{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2018:SE5SZXTYAGIQ45H6TZNAZC2QLU","short_pith_number":"pith:SE5SZXTY","canonical_record":{"source":{"id":"1808.04613","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2018-08-14T10:22:51Z","cross_cats_sorted":["math.OC"],"title_canon_sha256":"39605d25c5b5452a0a0d947cdbd471de0ad9edc551f87b4870fc41277aa1e4a4","abstract_canon_sha256":"77f8f9e1dac0e43bdc369372c33d240bd1d5518c6ee91e93a7193dc81cecdda6"},"schema_version":"1.0"},"canonical_sha256":"913b2cde7801910e74fe9e5a0c8b505d3e2521ad43e76eb7b98c717731628cdd","source":{"kind":"arxiv","id":"1808.04613","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1808.04613","created_at":"2026-05-18T00:08:12Z"},{"alias_kind":"arxiv_version","alias_value":"1808.04613v1","created_at":"2026-05-18T00:08:12Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1808.04613","created_at":"2026-05-18T00:08:12Z"},{"alias_kind":"pith_short_12","alias_value":"SE5SZXTYAGIQ","created_at":"2026-05-18T12:32:53Z"},{"alias_kind":"pith_short_16","alias_value":"SE5SZXTYAGIQ45H6","created_at":"2026-05-18T12:32:53Z"},{"alias_kind":"pith_short_8","alias_value":"SE5SZXTY","created_at":"2026-05-18T12:32:53Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2018:SE5SZXTYAGIQ45H6TZNAZC2QLU","target":"record","payload":{"canonical_record":{"source":{"id":"1808.04613","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2018-08-14T10:22:51Z","cross_cats_sorted":["math.OC"],"title_canon_sha256":"39605d25c5b5452a0a0d947cdbd471de0ad9edc551f87b4870fc41277aa1e4a4","abstract_canon_sha256":"77f8f9e1dac0e43bdc369372c33d240bd1d5518c6ee91e93a7193dc81cecdda6"},"schema_version":"1.0"},"canonical_sha256":"913b2cde7801910e74fe9e5a0c8b505d3e2521ad43e76eb7b98c717731628cdd","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T00:08:12.055565Z","signature_b64":"VlnZIsmoO+YPzpt42K0QDvGYhxZKmtKBbDTSttUmnS1i2t+AFf+vJ1RtpfCwRrghc85SfnnOyEuJnrA7SdbDCw==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"913b2cde7801910e74fe9e5a0c8b505d3e2521ad43e76eb7b98c717731628cdd","last_reissued_at":"2026-05-18T00:08:12.055186Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T00:08:12.055186Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1808.04613","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":"2026-05-18T00:08:12Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"JSHnFRyWLKcL5sf+SYnsi9V7SDg2u41m7WPphaJsMD0XVbFDqYegprT1+lyV10fXYxlnRNILqXnx9zylHogQDw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-24T03:54:58.523770Z"},"content_sha256":"065780a06622c0d525c3dc0f7051b917431ef4e005d71a8a4f221b6770df0c83","schema_version":"1.0","event_id":"sha256:065780a06622c0d525c3dc0f7051b917431ef4e005d71a8a4f221b6770df0c83"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2018:SE5SZXTYAGIQ45H6TZNAZC2QLU","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Optimal investment-consumption and life insurance with capital constraints","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.OC"],"primary_cat":"q-fin.PM","authors_text":"Calisto Guambe, Rodwell Kufakunesu","submitted_at":"2018-08-14T10:22:51Z","abstract_excerpt":"The aim of this paper is to solve an optimal investment, consumption and life insurance problem when the investor is restricted to capital guarantee. We consider an incomplete market described by a jump-diffusion model with stochastic volatility. Using the martingale approach, we prove the existence of the optimal strategy and the optimal martingale measure and we obtain the explicit solutions for the power utility functions."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1808.04613","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":"2026-05-18T00:08:12Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"2HykBobfm3wujat5frYrQPT/jG45RiKHxAqqTuTTKysgCa95PnTGvrVLvdsk/m0Drg35C6AeiszK9o0x787bBw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-24T03:54:58.524116Z"},"content_sha256":"637e14c6cab86853679ea4c097ce11f931c12e27772a03a9ebad3de4ea9ae285","schema_version":"1.0","event_id":"sha256:637e14c6cab86853679ea4c097ce11f931c12e27772a03a9ebad3de4ea9ae285"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/SE5SZXTYAGIQ45H6TZNAZC2QLU/bundle.json