Vatamidou, Ivo J.B.F. Adan, Maria Vlasiou","submitted_at":"2014-04-24T09:11:59Z","abstract_excerpt":"Numerical evaluation of ruin probabilities in the classical risk model is an important problem. If claim sizes are heavy-tailed, then such evaluations are challenging. To overcome this, an attractive way is to approximate the claim sizes with a phase-type distribution. What is not clear though is how many phases are enough in order to achieve a specific accuracy in the approximation of the ruin probability. The goals of this paper are to investigate the number of phases required so that we can achieve a pre-specified accuracy for the ruin probability and to provide error bounds. Also, in the s"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1404.6061","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":"1404.6061","created_at":"2026-05-18T02:53:18.478747+00:00"},{"alias_kind":"arxiv_version","alias_value":"1404.6061v1","created_at":"2026-05-18T02:53:18.478747+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1404.6061","created_at":"2026-05-18T02:53:18.478747+00:00"},{"alias_kind":"pith_short_12","alias_value":"4EZZVWAJ72LC","created_at":"2026-05-18T12:28:14.216126+00:00"},{"alias_kind":"pith_short_16","alias_value":"4EZZVWAJ72LC53OW","created_at":"2026-05-18T12:28:14.216126+00:00"},{"alias_kind":"pith_short_8","alias_value":"4EZZVWAJ","created_at":"2026-05-18T12:28:14.216126+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/4EZZVWAJ72LC53OWK3OPX4LR3O","json":"https://pith.science/pith/4EZZVWAJ72LC53OWK3OPX4LR3O.json","graph_json":"https://pith.science/api/pith-number/4EZZVWAJ72LC53OWK3OPX4LR3O/graph.json","events_json":"https://pith.science/api/pith-number/4EZZVWAJ72LC53OWK3OPX4LR3O/events.json","paper":"https://pith.science/paper/4EZZVWAJ"},"agent_actions":{"view_html":"https://pith.science/pith/4EZZVWAJ72LC53OWK3OPX4LR3O","download_json":"https://pith.science/pith/4EZZVWAJ72LC53OWK3OPX4LR3O.json","view_paper":"https://pith.science/paper/4EZZVWAJ","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1404.6061&json=true","fetch_graph":"https://pith.science/api/pith-number/4EZZVWAJ72LC53OWK3OPX4LR3O/graph.json","fetch_events":"https://pith.science/api/pith-number/4EZZVWAJ72LC53OWK3OPX4LR3O/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/4EZZVWAJ72LC53OWK3OPX4LR3O/action/timestamp_anchor","attest_storage":"https://pith.science/pith/4EZZVWAJ72LC53OWK3OPX4LR3O/action/storage_attestation","attest_author":"https://pith.science/pith/4EZZVWAJ72LC53OWK3OPX4LR3O/action/author_attestation","sign_citation":"https://pith.science/pith/4EZZVWAJ72LC53OWK3OPX4LR3O/action/citation_signature","submit_replication":"https://pith.science/pith/4EZZVWAJ72LC53OWK3OPX4LR3O/action/replication_record"}},"created_at":"2026-05-18T02:53:18.478747+00:00","updated_at":"2026-05-18T02:53:18.478747+00:00"}