{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2010:G6KB7Q3PEQKHOWLGVHFMKIY2W3","short_pith_number":"pith:G6KB7Q3P","schema_version":"1.0","canonical_sha256":"37941fc36f2414775966a9cac5231ab6ffdbb73118fb65d2fd2b088cdc7b5818","source":{"kind":"arxiv","id":"1010.4988","version":1},"attestation_state":"computed","paper":{"title":"Optimal investment policy and dividend payment strategy in an insurance company","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR"],"primary_cat":"q-fin.PM","authors_text":"Nora Muler, Pablo Azcue","submitted_at":"2010-10-21T09:54:29Z","abstract_excerpt":"We consider in this paper the optimal dividend problem for an insurance company whose uncontrolled reserve process evolves as a classical Cram\\'{e}r--Lundberg process. The firm has the option of investing part of the surplus in a Black--Scholes financial market. The objective is to find a strategy consisting of both investment and dividend payment policies which maximizes the cumulative expected discounted dividend pay-outs until the time of bankruptcy. We show that the optimal value function is the smallest viscosity solution of the associated second-order integro-differential Hamilton--Jacob"},"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":"1010.4988","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2010-10-21T09:54:29Z","cross_cats_sorted":["math.PR"],"title_canon_sha256":"5f16bba79aa28b1644d5167f1d251360912d3b7ab0317f924770446de46f0117","abstract_canon_sha256":"a029583d60240d946cdfd8f3892c02a0e0d0a2d06354b30d184a00ba54f60f26"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T04:38:49.649263Z","signature_b64":"Jmv8/wcj6LCM1+5rK5u+PWh8lVUTgaq1oHeUMTIbOLihAjTU6l05QR5ZQVW7240vjoJVYQC4IPWuW00W7i97CQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"37941fc36f2414775966a9cac5231ab6ffdbb73118fb65d2fd2b088cdc7b5818","last_reissued_at":"2026-05-18T04:38:49.648616Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T04:38:49.648616Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Optimal investment policy and dividend payment strategy in an insurance company","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR"],"primary_cat":"q-fin.PM","authors_text":"Nora Muler, Pablo Azcue","submitted_at":"2010-10-21T09:54:29Z","abstract_excerpt":"We consider in this paper the optimal dividend problem for an insurance company whose uncontrolled reserve process evolves as a classical Cram\\'{e}r--Lundberg process. The firm has the option of investing part of the surplus in a Black--Scholes financial market. The objective is to find a strategy consisting of both investment and dividend payment policies which maximizes the cumulative expected discounted dividend pay-outs until the time of bankruptcy. We show that the optimal value function is the smallest viscosity solution of the associated second-order integro-differential Hamilton--Jacob"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1010.4988","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":"1010.4988","created_at":"2026-05-18T04:38:49.648714+00:00"},{"alias_kind":"arxiv_version","alias_value":"1010.4988v1","created_at":"2026-05-18T04:38:49.648714+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1010.4988","created_at":"2026-05-18T04:38:49.648714+00:00"},{"alias_kind":"pith_short_12","alias_value":"G6KB7Q3PEQKH","created_at":"2026-05-18T12:26:07.630475+00:00"},{"alias_kind":"pith_short_16","alias_value":"G6KB7Q3PEQKHOWLG","created_at":"2026-05-18T12:26:07.630475+00:00"},{"alias_kind":"pith_short_8","alias_value":"G6KB7Q3P","created_at":"2026-05-18T12:26:07.630475+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/G6KB7Q3PEQKHOWLGVHFMKIY2W3","json":"https://pith.science/pith/G6KB7Q3PEQKHOWLGVHFMKIY2W3.json","graph_json":"https://pith.science/api/pith-number/G6KB7Q3PEQKHOWLGVHFMKIY2W3/graph.json","events_json":"https://pith.science/api/pith-number/G6KB7Q3PEQKHOWLGVHFMKIY2W3/events.json","paper":"https://pith.science/paper/G6KB7Q3P"},"agent_actions":{"view_html":"https://pith.science/pith/G6KB7Q3PEQKHOWLGVHFMKIY2W3","download_json":"https://pith.science/pith/G6KB7Q3PEQKHOWLGVHFMKIY2W3.json","view_paper":"https://pith.science/paper/G6KB7Q3P","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1010.4988&json=true","fetch_graph":"https://pith.science/api/pith-number/G6KB7Q3PEQKHOWLGVHFMKIY2W3/graph.json","fetch_events":"https://pith.science/api/pith-number/G6KB7Q3PEQKHOWLGVHFMKIY2W3/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/G6KB7Q3PEQKHOWLGVHFMKIY2W3/action/timestamp_anchor","attest_storage":"https://pith.science/pith/G6KB7Q3PEQKHOWLGVHFMKIY2W3/action/storage_attestation","attest_author":"https://pith.science/pith/G6KB7Q3PEQKHOWLGVHFMKIY2W3/action/author_attestation","sign_citation":"https://pith.science/pith/G6KB7Q3PEQKHOWLGVHFMKIY2W3/action/citation_signature","submit_replication":"https://pith.science/pith/G6KB7Q3PEQKHOWLGVHFMKIY2W3/action/replication_record"}},"created_at":"2026-05-18T04:38:49.648714+00:00","updated_at":"2026-05-18T04:38:49.648714+00:00"}