{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2017:BMA4I7KO6HKLI624GYVHYIQUJ5","short_pith_number":"pith:BMA4I7KO","schema_version":"1.0","canonical_sha256":"0b01c47d4ef1d4b47b5c362a7c22144f5c81ad483c36e3e51d986d546e4dbc0a","source":{"kind":"arxiv","id":"1703.03638","version":2},"attestation_state":"computed","paper":{"title":"On representing and hedging claims for coherent risk measures","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.MF","authors_text":"Abdelkarem Berkaoui, Saul Jacka, Seb Armstrong","submitted_at":"2017-03-10T11:52:16Z","abstract_excerpt":"We provide a dual characterisation of the weak$^*$-closure of a finite sum of cones in $L^\\infty$ adapted to a discrete time filtration $\\mathcal{F}_t$: the $t^{th}$ cone in the sum contains bounded random variables that are $\\mathcal{F}_t$-measurable. Hence we obtain a generalisation of Delbaen's m-stability condition for the problem of reserving in a collection of num\\'eraires $\\mathbf{V}$, called $\\mathbf{V}$-m-stability, provided these cones arise from acceptance sets of a dynamic coherent measure of risk. We also prove that $\\mathbf{V}$-m-stability is equivalent to time-consistency when r"},"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":"1703.03638","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2017-03-10T11:52:16Z","cross_cats_sorted":[],"title_canon_sha256":"42a4af0d6b0dd6406af9cc1bece225dce894d8029d4abf5d155fca59863602c0","abstract_canon_sha256":"997b8dc9b32c6343cbeae55efad9f874370f4b4171bcc3ccc7392af4a6b5a80d"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T00:23:09.081604Z","signature_b64":"2yiuFdc2h8Zg35CJVtO/ZlUF2QpsYEH/tD91cEzid2WrPB8jpFvoX6WPyU9KfbyiSYIbs7/LC4yplIDKQC5IDA==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"0b01c47d4ef1d4b47b5c362a7c22144f5c81ad483c36e3e51d986d546e4dbc0a","last_reissued_at":"2026-05-18T00:23:09.081057Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T00:23:09.081057Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"On representing and hedging claims for coherent risk measures","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.MF","authors_text":"Abdelkarem Berkaoui, Saul Jacka, Seb Armstrong","submitted_at":"2017-03-10T11:52:16Z","abstract_excerpt":"We provide a dual characterisation of the weak$^*$-closure of a finite sum of cones in $L^\\infty$ adapted to a discrete time filtration $\\mathcal{F}_t$: the $t^{th}$ cone in the sum contains bounded random variables that are $\\mathcal{F}_t$-measurable. Hence we obtain a generalisation of Delbaen's m-stability condition for the problem of reserving in a collection of num\\'eraires $\\mathbf{V}$, called $\\mathbf{V}$-m-stability, provided these cones arise from acceptance sets of a dynamic coherent measure of risk. We also prove that $\\mathbf{V}$-m-stability is equivalent to time-consistency when r"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1703.03638","kind":"arxiv","version":2},"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":"1703.03638","created_at":"2026-05-18T00:23:09.081147+00:00"},{"alias_kind":"arxiv_version","alias_value":"1703.03638v2","created_at":"2026-05-18T00:23:09.081147+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1703.03638","created_at":"2026-05-18T00:23:09.081147+00:00"},{"alias_kind":"pith_short_12","alias_value":"BMA4I7KO6HKL","created_at":"2026-05-18T12:31:08.081275+00:00"},{"alias_kind":"pith_short_16","alias_value":"BMA4I7KO6HKLI624","created_at":"2026-05-18T12:31:08.081275+00:00"},{"alias_kind":"pith_short_8","alias_value":"BMA4I7KO","created_at":"2026-05-18T12:31:08.081275+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/BMA4I7KO6HKLI624GYVHYIQUJ5","json":"https://pith.science/pith/BMA4I7KO6HKLI624GYVHYIQUJ5.json","graph_json":"https://pith.science/api/pith-number/BMA4I7KO6HKLI624GYVHYIQUJ5/graph.json","events_json":"https://pith.science/api/pith-number/BMA4I7KO6HKLI624GYVHYIQUJ5/events.json","paper":"https://pith.science/paper/BMA4I7KO"},"agent_actions":{"view_html":"https://pith.science/pith/BMA4I7KO6HKLI624GYVHYIQUJ5","download_json":"https://pith.science/pith/BMA4I7KO6HKLI624GYVHYIQUJ5.json","view_paper":"https://pith.science/paper/BMA4I7KO","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1703.03638&json=true","fetch_graph":"https://pith.science/api/pith-number/BMA4I7KO6HKLI624GYVHYIQUJ5/graph.json","fetch_events":"https://pith.science/api/pith-number/BMA4I7KO6HKLI624GYVHYIQUJ5/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/BMA4I7KO6HKLI624GYVHYIQUJ5/action/timestamp_anchor","attest_storage":"https://pith.science/pith/BMA4I7KO6HKLI624GYVHYIQUJ5/action/storage_attestation","attest_author":"https://pith.science/pith/BMA4I7KO6HKLI624GYVHYIQUJ5/action/author_attestation","sign_citation":"https://pith.science/pith/BMA4I7KO6HKLI624GYVHYIQUJ5/action/citation_signature","submit_replication":"https://pith.science/pith/BMA4I7KO6HKLI624GYVHYIQUJ5/action/replication_record"}},"created_at":"2026-05-18T00:23:09.081147+00:00","updated_at":"2026-05-18T00:23:09.081147+00:00"}