{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2018:XQBX7LACHYBSDRMMXVMCNC36NG","short_pith_number":"pith:XQBX7LAC","schema_version":"1.0","canonical_sha256":"bc037fac023e0321c58cbd58268b7e69bbf7f9170984d132b244e9998ad59f65","source":{"kind":"arxiv","id":"1809.00990","version":1},"attestation_state":"computed","paper":{"title":"Optimal Reinsurance for Gerber-Shiu Functions in the Cramer-Lundberg Model","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.PM"],"primary_cat":"math.OC","authors_text":"Michael Preischl, Stefan Thonhauser","submitted_at":"2018-09-04T14:05:40Z","abstract_excerpt":"Complementing existing results on minimal ruin probabilities, we minimize expected discounted penalty functions (or Gerber-Shiu functions) in a Cramer-Lundberg model by choosing optimal reinsurance. Reinsurance strategies are modelled as time dependant control functions, which leads to a setting from the theory of optimal stochastic control and ultimately to the problem's Hamilton-Jacobi-Bellman equation. We show existence and uniqueness of the solution found by this method and provide numerical examples involving light and heavy tailed claims and also give a remark on the asymptotics."},"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":"1809.00990","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.OC","submitted_at":"2018-09-04T14:05:40Z","cross_cats_sorted":["q-fin.PM"],"title_canon_sha256":"31970d04fac33afa885c676186f0dc3d38cbb3059c93806364103e527035f4e1","abstract_canon_sha256":"d3ef0ceba2cdfed9e72455db6d68315c7bc4ef9d7e97fdf7543cd5fd6d382bd9"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T00:06:17.953396Z","signature_b64":"y3J20hO5WiQPY7TCXu+RTWwG79zIt5GYP0Tb7UyH4PDvPywsLO14R0w0l4NAk9ufZQ5RD2NH93lppXcj6BxyDw==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"bc037fac023e0321c58cbd58268b7e69bbf7f9170984d132b244e9998ad59f65","last_reissued_at":"2026-05-18T00:06:17.952975Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T00:06:17.952975Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Optimal Reinsurance for Gerber-Shiu Functions in the Cramer-Lundberg Model","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.PM"],"primary_cat":"math.OC","authors_text":"Michael Preischl, Stefan Thonhauser","submitted_at":"2018-09-04T14:05:40Z","abstract_excerpt":"Complementing existing results on minimal ruin probabilities, we minimize expected discounted penalty functions (or Gerber-Shiu functions) in a Cramer-Lundberg model by choosing optimal reinsurance. Reinsurance strategies are modelled as time dependant control functions, which leads to a setting from the theory of optimal stochastic control and ultimately to the problem's Hamilton-Jacobi-Bellman equation. We show existence and uniqueness of the solution found by this method and provide numerical examples involving light and heavy tailed claims and also give a remark on the asymptotics."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1809.00990","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":"1809.00990","created_at":"2026-05-18T00:06:17.953042+00:00"},{"alias_kind":"arxiv_version","alias_value":"1809.00990v1","created_at":"2026-05-18T00:06:17.953042+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1809.00990","created_at":"2026-05-18T00:06:17.953042+00:00"},{"alias_kind":"pith_short_12","alias_value":"XQBX7LACHYBS","created_at":"2026-05-18T12:33:01.666342+00:00"},{"alias_kind":"pith_short_16","alias_value":"XQBX7LACHYBSDRMM","created_at":"2026-05-18T12:33:01.666342+00:00"},{"alias_kind":"pith_short_8","alias_value":"XQBX7LAC","created_at":"2026-05-18T12:33:01.666342+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/XQBX7LACHYBSDRMMXVMCNC36NG","json":"https://pith.science/pith/XQBX7LACHYBSDRMMXVMCNC36NG.json","graph_json":"https://pith.science/api/pith-number/XQBX7LACHYBSDRMMXVMCNC36NG/graph.json","events_json":"https://pith.science/api/pith-number/XQBX7LACHYBSDRMMXVMCNC36NG/events.json","paper":"https://pith.science/paper/XQBX7LAC"},"agent_actions":{"view_html":"https://pith.science/pith/XQBX7LACHYBSDRMMXVMCNC36NG","download_json":"https://pith.science/pith/XQBX7LACHYBSDRMMXVMCNC36NG.json","view_paper":"https://pith.science/paper/XQBX7LAC","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1809.00990&json=true","fetch_graph":"https://pith.science/api/pith-number/XQBX7LACHYBSDRMMXVMCNC36NG/graph.json","fetch_events":"https://pith.science/api/pith-number/XQBX7LACHYBSDRMMXVMCNC36NG/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/XQBX7LACHYBSDRMMXVMCNC36NG/action/timestamp_anchor","attest_storage":"https://pith.science/pith/XQBX7LACHYBSDRMMXVMCNC36NG/action/storage_attestation","attest_author":"https://pith.science/pith/XQBX7LACHYBSDRMMXVMCNC36NG/action/author_attestation","sign_citation":"https://pith.science/pith/XQBX7LACHYBSDRMMXVMCNC36NG/action/citation_signature","submit_replication":"https://pith.science/pith/XQBX7LACHYBSDRMMXVMCNC36NG/action/replication_record"}},"created_at":"2026-05-18T00:06:17.953042+00:00","updated_at":"2026-05-18T00:06:17.953042+00:00"}