{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2019:AWYP25GSKCGPYT7WHYOI5V54CV","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":"8fa560747656054c6b22471f18d0cc91d144a1476f1c0f680384f47fece207eb","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2019-03-29T09:59:53Z","title_canon_sha256":"d364948f1cfb97571b0ce64223c010233f3ae5dd5cf612b76579913c9ff91726"},"schema_version":"1.0","source":{"id":"1903.12426","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1903.12426","created_at":"2026-05-17T23:49:54Z"},{"alias_kind":"arxiv_version","alias_value":"1903.12426v1","created_at":"2026-05-17T23:49:54Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1903.12426","created_at":"2026-05-17T23:49:54Z"},{"alias_kind":"pith_short_12","alias_value":"AWYP25GSKCGP","created_at":"2026-05-18T12:33:12Z"},{"alias_kind":"pith_short_16","alias_value":"AWYP25GSKCGPYT7W","created_at":"2026-05-18T12:33:12Z"},{"alias_kind":"pith_short_8","alias_value":"AWYP25GS","created_at":"2026-05-18T12:33:12Z"}],"graph_snapshots":[{"event_id":"sha256:10d8cce2ce0c784ee03ed9caedc80d3c38732355b0ad5302548fa03c0f12abc4","target":"graph","created_at":"2026-05-17T23:49:54Z","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"},"paper":{"abstract_excerpt":"We consider a diffusion approximation to an insurance risk model where an external driver models a stochastic environment. The insurer can buy reinsurance. Moreover, investment in a financial market is possible. The financial market is also driven by the environmental process. Our goal is to maximise terminal expected utility. In particular, we consider the case of SAHARA utility functions. In the case of proportional and excess-of-loss reinsurance, we obtain explicit results.","authors_text":"Hanspeter Schmidli, Matteo Brachetta","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2019-03-29T09:59:53Z","title":"Optimal Reinsurance and Investment in a Diffusion Model"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1903.12426","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":"sha256:37ee8b8b0434faf7a9b3285dd120d3c7e2c113fb18da1047281fad85634a4ed8","target":"record","created_at":"2026-05-17T23:49:54Z","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":"8fa560747656054c6b22471f18d0cc91d144a1476f1c0f680384f47fece207eb","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2019-03-29T09:59:53Z","title_canon_sha256":"d364948f1cfb97571b0ce64223c010233f3ae5dd5cf612b76579913c9ff91726"},"schema_version":"1.0","source":{"id":"1903.12426","kind":"arxiv","version":1}},"canonical_sha256":"05b0fd74d2508cfc4ff63e1c8ed7bc15420e488bfa4ac36198b6f2f5f261b5b6","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"05b0fd74d2508cfc4ff63e1c8ed7bc15420e488bfa4ac36198b6f2f5f261b5b6","first_computed_at":"2026-05-17T23:49:54.075173Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-17T23:49:54.075173Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"xdSdKP0TPRtfCP6iHI1dzLphwuc4OgxOu+z/PutBzAwXevginTRqvoDUe2WBk7PI8YCUP3dAoCIJEE5+gZQEBw==","signature_status":"signed_v1","signed_at":"2026-05-17T23:49:54.075653Z","signed_message":"canonical_sha256_bytes"},"source_id":"1903.12426","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:37ee8b8b0434faf7a9b3285dd120d3c7e2c113fb18da1047281fad85634a4ed8","sha256:10d8cce2ce0c784ee03ed9caedc80d3c38732355b0ad5302548fa03c0f12abc4"],"state_sha256":"a0fa179b5c2cccbe1e70ebffc1834b416ec87242c395a1269d50f23735e5e686"}