{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2026:L2IMTTSC7EVHL433W2MLS52MAY","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":"22cb05ca25a27efa9995b70a93d3f92baf6a0471a6f0773a63a529bc2f43a4d5","cross_cats_sorted":["math.OC","math.PR","stat.TH"],"license":"http://creativecommons.org/licenses/by-sa/4.0/","primary_cat":"math.ST","submitted_at":"2026-07-20T09:23:09Z","title_canon_sha256":"dc9934b9cd084b7cd3caf7230cbabedf722eef653fe5d89274348ab7fa61cc11"},"schema_version":"1.0","source":{"id":"2607.17732","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"2607.17732","created_at":"2026-07-21T02:21:57Z"},{"alias_kind":"arxiv_version","alias_value":"2607.17732v1","created_at":"2026-07-21T02:21:57Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2607.17732","created_at":"2026-07-21T02:21:57Z"},{"alias_kind":"pith_short_12","alias_value":"L2IMTTSC7EVH","created_at":"2026-07-21T02:21:57Z"},{"alias_kind":"pith_short_16","alias_value":"L2IMTTSC7EVHL433","created_at":"2026-07-21T02:21:57Z"},{"alias_kind":"pith_short_8","alias_value":"L2IMTTSC","created_at":"2026-07-21T02:21:57Z"}],"graph_snapshots":[{"event_id":"sha256:f5786ec42bac275b1092e546e07c86553e8c010abd0c5f4bf2d9859384a7a44c","target":"graph","created_at":"2026-07-21T02:21:57Z","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"},"integrity":{"available":true,"clean":true,"detectors_run":[],"endpoint":"/pith/2607.17732/integrity.json","findings":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938","summary":{"advisory":0,"by_detector":{},"critical":0,"informational":0}},"paper":{"abstract_excerpt":"We consider an insurance risk model with a random walk structure in which the underlying probability law is unknown. A decision maker observes a statistic $Q_n$ computed from $n$ historical observations and then needs to choose a capital buffer of the form $C_n=n f(c,Q_n)$, where $c=\\log(1/\\delta)/n$ balances the amount of data and the tolerated ruin probability $\\delta$. The classical safe capital buffer is inversely proportional to the adjustment coefficient $\\gamma$, the exponential rate at which the ruin probability decays; when the law is unknown, this coefficient must be inferred from th","authors_text":"Bart P.G. van Parys, Bert Zwart, Yf Henkes","cross_cats":["math.OC","math.PR","stat.TH"],"headline":"","license":"http://creativecommons.org/licenses/by-sa/4.0/","primary_cat":"math.ST","submitted_at":"2026-07-20T09:23:09Z","title":"Decision-Centric Large Deviations for Data-Driven Capital Buffers in Ruin Models"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2607.17732","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":"sha256:2fbdbdddef16b7365749c7a293736a9dca1a8c857da76614f8ba6109722e88ac","target":"record","created_at":"2026-07-21T02:21:57Z","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":"22cb05ca25a27efa9995b70a93d3f92baf6a0471a6f0773a63a529bc2f43a4d5","cross_cats_sorted":["math.OC","math.PR","stat.TH"],"license":"http://creativecommons.org/licenses/by-sa/4.0/","primary_cat":"math.ST","submitted_at":"2026-07-20T09:23:09Z","title_canon_sha256":"dc9934b9cd084b7cd3caf7230cbabedf722eef653fe5d89274348ab7fa61cc11"},"schema_version":"1.0","source":{"id":"2607.17732","kind":"arxiv","version":1}},"canonical_sha256":"5e90c9ce42f92a75f37bb698b9774c062873993ba702087a1dd174b0914b6662","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"5e90c9ce42f92a75f37bb698b9774c062873993ba702087a1dd174b0914b6662","first_computed_at":"2026-07-21T02:21:57.003039Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-07-21T02:21:57.003039Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"DZSSAB/5XL2DCrtscVgzJGRT2s+LceRgbqnRWo5gyv4JIYQo3nrXwsj0lZieNOluxHHtVcwEUkOJow3tUu06BA==","signature_status":"signed_v1","signed_at":"2026-07-21T02:21:57.003867Z","signed_message":"canonical_sha256_bytes"},"source_id":"2607.17732","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:2fbdbdddef16b7365749c7a293736a9dca1a8c857da76614f8ba6109722e88ac","sha256:f5786ec42bac275b1092e546e07c86553e8c010abd0c5f4bf2d9859384a7a44c"],"state_sha256":"6fce0f2695ebeca177292ed7766c378f9a1532424e80cac6bb899ba7c9ac7d95"}