{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2018:REEMG6TR5B7AVG3ZBHEIQWYBGK","short_pith_number":"pith:REEMG6TR","canonical_record":{"source":{"id":"1808.04604","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2018-08-14T10:03:28Z","cross_cats_sorted":["math.OC"],"title_canon_sha256":"5f0a5f3f235c9541a794a685753ffdef465d79d3c55f61f09f5fe106590431de","abstract_canon_sha256":"fa0c82fa1407b72da9c0a2ffc3553f2a54fb18d251a3f77b57bcf12a04faf9dc"},"schema_version":"1.0"},"canonical_sha256":"8908c37a71e87e0a9b7909c8885b01328a39b1f825e2068145e171a6167ef224","source":{"kind":"arxiv","id":"1808.04604","version":2},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1808.04604","created_at":"2026-05-17T23:50:42Z"},{"alias_kind":"arxiv_version","alias_value":"1808.04604v2","created_at":"2026-05-17T23:50:42Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1808.04604","created_at":"2026-05-17T23:50:42Z"},{"alias_kind":"pith_short_12","alias_value":"REEMG6TR5B7A","created_at":"2026-05-18T12:32:50Z"},{"alias_kind":"pith_short_16","alias_value":"REEMG6TR5B7AVG3Z","created_at":"2026-05-18T12:32:50Z"},{"alias_kind":"pith_short_8","alias_value":"REEMG6TR","created_at":"2026-05-18T12:32:50Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2018:REEMG6TR5B7AVG3ZBHEIQWYBGK","target":"record","payload":{"canonical_record":{"source":{"id":"1808.04604","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2018-08-14T10:03:28Z","cross_cats_sorted":["math.OC"],"title_canon_sha256":"5f0a5f3f235c9541a794a685753ffdef465d79d3c55f61f09f5fe106590431de","abstract_canon_sha256":"fa0c82fa1407b72da9c0a2ffc3553f2a54fb18d251a3f77b57bcf12a04faf9dc"},"schema_version":"1.0"},"canonical_sha256":"8908c37a71e87e0a9b7909c8885b01328a39b1f825e2068145e171a6167ef224","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-17T23:50:42.628305Z","signature_b64":"NQ/cKYNv+UaVs+KhV3FJztNbO2/KguCT7enO6E+5bLguJBgZjFgU6kGJiKPdk3Bdi8rivchun+MqNI4QnqAGCg==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"8908c37a71e87e0a9b7909c8885b01328a39b1f825e2068145e171a6167ef224","last_reissued_at":"2026-05-17T23:50:42.627924Z","signature_status":"signed_v1","first_computed_at":"2026-05-17T23:50:42.627924Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1808.04604","source_version":2,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-17T23:50:42Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"YUD+eTOhF5rPMtv4alZmeMv+zb4VSg9a4eNp4FbAOuPG3C+er4wNxevcH9MlOvHRgYdXpxbxV4Lf1VC3GqZYDA==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-23T10:32:52.961956Z"},"content_sha256":"fbd2fcbbe1aca7d3d7c5fe93b32fc92410d29fbbc03941290401ad17c87bd0fe","schema_version":"1.0","event_id":"sha256:fbd2fcbbe1aca7d3d7c5fe93b32fc92410d29fbbc03941290401ad17c87bd0fe"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2018:REEMG6TR5B7AVG3ZBHEIQWYBGK","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Risk-based optimal portfolio of an insurer with regime switching and noisy memory","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.OC"],"primary_cat":"q-fin.PM","authors_text":"Calisto Guambe, Lesedi Mabitsela, Rodwell Kufakunesu","submitted_at":"2018-08-14T10:03:28Z","abstract_excerpt":"In this paper, we consider a risk-based optimal investment problem of an insurer in a regime-switching jump diffusion model with noisy memory. Using the model uncertainty modeling, we formulate the investment problem as a zero-sum, stochastic differential delay game between the insurer and the market, with a convex risk measure of the terminal surplus and the Brownian delay surplus over a period $[T-\\varrho,T]$. Then, by the BSDE approach, the game problem is solved. Finally, we derive analytical solutions of the game problem, for a particular case of a quadratic penalty function and a numeric"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1808.04604","kind":"arxiv","version":2},"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":"2026-05-17T23:50:42Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"K3VYCYAov/G0xZKoVzEcknPqQ7saaw3+gZDf3bVi9+63wvvQkYjJKfBK7CElyvqQzY+cNQzisYP9b11w+NxJCA==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-23T10:32:52.962306Z"},"content_sha256":"6059b9e980f807063ba2655a602e6c598540abc245fcdb093e24d6137ba5d839","schema_version":"1.0","event_id":"sha256:6059b9e980f807063ba2655a602e6c598540abc245fcdb093e24d6137ba5d839"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/REEMG6TR5B7AVG3ZBHEIQWYBGK/bundle.json","state_url":"https