{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2011:YW72IIWEI23GJNWOHSDLPJHVEM","short_pith_number":"pith:YW72IIWE","canonical_record":{"source":{"id":"1110.4516","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.RM","submitted_at":"2011-10-20T13:00:33Z","cross_cats_sorted":["q-fin.CP"],"title_canon_sha256":"a8c9ce6ab8c1d3d2081262d4e75525b7cc2e5cea19331ca441e03a63b5d17565","abstract_canon_sha256":"0bf51efae53f45de72f996bba7227df4b785802c18de0591636ac4db3dfd8002"},"schema_version":"1.0"},"canonical_sha256":"c5bfa422c446b664b6ce3c86b7a4f52336aadad337bc704415fdf2ae676fdfc9","source":{"kind":"arxiv","id":"1110.4516","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1110.4516","created_at":"2026-05-18T04:10:36Z"},{"alias_kind":"arxiv_version","alias_value":"1110.4516v1","created_at":"2026-05-18T04:10:36Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1110.4516","created_at":"2026-05-18T04:10:36Z"},{"alias_kind":"pith_short_12","alias_value":"YW72IIWEI23G","created_at":"2026-05-18T12:26:47Z"},{"alias_kind":"pith_short_16","alias_value":"YW72IIWEI23GJNWO","created_at":"2026-05-18T12:26:47Z"},{"alias_kind":"pith_short_8","alias_value":"YW72IIWE","created_at":"2026-05-18T12:26:47Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2011:YW72IIWEI23GJNWOHSDLPJHVEM","target":"record","payload":{"canonical_record":{"source":{"id":"1110.4516","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.RM","submitted_at":"2011-10-20T13:00:33Z","cross_cats_sorted":["q-fin.CP"],"title_canon_sha256":"a8c9ce6ab8c1d3d2081262d4e75525b7cc2e5cea19331ca441e03a63b5d17565","abstract_canon_sha256":"0bf51efae53f45de72f996bba7227df4b785802c18de0591636ac4db3dfd8002"},"schema_version":"1.0"},"canonical_sha256":"c5bfa422c446b664b6ce3c86b7a4f52336aadad337bc704415fdf2ae676fdfc9","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T04:10:36.561168Z","signature_b64":"VcJw0+lT+kmc4B/dRrcVX6hKAuV1R8EuR+7tA7PEegBr24RoWxhJ8sxGymWP+hHnslkuxIv8y8CudnLzy5uWCA==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"c5bfa422c446b664b6ce3c86b7a4f52336aadad337bc704415fdf2ae676fdfc9","last_reissued_at":"2026-05-18T04:10:36.560371Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T04:10:36.560371Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1110.4516","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":"2026-05-18T04:10:36Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"z+uem2S5KBpBcArKRDybhyqvZL37/wdUKh6NS6A1di9I9k+GfuuusGcTIrrtvnRUZTwTILHIu4IDhwNPgh6sBg==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-07T23:10:03.649220Z"},"content_sha256":"ca460c29f71bdaea68e94d88d39c456a8a295fe3ac2cbeac294c1fdef8895d4a","schema_version":"1.0","event_id":"sha256:ca460c29f71bdaea68e94d88d39c456a8a295fe3ac2cbeac294c1fdef8895d4a"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2011:YW72IIWEI23GJNWOHSDLPJHVEM","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Calculating Variable Annuity Liability 'Greeks' Using Monte Carlo Simulation","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.CP"],"primary_cat":"q-fin.RM","authors_text":"Alexander J. McNeil, Mark J. Cathcart, Steven Morrison","submitted_at":"2011-10-20T13:00:33Z","abstract_excerpt":"Hedging methods to mitigate the exposure of variable annuity products to market risks require the calculation of market risk sensitivities (or \"Greeks\"). The complex, path-dependent nature of these products means these sensitivities typically must be estimated by Monte Carlo simulation. Standard market practice is to measure such sensitivities using a \"bump and revalue\" method. As well as requiring multiple valuations, such approaches can be unreliable for higher order Greeks, e.g., gamma. In this article we investigate alternative estimators implemented within an advanced economic scenario ge"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1110.4516","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":"2026-05-18T04:10:36Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"idLzbMd2/eJsagXbw0dwwKFGKYxbm/geqVR9pAmjclYoVoCrjPq5j89mf82nBsodCjxuJJ2NPYY2f96QSfplCw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-07T23:10:03.649946Z"},"content_sha256":"c94dda973172665a2b735ce321c79cd67193518719a76f867de3d7d951d7f61d","schema_version":"1.0","event_id":"sha256:c94dda973172665a2b735ce321c79cd67193518719a76f867de3d7d951d7f61d"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/YW72IIWEI23GJNWOHSDLPJHVEM/bundle.json","state_url":"https://pith.science/pith/YW72IIWEI23GJNWOHSDLPJHVEM/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/YW72IIWEI23GJNWOHSDLPJHVEM/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":"2026-06-07T23:10:03Z","links":{"resolver":"https://pith.science/pith/YW72IIWEI23GJNWOHSDLPJHVEM","bundle":"https://pith.science/pith/YW72IIWEI23GJNWOHSDLPJHVEM/bundle.json","state":"https://pith.science/pith/YW72IIWEI23GJNWOHSDLPJHVEM/state.json","well_known_bundle":"https://pith.science/.well-known/pith/YW72IIWEI23GJNWOHSDLPJHVEM/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2011:YW72IIWEI23GJNWOHSDLPJHVEM","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":"0bf51efae53f45de72f996bba7227df4b785802c18de0591636ac4db3dfd8002","cross_cats_sorted":["q-fin.CP"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.RM","submitted_at":"2011-10-20T13:00:33Z","title_canon_sha256":"a8c9ce6ab8c1d3d2081262d4e75525b7cc2e5cea19331ca441e03a63b5d17565"},"schema_version":"1.0","source":{"id":"1110.4516","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1110.4516","created_at":"2026-05-18T04:10:36Z"},{"alias_kind":"arxiv_version","alias_value":"1110.4516v1","created_at":"2026-05-18T04:10:36Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1110.4516","created_at":"2026-05-18T04:10:36Z"},{"alias_kind":"pith_short_12","alias_value":"YW72IIWEI23G","created_at":"2026-05-18T12:26:47Z"},{"alias_kind":"pith_short_16","alias_value":"YW72IIWEI23GJNWO","created_at":"2026-05-18T12:26:47Z"},{"alias_kind":"pith_short_8","alias_value":"YW72IIWE","created_at":"2026-05-18T12:26:47Z"}],"graph_snapshots":[{"event_id":"sha256:c94dda973172665a2b735ce321c79cd67193518719a76f867de3d7d951d7f61d","target":"graph","created_at":"2026-05-18T04:10:36Z","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":"Hedging methods to mitigate the exposure of variable annuity products to market risks require the calculation of market risk sensitivities (or \"Greeks\"). The complex, path-dependent nature of these products means these sensitivities typically must be estimated by Monte Carlo simulation. Standard market practice is to measure such sensitivities using a \"bump and revalue\" method. As well as requiring multiple valuations, such approaches can be unreliable for higher order Greeks, e.g., gamma. In this article we investigate alternative estimators implemented within an advanced economic scenario ge","authors_text":"Alexander J. McNeil, Mark J. Cathcart, Steven Morrison","cross_cats":["q-fin.CP"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.RM","submitted_at":"2011-10-20T13:00:33Z","title":"Calculating Variable Annuity Liability 'Greeks' Using Monte Carlo Simulation"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1110.4516","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:ca460c29f71bdaea68e94d88d39c456a8a295fe3ac2cbeac294c1fdef8895d4a","target":"record","created_at":"2026-05-18T04:10:36Z","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":"0bf51efae53f45de72f996bba7227df4b785802c18de0591636ac4db3dfd8002","cross_cats_sorted":["q-fin.CP"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.RM","submitted_at":"2011-10-20T13:00:33Z","title_canon_sha256":"a8c9ce6ab8c1d3d2081262d4e75525b7cc2e5cea19331ca441e03a63b5d17565"},"schema_version":"1.0","source":{"id":"1110.4516","kind":"arxiv","version":1}},"canonical_sha256":"c5bfa422c446b664b6ce3c86b7a4f52336aadad337bc704415fdf2ae676fdfc9","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"c5bfa422c446b664b6ce3c86b7a4f52336aadad337bc704415fdf2ae676fdfc9","first_computed_at":"2026-05-18T04:10:36.560371Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T04:10:36.560371Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"VcJw0+lT+kmc4B/dRrcVX6hKAuV1R8EuR+7tA7PEegBr24RoWxhJ8sxGymWP+hHnslkuxIv8y8CudnLzy5uWCA==","signature_status":"signed_v1","signed_at":"2026-05-18T04:10:36.561168Z","signed_message":"canonical_sha256_bytes"},"source_id":"1110.4516","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:ca460c29f71bdaea68e94d88d39c456a8a295fe3ac2cbeac294c1fdef8895d4a","sha256:c94dda973172665a2b735ce321c79cd67193518719a76f867de3d7d951d7f61d"],"state_sha256":"5f3dece5b827f4795150ee8246a27528b83a3af0567176f17692c007d5265244"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"fdnu+7vLi9Psj3oNWXrWfiV0n1Ixhi5NKmLy99V6vGnwdWNe8D75ODUy4JM8QgtHINVa5ucQpYlYFIqBzjGOCQ==","signed_message":"bundle_sha256_bytes","signed_at":"2026-06-07T23:10:03.652627Z","bundle_sha256":"21afe91bfd9315d3a119e51b6941ef6fa1f4d0b5181baa103230276ab929dbb6"}}