{"entities":{"Q1980361":{"pageid":1991103,"ns":120,"title":"Item:Q1980361","lastrevid":57082686,"modified":"2026-03-26T13:01:18Z","type":"item","id":"Q1980361","labels":{"en":{"language":"en","value":"Modeling the dependence of losses of a financial portfolio using nested Archimedean copulas"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7392329"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1980361$6A9B5908-CFDE-4BFD-A085-D3F149F5B44B","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"03b517749d64cbd3c71e24e8355873ec11815736","datavalue":{"value":{"text":"Modeling the dependence of losses of a financial portfolio using nested Archimedean copulas","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1980361$021165E2-CEB3-4E45-8991-0460F9AA64BA","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"a353dbc02e16603a4c6bb9804b1555512c65ca89","datavalue":{"value":"1486.91077","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1980361$3BEF41EE-997E-44D7-B053-AFE49DC95CF4","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"8a1779d603a8bd479fa4baaefe16d81c0c96f533","datavalue":{"value":"10.1155/2021/4651044","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1980361$7D1EE071-92E9-468C-93DF-723C787FD924","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"f09c7e01f073682ef68989077fc2355e25c122f5","datavalue":{"value":{"entity-type":"item","numeric-id":1980360,"id":"Q1980360"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1980361$82FD58D7-24BC-441F-8E9C-B212C890754E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"5679872e65bde95d9dd6ffbc44e8b675dc6e5adb","datavalue":{"value":{"entity-type":"item","numeric-id":1751490,"id":"Q1751490"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1980361$5312C1AF-89B9-4314-90DA-50E091C4C59A","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"c4d14f6de16fedb57ef2f0703ad32e93709741b1","datavalue":{"value":{"entity-type":"item","numeric-id":162459,"id":"Q162459"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1980361$35F85233-8EE1-4D08-A553-266CC87C1690","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"e0a34c566225983433f9006f15108b45d4850d41","datavalue":{"value":{"time":"+2021-09-08T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1980361$ACE29A71-FDC1-4B1E-94D5-1ADF8F627424","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"7ed3a1f07223fdb2942c976d4d3cfe0f3d4ae527","datavalue":{"value":"Summary: In financial analysis, stochastic models are more and more used to estimate potential outcomes in a risky framework. This paper proposes an approach of modeling the dependence of losses on securities, and the potential loss of the portfolio is divided into sectors each including two subsectors. The Weibull model is used to describe the stochastic behavior of the default time while a nested class of Archimedean copulas at three levels is used to model the maximum of the value at risk of the portfolio.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1980361$2AFB7667-D586-4267-B526-61BB52069CF3","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"7f918b855cc4e1ef3c50dee94916276dca231342","datavalue":{"value":"91G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1980361$3B624D54-F69C-42DD-A533-EFCF018E0C7D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"87af44252b2ddfa90518373dcedaab6f72c10d17","datavalue":{"value":"62H05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1980361$91DAB674-C411-44AB-A9D6-097F4AE44F52","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5aebd1e2f37ac7804756da25eed3c017810ad161","datavalue":{"value":"91G70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1980361$733546BE-B6CD-4C00-85A8-AC660588875A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4807a76026370d99cac60d5013f11a65cdab1480","datavalue":{"value":"62E15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1980361$DD04B8CD-07E1-45B4-97CD-5E8E069685C6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1980361$15442C5D-F4E2-47EC-9E71-D704463F3DA1","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"172449ccb3664a9642bb958ae516c6de2c14a95f","datavalue":{"value":"7392329","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1980361$08D60E26-BAED-4587-98E5-FB58EC36556A","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"80217312d4926ed0a171e87de77eeb64e192e93e","datavalue":{"value":"Archimedean copulas","type":"string"},"datatype":"string"},"type":"statement","id":"Q1980361$85272A7D-0228-48C5-B32A-136243266D69","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f83aa623544e823d7803a41c0705a990882410b1","datavalue":{"value":"risky framework","type":"string"},"datatype":"string"},"type":"statement","id":"Q1980361$F599A9B8-5A56-40C0-A34F-1579290B99BA","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1980361$3D7CA62B-5749-4B1C-BC7E-672919861AB2","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"e9ae99ab08d20a34e35995580cd0d8d4adf18994","datavalue":{"value":"https://doi.org/10.1155/2021/4651044","type":"string"},"datatype":"url"},"type":"statement","id":"Q1980361$C9888AC2-56BD-49B5-8410-9D57F51773BB","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"b8e6380be8912743bbf3cfe7c14cfd14afafd278","datavalue":{"value":"W3184508835","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1980361$DD16C409-7617-4336-B0BA-C42C8407EC85","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"d8702b33e19a03c008017c215fbac8151f890d3a","datavalue":{"value":{"entity-type":"item","numeric-id":820222,"id":"Q820222"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1980361$A77B672B-DBF3-419F-9BDA-4F3C7CD93570","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"971ac99c8dbd6d3696d62b4372ca27200722023e","datavalue":{"value":{"entity-type":"item","numeric-id":3557570,"id":"Q3557570"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1980361$648BFCC2-2249-498B-AC43-62437E21B3E0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"708e9a1c92ca241e21d0073e8f1b5561de522ede","datavalue":{"value":{"entity-type":"item","numeric-id":3005366,"id":"Q3005366"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1980361