{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2016:XD45PCLSCWW6FCYZBAXTLWDFAM","short_pith_number":"pith:XD45PCLS","schema_version":"1.0","canonical_sha256":"b8f9d7897215ade28b19082f35d8650301b760268c5989bbf612066cbf7a8475","source":{"kind":"arxiv","id":"1609.07903","version":1},"attestation_state":"computed","paper":{"title":"Strongly Consistent Multivariate Conditional Risk Measures","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.MF","authors_text":"Gregor Svindland, Hannes Hoffmann, Thilo Meyer-Brandis","submitted_at":"2016-09-26T09:32:09Z","abstract_excerpt":"We consider families of strongly consistent multivariate conditional risk measures. We show that under strong consistency these families admit a decomposition into a conditional aggregation function and a univariate conditional risk measure as introduced Hoffmann et al. (2016). Further, in analogy to the univariate case in F\\\"ollmer (2014), we prove that under law-invariance strong consistency implies that multivariate conditional risk measures are necessarily multivariate conditional certainty equivalents."},"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":"1609.07903","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2016-09-26T09:32:09Z","cross_cats_sorted":[],"title_canon_sha256":"db51cb1ce0060d7467cdb3b5b57c9ab19f0a44333cdb3edd4359287185d233fc","abstract_canon_sha256":"22c615cd1fad2a28a54eca43255afce24a3ba1d4a3051b690bb08407881f5293"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T01:03:55.045846Z","signature_b64":"KetoAhpFjtzut3n3BOmjvluAiZwwng9EXSpZdEznpH2ShmkoChDEVnLrg+HVZDrLPohCfhco2+4gH20JYBYLDw==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"b8f9d7897215ade28b19082f35d8650301b760268c5989bbf612066cbf7a8475","last_reissued_at":"2026-05-18T01:03:55.045331Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T01:03:55.045331Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Strongly Consistent Multivariate Conditional Risk Measures","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.MF","authors_text":"Gregor Svindland, Hannes Hoffmann, Thilo Meyer-Brandis","submitted_at":"2016-09-26T09:32:09Z","abstract_excerpt":"We consider families of strongly consistent multivariate conditional risk measures. We show that under strong consistency these families admit a decomposition into a conditional aggregation function and a univariate conditional risk measure as introduced Hoffmann et al. (2016). Further, in analogy to the univariate case in F\\\"ollmer (2014), we prove that under law-invariance strong consistency implies that multivariate conditional risk measures are necessarily multivariate conditional certainty equivalents."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1609.07903","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"},"aliases":[{"alias_kind":"arxiv","alias_value":"1609.07903","created_at":"2026-05-18T01:03:55.045406+00:00"},{"alias_kind":"arxiv_version","alias_value":"1609.07903v1","created_at":"2026-05-18T01:03:55.045406+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1609.07903","created_at":"2026-05-18T01:03:55.045406+00:00"},{"alias_kind":"pith_short_12","alias_value":"XD45PCLSCWW6","created_at":"2026-05-18T12:30:51.357362+00:00"},{"alias_kind":"pith_short_16","alias_value":"XD45PCLSCWW6FCYZ","created_at":"2026-05-18T12:30:51.357362+00:00"},{"alias_kind":"pith_short_8","alias_value":"XD45PCLS","created_at":"2026-05-18T12:30:51.357362+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/XD45PCLSCWW6FCYZBAXTLWDFAM","json":"https://pith.science/pith/XD45PCLSCWW6FCYZBAXTLWDFAM.json","graph_json":"https://pith.science/api/pith-number/XD45PCLSCWW6FCYZBAXTLWDFAM/graph.json","events_json":"https://pith.science/api/pith-number/XD45PCLSCWW6FCYZBAXTLWDFAM/events.json","paper":"https://pith.science/paper/XD45PCLS"},"agent_actions":{"view_html":"https://pith.science/pith/XD45PCLSCWW6FCYZBAXTLWDFAM","download_json":"https://pith.science/pith/XD45PCLSCWW6FCYZBAXTLWDFAM.json","view_paper":"https://pith.science/paper/XD45PCLS","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1609.07903&json=true","fetch_graph":"https://pith.science/api/pith-number/XD45PCLSCWW6FCYZBAXTLWDFAM/graph.json","fetch_events":"https://pith.science/api/pith-number/XD45PCLSCWW6FCYZBAXTLWDFAM/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/XD45PCLSCWW6FCYZBAXTLWDFAM/action/timestamp_anchor","attest_storage":"https://pith.science/pith/XD45PCLSCWW6FCYZBAXTLWDFAM/action/storage_attestation","attest_author":"https://pith.science/pith/XD45PCLSCWW6FCYZBAXTLWDFAM/action/author_attestation","sign_citation":"https://pith.science/pith/XD45PCLSCWW6FCYZBAXTLWDFAM/action/citation_signature","submit_replication":"https://pith.science/pith/XD45PCLSCWW6FCYZBAXTLWDFAM/action/replication_record"}},"created_at":"2026-05-18T01:03:55.045406+00:00","updated_at":"2026-05-18T01:03:55.045406+00:00"}