","state_url":"https://pith.science/pith/SE5SZXTYAGIQ45H6TZNAZC2QLU/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/SE5SZXTYAGIQ45H6TZNAZC2QLU/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":"2026-06-24T03:54:58Z","links":{"resolver":"https://pith.science/pith/SE5SZXTYAGIQ45H6TZNAZC2QLU","bundle":"https://pith.science/pith/SE5SZXTYAGIQ45H6TZNAZC2QLU/bundle.json","state":"https://pith.science/pith/SE5SZXTYAGIQ45H6TZNAZC2QLU/state.json","well_known_bundle":"https://pith.science/.well-known/pith/SE5SZXTYAGIQ45H6TZNAZC2QLU/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2018:SE5SZXTYAGIQ45H6TZNAZC2QLU","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":"77f8f9e1dac0e43bdc369372c33d240bd1d5518c6ee91e93a7193dc81cecdda6","cross_cats_sorted":["math.OC"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2018-08-14T10:22:51Z","title_canon_sha256":"39605d25c5b5452a0a0d947cdbd471de0ad9edc551f87b4870fc41277aa1e4a4"},"schema_version":"1.0","source":{"id":"1808.04613","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1808.04613","created_at":"2026-05-18T00:08:12Z"},{"alias_kind":"arxiv_version","alias_value":"1808.04613v1","created_at":"2026-05-18T00:08:12Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1808.04613","created_at":"2026-05-18T00:08:12Z"},{"alias_kind":"pith_short_12","alias_value":"SE5SZXTYAGIQ","created_at":"2026-05-18T12:32:53Z"},{"alias_kind":"pith_short_16","alias_value":"SE5SZXTYAGIQ45H6","created_at":"2026-05-18T12:32:53Z"},{"alias_kind":"pith_short_8","alias_value":"SE5SZXTY","created_at":"2026-05-18T12:32:53Z"}],"graph_snapshots":[{"event_id":"sha256:637e14c6cab86853679ea4c097ce11f931c12e27772a03a9ebad3de4ea9ae285","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":"The aim of this paper is to solve an optimal investment, consumption and life insurance problem when the investor is restricted to capital guarantee. We consider an incomplete market described by a jump-diffusion model with stochastic volatility. Using the martingale approach, we prove the existence of the optimal strategy and the optimal martingale measure and we obtain the explicit solutions for the power utility functions.","authors_text":"Calisto Guambe, Rodwell Kufakunesu","cross_cats":["math.OC"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2018-08-14T10:22:51Z","title":"Optimal investment-consumption and life insurance with capital constraints"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1808.04613","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":"sha256:065780a06622c0d525c3dc0f7051b917431ef4e005d71a8a4f221b6770df0c83","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":"77f8f9e1dac0e43bdc369372c33d240bd1d5518c6ee91e93a7193dc81cecdda6","cross_cats_sorted":["math.OC"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2018-08-14T10:22:51Z","title_canon_sha256":"39605d25c5b5452a0a0d947cdbd471de0ad9edc551f87b4870fc41277aa1e4a4"},"schema_version":"1.0","source":{"id":"1808.04613","kind":"arxiv","version":1}},"canonical_sha256":"913b2cde7801910e74fe9e5a0c8b505d3e2521ad43e76eb7b98c717731628cdd","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"913b2cde7801910e74fe9e5a0c8b505d3e2521ad43e76eb7b98c717731628cdd","first_computed_at":"2026-05-18T00:08:12.055186Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T00:08:12.055186Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"VlnZIsmoO+YPzpt42K0QDvGYhxZKmtKBbDTSttUmnS1i2t+AFf+vJ1RtpfCwRrghc85SfnnOyEuJnrA7SdbDCw==","signature_status":"signed_v1","signed_at":"2026-05-18T00:08:12.055565Z","signed_message":"canonical_sha256_bytes"},"source_id":"1808.04613","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:065780a06622c0d525c3dc0f7051b917431ef4e005d71a8a4f221b6770df0c83","sha256:637e14c6cab86853679ea4c097ce11f931c12e27772a03a9ebad3de4ea9ae285"],"state_sha256":"949cc9ddd94d8efb2d4a5048c511d4973b6d031acdc58b80c15c32b19988a4e2"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"JhydBfeXF6Ts7Rt76QiCPlAqCf0aqApo8UNkKxU7APfzXWP2NFxJ0QOGZJX4mTpeD8A/QO+eferWG6DJbmGbDw==","signed_message":"bundle_sha256_bytes","signed_at":"2026-06-24T03:54:58.526050Z","bundle_sha256":"2922db4434681ecb7619c2e8666dd042f15d67c02c17d5d20095492a1c8530e4"}}