{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2019:OCEKD3RC5354SDVXFIEYBBG27U","short_pith_number":"pith:OCEKD3RC","canonical_record":{"source":{"id":"1905.09596","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2019-05-23T11:41:09Z","cross_cats_sorted":["q-fin.RM"],"title_canon_sha256":"d28488b6026b9d57e7d9c4faed7c3452aca127e61ca299b15c8f1256facaad65","abstract_canon_sha256":"6474441871c4030ee445d3ebb2e1c5c9bc355ad1d8a1e86910fde3fec3a3b3c8"},"schema_version":"1.0"},"canonical_sha256":"7088a1ee22eefbc90eb72a098084dafd3217c90dddcea17ea135baa0e226e28f","source":{"kind":"arxiv","id":"1905.09596","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1905.09596","created_at":"2026-05-17T23:45:16Z"},{"alias_kind":"arxiv_version","alias_value":"1905.09596v1","created_at":"2026-05-17T23:45:16Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1905.09596","created_at":"2026-05-17T23:45:16Z"},{"alias_kind":"pith_short_12","alias_value":"OCEKD3RC5354","created_at":"2026-05-18T12:33:24Z"},{"alias_kind":"pith_short_16","alias_value":"OCEKD3RC5354SDVX","created_at":"2026-05-18T12:33:24Z"},{"alias_kind":"pith_short_8","alias_value":"OCEKD3RC","created_at":"2026-05-18T12:33:24Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2019:OCEKD3RC5354SDVXFIEYBBG27U","target":"record","payload":{"canonical_record":{"source":{"id":"1905.09596","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2019-05-23T11:41:09Z","cross_cats_sorted":["q-fin.RM"],"title_canon_sha256":"d28488b6026b9d57e7d9c4faed7c3452aca127e61ca299b15c8f1256facaad65","abstract_canon_sha256":"6474441871c4030ee445d3ebb2e1c5c9bc355ad1d8a1e86910fde3fec3a3b3c8"},"schema_version":"1.0"},"canonical_sha256":"7088a1ee22eefbc90eb72a098084dafd3217c90dddcea17ea135baa0e226e28f","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-17T23:45:16.596654Z","signature_b64":"bJsNwhdaUS5l3FfSW7latf6dHtUeOQsrdxWNH050C4DbOEuZzplIr5KvYtI5SYcb5NmEZ3kTBqw51haczmIUAA==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"7088a1ee22eefbc90eb72a098084dafd3217c90dddcea17ea135baa0e226e28f","last_reissued_at":"2026-05-17T23:45:16.596048Z","signature_status":"signed_v1","first_computed_at":"2026-05-17T23:45:16.596048Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1905.09596","source_version":1,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-17T23:45:16Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"ycvImnXqts/SJKUxGpkNgLfUD/239lWVo5agZoMGigbVA3bwDBHqCRtawZpznrgyl1PoEw7nfgN0W9qy4WjcDQ==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-02T22:03:12.425749Z"},"content_sha256":"0ce0c451679d802feac65764522d9d10d5848b9210358cbb6e22a728f327fa57","schema_version":"1.0","event_id":"sha256:0ce0c451679d802feac65764522d9d10d5848b9210358cbb6e22a728f327fa57"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2019:OCEKD3RC5354SDVXFIEYBBG27U","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Variable annuities in a L\\'evy-based hybrid model with surrender risk","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.RM"],"primary_cat":"q-fin.MF","authors_text":"Ernst Eberlein, Laura Ballotta, Raghid Zeineddine, Thorsten Schmidt","submitted_at":"2019-05-23T11:41:09Z","abstract_excerpt":"This paper proposes a market consistent valuation framework for variable annuities with guaranteed minimum accumulation benefit, death benefit and surrender benefit features. The setup is based on a hybrid model for the financial market and uses time-inhomogeneous L\\'evy processes as risk drivers. Further, we allow for dependence between financial and surrender risks. Our model leads to explicit analytical formulas for the quantities of interest, and practical and efficient numerical procedures for the evaluation of these formulas. We illustrate the tractability of this approach by means of a "},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1905.09596","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"},"verdict_id":null},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-17T23:45:16Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"EMUL69ai9TTGmAfAJFUzklbBwo+i9brl3s37vq5lgIesi1YsVBWwH3g0T+lPKsH8b7hgdNT/otKOZwByk/f0Cg==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-02T22:03:12.426093Z"},"content_sha256":"bccba2f4d90ca3bc605eb7cfadf8322920e0218ace7c30bb449395b202d9f59a","schema_version":"1.0","event_id":"sha256:bccba2f4d90ca3bc605eb7cfadf8322920e0218ace7c30bb449395b202d9f59a"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/OCEKD3RC5354SDVXFIEYBBG27U/bundle.json","state_url":"https://pith.science/pith/OCEKD3RC5354SDVXFIEYBBG27U/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/OCEKD3RC5354SDVXFIEYBBG27U/bundle.json","status":"primary"}],"public_keys":[{"key_id":"pith-v1-2026-05","algorithm":"ed25519","format":"raw","public_key_b64":"stVStoiQhXFxp4s2pdzPNoqVNBMojDU/fJ2db5S3CbM=","public_key_hex":"b2d552b68890857171a78b36a5dccf368a953413288c353f7c9d9d6f94b709b3","fingerprint_sha256_b32_first128bits":"RVFV5Z2OI2J3ZUO7ERDEBCYNKS","fingerprint_sha256_hex":"8d4b5ee74e4693bcd1df2446408b0d54","rotates_at":null,"url":"https://pith.science/pith-signing-key.json","notes":"Pith uses this Ed25519 key to sign canonical record SHA-256 digests. Verify with: ed25519_verify(public_key, message=canonical_sha256_bytes, signature=base64decode(signature_b64))."