{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2010:ZYWTSRXU3J65R3DFFLPUBWE7ZH","short_pith_number":"pith:ZYWTSRXU","schema_version":"1.0","canonical_sha256":"ce2d3946f4da7dd8ec652adf40d89fc9d9a18e18824cad75ef0474865a97d285","source":{"kind":"arxiv","id":"1006.2711","version":2},"attestation_state":"computed","paper":{"title":"Recovery Rates in investment-grade pools of credit assets: A large deviations analysis","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR"],"primary_cat":"q-fin.RM","authors_text":"Konstantinos Spiliopoulos, Richard B. Sowers","submitted_at":"2010-06-07T17:27:10Z","abstract_excerpt":"We consider the effect of recovery rates on a pool of credit assets. We allow the recovery rate to depend on the defaults in a general way. Using the theory of large deviations, we study the structure of losses in a pool consisting of a continuum of types. We derive the corresponding rate function and show that it has a natural interpretation as the favored way to rearrange recoveries and losses among the different types. Numerical examples are also provided."},"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":"1006.2711","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.RM","submitted_at":"2010-06-07T17:27:10Z","cross_cats_sorted":["math.PR"],"title_canon_sha256":"ab6d429445f35d2afb1fcfde9225bba85ef7ef5b17dfe7c989fb5381e0aff989","abstract_canon_sha256":"ee9ec318115186d249cfe2df6a3ab28dd91ac8ff938adaab2a0e457ec16711f2"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T04:07:54.337605Z","signature_b64":"sy93U93Swi7Osbh9AOPAoBEaAMOTrsrqeKRHRuqMXUQL6INXaKgwgfMLOdIR5qqL6DDV3TzJIX+/7vGffsdrAw==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"ce2d3946f4da7dd8ec652adf40d89fc9d9a18e18824cad75ef0474865a97d285","last_reissued_at":"2026-05-18T04:07:54.337042Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T04:07:54.337042Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Recovery Rates in investment-grade pools of credit assets: A large deviations analysis","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR"],"primary_cat":"q-fin.RM","authors_text":"Konstantinos Spiliopoulos, Richard B. Sowers","submitted_at":"2010-06-07T17:27:10Z","abstract_excerpt":"We consider the effect of recovery rates on a pool of credit assets. We allow the recovery rate to depend on the defaults in a general way. Using the theory of large deviations, we study the structure of losses in a pool consisting of a continuum of types. We derive the corresponding rate function and show that it has a natural interpretation as the favored way to rearrange recoveries and losses among the different types. Numerical examples are also provided."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1006.2711","kind":"arxiv","version":2},"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":"1006.2711","created_at":"2026-05-18T04:07:54.337124+00:00"},{"alias_kind":"arxiv_version","alias_value":"1006.2711v2","created_at":"2026-05-18T04:07:54.337124+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1006.2711","created_at":"2026-05-18T04:07:54.337124+00:00"},{"alias_kind":"pith_short_12","alias_value":"ZYWTSRXU3J65","created_at":"2026-05-18T12:26:18.847500+00:00"},{"alias_kind":"pith_short_16","alias_value":"ZYWTSRXU3J65R3DF","created_at":"2026-05-18T12:26:18.847500+00:00"},{"alias_kind":"pith_short_8","alias_value":"ZYWTSRXU","created_at":"2026-05-18T12:26:18.847500+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/ZYWTSRXU3J65R3DFFLPUBWE7ZH","json":"https://pith.science/pith/ZYWTSRXU3J65R3DFFLPUBWE7ZH.json","graph_json":"https://pith.science/api/pith-number/ZYWTSRXU3J65R3DFFLPUBWE7ZH/graph.json","events_json":"https://pith.science/api/pith-number/ZYWTSRXU3J65R3DFFLPUBWE7ZH/events.json","paper":"https://pith.science/paper/ZYWTSRXU"},"agent_actions":{"view_html":"https://pith.science/pith/ZYWTSRXU3J65R3DFFLPUBWE7ZH","download_json":"https://pith.science/pith/ZYWTSRXU3J65R3DFFLPUBWE7ZH.json","view_paper":"https://pith.science/paper/ZYWTSRXU","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1006.2711&json=true","fetch_graph":"https://pith.science/api/pith-number/ZYWTSRXU3J65R3DFFLPUBWE7ZH/graph.json","fetch_events":"https://pith.science/api/pith-number/ZYWTSRXU3J65R3DFFLPUBWE7ZH/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/ZYWTSRXU3J65R3DFFLPUBWE7ZH/action/timestamp_anchor","attest_storage":"https://pith.science/pith/ZYWTSRXU3J65R3DFFLPUBWE7ZH/action/storage_attestation","attest_author":"https://pith.science/pith/ZYWTSRXU3J65R3DFFLPUBWE7ZH/action/author_attestation","sign_citation":"https://pith.science/pith/ZYWTSRXU3J65R3DFFLPUBWE7ZH/action/citation_signature","submit_replication":"https://pith.science/pith/ZYWTSRXU3J65R3DFFLPUBWE7ZH/action/replication_record"}},"created_at":"2026-05-18T04:07:54.337124+00:00","updated_at":"2026-05-18T04:07:54.337124+00:00"}