$77D55336-5C0F-4156-BEB5-01117857CD99","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3b7c00b91e907017b3c8dcfbb2744bccba433c7d","datavalue":{"value":{"entity-type":"item","numeric-id":3518409,"id":"Q3518409"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1980361$8E00A99F-F3C2-4009-B1F4-772BE8DDD458","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cc3f8ed3af222065c5210280406ecd13d92f005d","datavalue":{"value":{"entity-type":"item","numeric-id":1969723,"id":"Q1969723"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1980361$B94B991A-ACA4-4194-B064-E15DE2C39A5F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"edf5cafb389ec8cb4de316b7d4497529a7788a54","datavalue":{"value":{"entity-type":"item","numeric-id":3412547,"id":"Q3412547"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1980361$5FB2A662-87E9-43FA-8A65-09484A5A63C5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c95cba0044834d5d608c11f27c4af4debec06ced","datavalue":{"value":{"entity-type":"item","numeric-id":2752044,"id":"Q2752044"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1980361$062375C2-2A18-476C-B576-3ABD3FBCF284","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7d117942c8c32ca791ad71ed33b738e1c24aaaff","datavalue":{"value":{"entity-type":"item","numeric-id":4343010,"id":"Q4343010"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1980361$21938A64-1521-49FA-B778-D9EA58403608","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4152655a2946985bd6239e671494fe2e70756056","datavalue":{"value":{"entity-type":"item","numeric-id":4632758,"id":"Q4632758"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1980361$828B6B66-EBB1-4888-B313-39633A865964","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"33be46101fca7d015dfe54a00846c81f02a4db42","datavalue":{"value":{"entity-type":"item","numeric-id":4918190,"id":"Q4918190"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1980361$94A160DD-31EB-43A6-965F-3FF2BE47A4C9","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a33cc3eef5f1cdacece6bf6cff94d5b83ca5b512","datavalue":{"value":{"entity-type":"item","numeric-id":621757,"id":"Q621757"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6f8e370f18984c069902c499d5e72ce9b15d6a63","datavalue":{"value":{"amount":"+0.9146649","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1980361$E3C008D6-966D-4164-8411-F285CADB4D48","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"11365f0a85157b5a41789482ba76acf7cbbdca42","datavalue":{"value":{"entity-type":"item","numeric-id":3537384,"id":"Q3537384"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"54d26dc30aeeaf25e46985ce08196637fcfafcc0","datavalue":{"value":{"amount":"+0.9018408","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1980361$679512DA-2F3D-4B05-9CA2-0130A2723135","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4a342c97c7488229c533a19b402700fb38a250d8","datavalue":{"value":{"entity-type":"item","numeric-id":4551810,"id":"Q4551810"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"049724a63f14680cf1150938bfb90789093ce34e","datavalue":{"value":{"amount":"+0.9010052","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1980361$FBDB073F-9710-49D1-9A78-EBA78BC80584","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1806db46f0981a4e795cd432bb1ae563faea2d1f","datavalue":{"value":{"entity-type":"item","numeric-id":4563750,"id":"Q4563750"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"15e4ef937ed31f6aba8e9fc410c7c23add86baee","datavalue":{"value":{"amount":"+0.89970773","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1980361$8A29B029-5FED-4A4C-9B1B-A2D2914BFC4C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"152855214255f6f2fe35d2d82b1a0c2fd38520c9","datavalue":{"value":{"entity-type":"item","numeric-id":976453,"id":"Q976453"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c64fc93c13e715c02dc44f8c4f595fcbd86eb5c9","datavalue":{"value":{"amount":"+0.8918224","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1980361$0C7AD414-D18C-4B14-879C-B9D9C06B7451","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"52b62d7fe844076558bbc00e323fbfc80326cdbd","datavalue":{"value":{"entity-type":"item","numeric-id":629513,"id":"Q629513"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fada6f1a17296e00d27e800e890259bfa5f0d1d3","datavalue":{"value":{"amount":"+0.8893764","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1980361$619C86DA-5BC1-4F62-A8B0-719B40B32D20","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ab322c2c4cb315538045638a4304f1a0043edf65","datavalue":{"value":{"entity-type":"item","numeric-id":1648673,"id":"Q1648673"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9cddd168dd40e123cfa966c7b5803902f097f954","datavalue":{"value":{"amount":"+0.87791526","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1980361$4E95F140-3E6A-4B22-AB5E-AD96E85BBDED","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"05e7629b270aa527a5fdc9272beb74ff43b40378","datavalue":{"value":{"entity-type":"item","numeric-id":1697215,"id":"Q1697215"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"efb55c6625b8197feded2d46f20239c4c4977335","datavalue":{"value":{"amount":"+0.8745715","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1980361$14CF9D07-8013-4761-B575-69C9E22ACCAA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5f7a438f798060a3ee7d81a8a9140b24a15dc729","datavalue":{"value":{"entity-type":"item","numeric-id":2013643,"id":"Q2013643"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1a77e9f58099e95b49e587c3618214e988fbb7be","datavalue":{"value":{"amount":"+0.8730286","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1980361$FE1387A6-56B4-46BC-9A6B-0AC696F7FF0A","rank":"normal"}],"P163":[{"mainsnak":{"snaktype":"value","property":"P163","hash":"45fcd4163b5f33e6e8c784f5522d7246c0a1a61e","datavalue":{"value":{"entity-type":"item","numeric-id":57056,"id":"Q57056"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1980361$9B54D659-577F-494E-9DDA-699FECEF02DB","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:1980361","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:1980361"}}}}}