}],"merge_version":"pith-open-graph-merge-v1","built_at":"2026-06-02T22:03:12Z","links":{"resolver":"https://pith.science/pith/OCEKD3RC5354SDVXFIEYBBG27U","bundle":"https://pith.science/pith/OCEKD3RC5354SDVXFIEYBBG27U/bundle.json","state":"https://pith.science/pith/OCEKD3RC5354SDVXFIEYBBG27U/state.json","well_known_bundle":"https://pith.science/.well-known/pith/OCEKD3RC5354SDVXFIEYBBG27U/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2019:OCEKD3RC5354SDVXFIEYBBG27U","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":"6474441871c4030ee445d3ebb2e1c5c9bc355ad1d8a1e86910fde3fec3a3b3c8","cross_cats_sorted":["q-fin.RM"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2019-05-23T11:41:09Z","title_canon_sha256":"d28488b6026b9d57e7d9c4faed7c3452aca127e61ca299b15c8f1256facaad65"},"schema_version":"1.0","source":{"id":"1905.09596","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1905.09596","created_at":"2026-05-17T23:45:16Z"},{"alias_kind":"arxiv_version","alias_value":"1905.09596v1","created_at":"2026-05-17T23:45:16Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1905.09596","created_at":"2026-05-17T23:45:16Z"},{"alias_kind":"pith_short_12","alias_value":"OCEKD3RC5354","created_at":"2026-05-18T12:33:24Z"},{"alias_kind":"pith_short_16","alias_value":"OCEKD3RC5354SDVX","created_at":"2026-05-18T12:33:24Z"},{"alias_kind":"pith_short_8","alias_value":"OCEKD3RC","created_at":"2026-05-18T12:33:24Z"}],"graph_snapshots":[{"event_id":"sha256:bccba2f4d90ca3bc605eb7cfadf8322920e0218ace7c30bb449395b202d9f59a","target":"graph","created_at":"2026-05-17T23:45:16Z","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":"This paper proposes a market consistent valuation framework for variable annuities with guaranteed minimum accumulation benefit, death benefit and surrender benefit features. The setup is based on a hybrid model for the financial market and uses time-inhomogeneous L\\'evy processes as risk drivers. Further, we allow for dependence between financial and surrender risks. Our model leads to explicit analytical formulas for the quantities of interest, and practical and efficient numerical procedures for the evaluation of these formulas. We illustrate the tractability of this approach by means of a ","authors_text":"Ernst Eberlein, Laura Ballotta, Raghid Zeineddine, Thorsten Schmidt","cross_cats":["q-fin.RM"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2019-05-23T11:41:09Z","title":"Variable annuities in a L\\'evy-based hybrid model with surrender risk"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1905.09596","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":"sha256:0ce0c451679d802feac65764522d9d10d5848b9210358cbb6e22a728f327fa57","target":"record","created_at":"2026-05-17T23:45:16Z","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":"6474441871c4030ee445d3ebb2e1c5c9bc355ad1d8a1e86910fde3fec3a3b3c8","cross_cats_sorted":["q-fin.RM"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2019-05-23T11:41:09Z","title_canon_sha256":"d28488b6026b9d57e7d9c4faed7c3452aca127e61ca299b15c8f1256facaad65"},"schema_version":"1.0","source":{"id":"1905.09596","kind":"arxiv","version":1}},"canonical_sha256":"7088a1ee22eefbc90eb72a098084dafd3217c90dddcea17ea135baa0e226e28f","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"7088a1ee22eefbc90eb72a098084dafd3217c90dddcea17ea135baa0e226e28f","first_computed_at":"2026-05-17T23:45:16.596048Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-17T23:45:16.596048Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"bJsNwhdaUS5l3FfSW7latf6dHtUeOQsrdxWNH050C4DbOEuZzplIr5KvYtI5SYcb5NmEZ3kTBqw51haczmIUAA==","signature_status":"signed_v1","signed_at":"2026-05-17T23:45:16.596654Z","signed_message":"canonical_sha256_bytes"},"source_id":"1905.09596","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:0ce0c451679d802feac65764522d9d10d5848b9210358cbb6e22a728f327fa57","sha256:bccba2f4d90ca3bc605eb7cfadf8322920e0218ace7c30bb449395b202d9f59a"],"state_sha256":"df363aa2bb86d660dea4d53fbf0a5b4fcc49e2c799002f5907d09992edd7842e"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"Fg379IDNEPrA32RO0uktjecohc3A6c9fLO7hy5VsJB0x+dnX4Y7l6jUriJrbJ2p+x0QI6YWy09DvTWXtBGlJDg==","signed_message":"bundle_sha256_bytes","signed_at":"2026-06-02T22:03:12.428086Z","bundle_sha256":"ccc713efcfe73e5ecbc7ee2ced9c82b56aa4555a2dc03f7d5072088138407d04"}}