{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2017:BMA4I7KO6HKLI624GYVHYIQUJ5","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":"997b8dc9b32c6343cbeae55efad9f874370f4b4171bcc3ccc7392af4a6b5a80d","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2017-03-10T11:52:16Z","title_canon_sha256":"42a4af0d6b0dd6406af9cc1bece225dce894d8029d4abf5d155fca59863602c0"},"schema_version":"1.0","source":{"id":"1703.03638","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1703.03638","created_at":"2026-05-18T00:23:09Z"},{"alias_kind":"arxiv_version","alias_value":"1703.03638v2","created_at":"2026-05-18T00:23:09Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1703.03638","created_at":"2026-05-18T00:23:09Z"},{"alias_kind":"pith_short_12","alias_value":"BMA4I7KO6HKL","created_at":"2026-05-18T12:31:08Z"},{"alias_kind":"pith_short_16","alias_value":"BMA4I7KO6HKLI624","created_at":"2026-05-18T12:31:08Z"},{"alias_kind":"pith_short_8","alias_value":"BMA4I7KO","created_at":"2026-05-18T12:31:08Z"}],"graph_snapshots":[{"event_id":"sha256:b9a597370b6f94cb9a32ad01d05e50688b4afa4d3b35786d8a7b910c1ed2c643","target":"graph","created_at":"2026-05-18T00:23:09Z","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 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","authors_text":"Abdelkarem Berkaoui, Saul Jacka, Seb Armstrong","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2017-03-10T11:52:16Z","title":"On representing and hedging claims for coherent risk measures"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1703.03638","kind":"arxiv","version":2},"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:c3721555b065622ee93eae533c5b236acf521769a138c7a46b52e6a8543d0545","target":"record","created_at":"2026-05-18T00:23:09Z","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":"997b8dc9b32c6343cbeae55efad9f874370f4b4171bcc3ccc7392af4a6b5a80d","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2017-03-10T11:52:16Z","title_canon_sha256":"42a4af0d6b0dd6406af9cc1bece225dce894d8029d4abf5d155fca59863602c0"},"schema_version":"1.0","source":{"id":"1703.03638","kind":"arxiv","version":2}},"canonical_sha256":"0b01c47d4ef1d4b47b5c362a7c22144f5c81ad483c36e3e51d986d546e4dbc0a","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"0b01c47d4ef1d4b47b5c362a7c22144f5c81ad483c36e3e51d986d546e4dbc0a","first_computed_at":"2026-05-18T00:23:09.081057Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T00:23:09.081057Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"2yiuFdc2h8Zg35CJVtO/ZlUF2QpsYEH/tD91cEzid2WrPB8jpFvoX6WPyU9KfbyiSYIbs7/LC4yplIDKQC5IDA==","signature_status":"signed_v1","signed_at":"2026-05-18T00:23:09.081604Z","signed_message":"canonical_sha256_bytes"},"source_id":"1703.03638","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:c3721555b065622ee93eae533c5b236acf521769a138c7a46b52e6a8543d0545","sha256:b9a597370b6f94cb9a32ad01d05e50688b4afa4d3b35786d8a7b910c1ed2c643"],"state_sha256":"88fe44b8bf2833743709f7b086ce0787f3f741949c64e8894c5026cf249c85bf"}