{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2018:KS5UOPB5YJJKWHZNRD47RKSFHM","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":"bf7a681b8c0cbab0138fef6c66b43e75c961b27ae8bed51d85c13aaff9476a92","cross_cats_sorted":["math.ST","stat.TH"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2018-08-14T10:16:46Z","title_canon_sha256":"eb0e2bea693a5b655d3b106364b91268e46175e9ee285cfe405e9a7a3a07504a"},"schema_version":"1.0","source":{"id":"1808.04611","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1808.04611","created_at":"2026-05-18T00:08:12Z"},{"alias_kind":"arxiv_version","alias_value":"1808.04611v1","created_at":"2026-05-18T00:08:12Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1808.04611","created_at":"2026-05-18T00:08:12Z"},{"alias_kind":"pith_short_12","alias_value":"KS5UOPB5YJJK","created_at":"2026-05-18T12:32:33Z"},{"alias_kind":"pith_short_16","alias_value":"KS5UOPB5YJJKWHZN","created_at":"2026-05-18T12:32:33Z"},{"alias_kind":"pith_short_8","alias_value":"KS5UOPB5","created_at":"2026-05-18T12:32:33Z"}],"graph_snapshots":[{"event_id":"sha256:52eb6124d5691fbd4661e118180806932ed23e010cac1b36dd68ca3a5375400d","target":"graph","created_at":"2026-05-18T00:08:12Z","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":"In this paper, we provide a representation theorem for dynamic capital allocation under It{\\^o}-L{\\'e}vy model. We consider the representation of dynamic risk measures defined under Backward Stochastic Differential Equations (BSDE) with generators that grow quadratic-exponentially in the control variables. Dynamic capital allocation is derived from the differentiability of BSDEs with jumps. The results are illustrated by deriving a capital allocation representation for dynamic entropic risk measure and static coherent risk measure.","authors_text":"Calisto Guambe, Lesedi Mabitsela, Rodwell Kufakunesu","cross_cats":["math.ST","stat.TH"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2018-08-14T10:16:46Z","title":"A note on representation of BSDE-based dynamic risk measures and dynamic capital allocations"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1808.04611","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:d4669edb2dbfa497798a1270bf605cea4cb954906eab1fd76acf00c4325220a7","target":"record","created_at":"2026-05-18T00:08:12Z","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":"bf7a681b8c0cbab0138fef6c66b43e75c961b27ae8bed51d85c13aaff9476a92","cross_cats_sorted":["math.ST","stat.TH"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2018-08-14T10:16:46Z","title_canon_sha256":"eb0e2bea693a5b655d3b106364b91268e46175e9ee285cfe405e9a7a3a07504a"},"schema_version":"1.0","source":{"id":"1808.04611","kind":"arxiv","version":1}},"canonical_sha256":"54bb473c3dc252ab1f2d88f9f8aa453b0bff081f4fa3059be3489c745a3fbc3c","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"54bb473c3dc252ab1f2d88f9f8aa453b0bff081f4fa3059be3489c745a3fbc3c","first_computed_at":"2026-05-18T00:08:12.060556Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T00:08:12.060556Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"ySyGhp3goU4YESam64CNmvfkft80KdsXIEr3GMeVdpRAAeQyEp7JY/43KwEO2Mqsil1PnD68vGCCg0OXVBXxDA==","signature_status":"signed_v1","signed_at":"2026-05-18T00:08:12.060988Z","signed_message":"canonical_sha256_bytes"},"source_id":"1808.04611","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:d4669edb2dbfa497798a1270bf605cea4cb954906eab1fd76acf00c4325220a7","sha256:52eb6124d5691fbd4661e118180806932ed23e010cac1b36dd68ca3a5375400d"],"state_sha256":"8047e32fee5d47d6e163dfc7497082c22c1bf03e02a1a339a7265383464ce616"}