{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2026:UKQWD4TZ55AP7RP3FNVCIBLQ3F","short_pith_number":"pith:UKQWD4TZ","schema_version":"1.0","canonical_sha256":"a2a161f279ef40ffc5fb2b6a240570d94a60092f742d549c3200f5bc0b10326d","source":{"kind":"arxiv","id":"2607.04392","version":1},"attestation_state":"computed","paper":{"title":"Adapted Law Invariance and Time-Consistent Dynamic Risk Measures","license":"http://creativecommons.org/licenses/by/4.0/","headline":"","cross_cats":["math.PR"],"primary_cat":"q-fin.RM","authors_text":"Mathias Beiglb\\\"ock, Maxime Sylvestre, Silvana M. Pesenti","submitted_at":"2026-07-05T16:36:06Z","abstract_excerpt":"In static risk measurement, law invariance expresses the principle that the risk of a position should depend only on its distribution, and not on the particular probability space on which it is represented. In a dynamic setting, the same principle leads naturally to adapted law invariance: the risk assessment should depend only on the probabilistic structure of the financial position together with the way information about it is revealed over time.\n  We show that, for time-consistent risk measures, adapted law invariance is equivalent to a recursive one-step conditional-law representation. Mor"},"verification_status":{"content_addressed":true,"pith_receipt":true,"author_attested":false,"weak_author_claims":0,"strong_author_claims":0,"externally_anchored":false,"storage_verified":false,"citation_signatures":0,"replication_records":0,"graph_snapshot":true,"references_resolved":false,"formal_links_present":false},"canonical_record":{"source":{"id":"2607.04392","kind":"arxiv","version":1},"metadata":{"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"q-fin.RM","submitted_at":"2026-07-05T16:36:06Z","cross_cats_sorted":["math.PR"],"title_canon_sha256":"4d63b50d988e349d08505c7cd79ce3a5f01c1a66db3797c633bb83c4a87efbc6","abstract_canon_sha256":"857331cec2c2f6185d3325bf633567be1bb29cc71ff3b57643091f248ae086c9"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-07-07T02:19:16.224868Z","signature_b64":"bPBBdAKmiqRBuqDvT98no38fFWnVt5h9S4rf6W991c/62n+MiIBAzw4tZX7sSaCMVUCJa9VZN/wLsmVzURioCQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"a2a161f279ef40ffc5fb2b6a240570d94a60092f742d549c3200f5bc0b10326d","last_reissued_at":"2026-07-07T02:19:16.224086Z","signature_status":"signed_v1","first_computed_at":"2026-07-07T02:19:16.224086Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Adapted Law Invariance and Time-Consistent Dynamic Risk Measures","license":"http://creativecommons.org/licenses/by/4.0/","headline":"","cross_cats":["math.PR"],"primary_cat":"q-fin.RM","authors_text":"Mathias Beiglb\\\"ock, Maxime Sylvestre, Silvana M. Pesenti","submitted_at":"2026-07-05T16:36:06Z","abstract_excerpt":"In static risk measurement, law invariance expresses the principle that the risk of a position should depend only on its distribution, and not on the particular probability space on which it is represented. In a dynamic setting, the same principle leads naturally to adapted law invariance: the risk assessment should depend only on the probabilistic structure of the financial position together with the way information about it is revealed over time.\n  We show that, for time-consistent risk measures, adapted law invariance is equivalent to a recursive one-step conditional-law representation. Mor"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2607.04392","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":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2607.04392/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"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"},"aliases":[{"alias_kind":"arxiv","alias_value":"2607.04392","created_at":"2026-07-07T02:19:16.224211+00:00"},{"alias_kind":"arxiv_version","alias_value":"2607.04392v1","created_at":"2026-07-07T02:19:16.224211+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2607.04392","created_at":"2026-07-07T02:19:16.224211+00:00"},{"alias_kind":"pith_short_12","alias_value":"UKQWD4TZ55AP","created_at":"2026-07-07T02:19:16.224211+00:00"},{"alias_kind":"pith_short_16","alias_value":"UKQWD4TZ55AP7RP3","created_at":"2026-07-07T02:19:16.224211+00:00"},{"alias_kind":"pith_short_8","alias_value":"UKQWD4TZ","created_at":"2026-07-07T02:19:16.224211+00:00"}],"events":[],"event_summary":{},"paper_claims":[],"inbound_citations":{"count":0,"internal_anchor_count":0,"sample":[]},"formal_canon":{"evidence_count":0,"sample":[],"anchors":[]},"links":{"html":"https://pith.science/pith/UKQWD4TZ55AP7RP3FNVCIBLQ3F","json":"https://pith.science/pith/UKQWD4TZ55AP7RP3FNVCIBLQ3F.json","graph_json":"https://pith.science/api/pith-number/UKQWD4TZ55AP7RP3FNVCIBLQ3F/graph.json","events_json":"https://pith.science/api/pith-number/UKQWD4TZ55AP7RP3FNVCIBLQ3F/events.json","paper":"https://pith.science/paper/UKQWD4TZ"},"agent_actions":{"view_html":"https://pith.science/pith/UKQWD4TZ55AP7RP3FNVCIBLQ3F","download_json":"https://pith.science/pith/UKQWD4TZ55AP7RP3FNVCIBLQ3F.json","view_paper":"https://pith.science/paper/UKQWD4TZ","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=2607.04392&json=true","fetch_graph":"https://pith.science/api/pith-number/UKQWD4TZ55AP7RP3FNVCIBLQ3F/graph.json","fetch_events":"https://pith.science/api/pith-number/UKQWD4TZ55AP7RP3FNVCIBLQ3F/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/UKQWD4TZ55AP7RP3FNVCIBLQ3F/action/timestamp_anchor","attest_storage":"https://pith.science/pith/UKQWD4TZ55AP7RP3FNVCIBLQ3F/action/storage_attestation","attest_author":"https://pith.science/pith/UKQWD4TZ55AP7RP3FNVCIBLQ3F/action/author_attestation","sign_citation":"https://pith.science/pith/UKQWD4TZ55AP7RP3FNVCIBLQ3F/action/citation_signature","submit_replication":"https://pith.science/pith/UKQWD4TZ55AP7RP3FNVCIBLQ3F/action/replication_record"}},"created_at":"2026-07-07T02:19:16.224211+00:00","updated_at":"2026-07-07T02:19:16.224211+00:00"}