://pith.science/pith/REEMG6TR5B7AVG3ZBHEIQWYBGK/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/REEMG6TR5B7AVG3ZBHEIQWYBGK/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":"2026-06-23T10:32:52Z","links":{"resolver":"https://pith.science/pith/REEMG6TR5B7AVG3ZBHEIQWYBGK","bundle":"https://pith.science/pith/REEMG6TR5B7AVG3ZBHEIQWYBGK/bundle.json","state":"https://pith.science/pith/REEMG6TR5B7AVG3ZBHEIQWYBGK/state.json","well_known_bundle":"https://pith.science/.well-known/pith/REEMG6TR5B7AVG3ZBHEIQWYBGK/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2018:REEMG6TR5B7AVG3ZBHEIQWYBGK","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":"fa0c82fa1407b72da9c0a2ffc3553f2a54fb18d251a3f77b57bcf12a04faf9dc","cross_cats_sorted":["math.OC"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2018-08-14T10:03:28Z","title_canon_sha256":"5f0a5f3f235c9541a794a685753ffdef465d79d3c55f61f09f5fe106590431de"},"schema_version":"1.0","source":{"id":"1808.04604","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1808.04604","created_at":"2026-05-17T23:50:42Z"},{"alias_kind":"arxiv_version","alias_value":"1808.04604v2","created_at":"2026-05-17T23:50:42Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1808.04604","created_at":"2026-05-17T23:50:42Z"},{"alias_kind":"pith_short_12","alias_value":"REEMG6TR5B7A","created_at":"2026-05-18T12:32:50Z"},{"alias_kind":"pith_short_16","alias_value":"REEMG6TR5B7AVG3Z","created_at":"2026-05-18T12:32:50Z"},{"alias_kind":"pith_short_8","alias_value":"REEMG6TR","created_at":"2026-05-18T12:32:50Z"}],"graph_snapshots":[{"event_id":"sha256:6059b9e980f807063ba2655a602e6c598540abc245fcdb093e24d6137ba5d839","target":"graph","created_at":"2026-05-17T23:50:42Z","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 consider a risk-based optimal investment problem of an insurer in a regime-switching jump diffusion model with noisy memory. Using the model uncertainty modeling, we formulate the investment problem as a zero-sum, stochastic differential delay game between the insurer and the market, with a convex risk measure of the terminal surplus and the Brownian delay surplus over a period $[T-\\varrho,T]$. Then, by the BSDE approach, the game problem is solved. Finally, we derive analytical solutions of the game problem, for a particular case of a quadratic penalty function and a numeric","authors_text":"Calisto Guambe, Lesedi Mabitsela, Rodwell Kufakunesu","cross_cats":["math.OC"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2018-08-14T10:03:28Z","title":"Risk-based optimal portfolio of an insurer with regime switching and noisy memory"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1808.04604","kind":"arxiv","version":2},"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:fbd2fcbbe1aca7d3d7c5fe93b32fc92410d29fbbc03941290401ad17c87bd0fe","target":"record","created_at":"2026-05-17T23:50:42Z","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":"fa0c82fa1407b72da9c0a2ffc3553f2a54fb18d251a3f77b57bcf12a04faf9dc","cross_cats_sorted":["math.OC"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2018-08-14T10:03:28Z","title_canon_sha256":"5f0a5f3f235c9541a794a685753ffdef465d79d3c55f61f09f5fe106590431de"},"schema_version":"1.0","source":{"id":"1808.04604","kind":"arxiv","version":2}},"canonical_sha256":"8908c37a71e87e0a9b7909c8885b01328a39b1f825e2068145e171a6167ef224","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"8908c37a71e87e0a9b7909c8885b01328a39b1f825e2068145e171a6167ef224","first_computed_at":"2026-05-17T23:50:42.627924Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-17T23:50:42.627924Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"NQ/cKYNv+UaVs+KhV3FJztNbO2/KguCT7enO6E+5bLguJBgZjFgU6kGJiKPdk3Bdi8rivchun+MqNI4QnqAGCg==","signature_status":"signed_v1","signed_at":"2026-05-17T23:50:42.628305Z","signed_message":"canonical_sha256_bytes"},"source_id":"1808.04604","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:fbd2fcbbe1aca7d3d7c5fe93b32fc92410d29fbbc03941290401ad17c87bd0fe","sha256:6059b9e980f807063ba2655a602e6c598540abc245fcdb093e24d6137ba5d839"],"state_sha256":"04b60b2ba52df6f66a96cb955809fc88b8ebfda40b19ceae60d61d6f6dcadba0"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"ElpaPrVvOqTGXSu/+6PuhkoYWoxGGMaqWG3BPcn8bxXWrhcbpI90niNzOkIUPgo2QjBQOBvuluPUDy+Ga1QXCA==","signed_message":"bundle_sha256_bytes","signed_at":"2026-06-23T10:32:52.964247Z","bundle_sha256":"5ae4763a70b082b423f83d4d1019b750622f313bf73d8179950b0703099ff96e"}}