{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2014:GMM5UAXR2C5PXYBIVCVPG2VXFV","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":"69550987ccc31bf5a95d40b20eb367abd782f2971894f84d91e6ab1c6483b32b","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2014-04-23T07:57:51Z","title_canon_sha256":"32a42b5c4555b56d17b228407948415b04b63329e050d4bf934c0ca775f7b98e"},"schema_version":"1.0","source":{"id":"1404.5730","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1404.5730","created_at":"2026-05-18T02:53:28Z"},{"alias_kind":"arxiv_version","alias_value":"1404.5730v1","created_at":"2026-05-18T02:53:28Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1404.5730","created_at":"2026-05-18T02:53:28Z"},{"alias_kind":"pith_short_12","alias_value":"GMM5UAXR2C5P","created_at":"2026-05-18T12:28:30Z"},{"alias_kind":"pith_short_16","alias_value":"GMM5UAXR2C5PXYBI","created_at":"2026-05-18T12:28:30Z"},{"alias_kind":"pith_short_8","alias_value":"GMM5UAXR","created_at":"2026-05-18T12:28:30Z"}],"graph_snapshots":[{"event_id":"sha256:9ea4d82ae5a096d22c09f60ce5e1ceaf748ae64e79271551f5600017d7b23185","target":"graph","created_at":"2026-05-18T02:53:28Z","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":"Let $\\left\\{\\sum_{i=1}^n \\lambda_i X_i(t), t\\in [0,T]\\right\\}$ be an aggregate Gaussian risk process with $X_i, i\\leq n$ independent Gaussian processes satisfying Piterbarg conditions and $\\lambda_i$'s given positive weights. In this paper we derive exact asymptotics of the finite-time ruin probability given by $$\\mathbb{P}\\left(\\sup_{t\\in[0,T]}\\left(\\sum_{i=1}^n \\lambda_i X_i(t)- g(t) \\right)>u\\right)$$ as $u\\to\\infty$ for some general trend function $g$. Further, we derive asymptotic results for the finite-time ruin probabilities of risk processes perturbed by an aggregate Gaussian process.","authors_text":"Enkelejd Hashorva, Krzysztof Debicki, Lanpeng Ji, Zhongquan Tan","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2014-04-23T07:57:51Z","title":"Finite-time ruin probability of aggregate Gaussian processes"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1404.5730","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":"sha256:26d08ff8d8635b3e095f7cf57512f407a623d9a9c2d4bd45a8e2a892c5155a11","target":"record","created_at":"2026-05-18T02:53:28Z","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":"69550987ccc31bf5a95d40b20eb367abd782f2971894f84d91e6ab1c6483b32b","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2014-04-23T07:57:51Z","title_canon_sha256":"32a42b5c4555b56d17b228407948415b04b63329e050d4bf934c0ca775f7b98e"},"schema_version":"1.0","source":{"id":"1404.5730","kind":"arxiv","version":1}},"canonical_sha256":"3319da02f1d0bafbe028a8aaf36ab72d7ceb093d64f3e30558eb9a87a291fff7","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"3319da02f1d0bafbe028a8aaf36ab72d7ceb093d64f3e30558eb9a87a291fff7","first_computed_at":"2026-05-18T02:53:28.071440Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T02:53:28.071440Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"t76S/4HyBRzkbqMG3XX+Uyzx4wdPzBUW3gCfpEqXoeDazH9eNZyQPOw+xxEMRcA+A751fxuvdyRBKr5rhjgLCw==","signature_status":"signed_v1","signed_at":"2026-05-18T02:53:28.072157Z","signed_message":"canonical_sha256_bytes"},"source_id":"1404.5730","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:26d08ff8d8635b3e095f7cf57512f407a623d9a9c2d4bd45a8e2a892c5155a11","sha256:9ea4d82ae5a096d22c09f60ce5e1ceaf748ae64e79271551f5600017d7b23185"],"state_sha256":"4b13adb1786249296f2035f3e421a410309b6339d4f698f1ad9e235abd4c41dc"}