{"entities":{"Q2288917":{"pageid":2299660,"ns":120,"title":"Item:Q2288917","lastrevid":53637434,"modified":"2026-01-25T11:40:46Z","type":"item","id":"Q2288917","labels":{"en":{"language":"en","value":"Computation of the corrected Cornish-Fisher expansion using the response surface methodology: application to \\textit{VaR} and \\textit{CVaR}"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7153546"}},"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":"Q2288917$BDFD8159-A156-4666-A439-A9216D955651","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"dcdfe514b53bb68891ba563a0d144e11af0db745","datavalue":{"value":{"text":"Computation of the corrected Cornish-Fisher expansion using the response surface methodology: application to \\textit{VaR} and \\textit{CVaR}","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2288917$51497519-CDD0-460A-9DCD-51F9E11C124F","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"00a56e84966f71798e31889577ed6edb44e624d6","datavalue":{"value":"1430.91131","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2288917$A3ACBC09-1B1A-4694-94B9-8ACE3BCDA663","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"03b4ba290cbca5ba17cce31c52183a0b0a5c1285","datavalue":{"value":{"entity-type":"item","numeric-id":1615787,"id":"Q1615787"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2288917$20D11B7F-0D81-4B53-B529-42B31209FC9E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"518bc42f61cc380e1a6a6d72ab6162232504befd","datavalue":{"value":{"entity-type":"item","numeric-id":1351707,"id":"Q1351707"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2288917$F2FE7592-304D-4BC3-B04E-6CCFBC017B97","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"9d571bef46c636fd0839f1fe908362d93aad927a","datavalue":{"value":{"entity-type":"item","numeric-id":2288916,"id":"Q2288916"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2288917$DAC6F00C-7E0B-4241-8220-E07FE6B22D60","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"8f57d1123ebbbd10d621b3552a672e7729202712","datavalue":{"value":{"entity-type":"item","numeric-id":59875,"id":"Q59875"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2288917$5623A39D-971F-4838-825F-78DA7332FE95","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"1edc8f8d7871fd6125d8f3ee3a75e4a85cf754ac","datavalue":{"value":{"time":"+2020-01-20T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2288917$4A6D8897-508B-4711-9D50-3A0D1E513091","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"5aebd1e2f37ac7804756da25eed3c017810ad161","datavalue":{"value":"91G70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2288917$13E79C7E-D694-45FC-AAC1-3C8BBA0B767D","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"b49a7ef26691827e6858cc641c72dc3e790ebc85","datavalue":{"value":"7153546","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2288917$D22B0D4B-A1CA-4387-AC12-D296D3388319","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"475885ea06157f087e73dc8798cccb99f49fc070","datavalue":{"value":"Cornish-Fisher expansion","type":"string"},"datatype":"string"},"type":"statement","id":"Q2288917$2E078871-0B49-4820-9A67-C729FF56C064","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a030e5a34b17020eaa5335d6440230c3741fbf29","datavalue":{"value":"response surface methodology","type":"string"},"datatype":"string"},"type":"statement","id":"Q2288917$9BC109FC-0A1B-453A-B898-226EC5604DE0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b4018334a74946ccd190fe4ec3aec0fafe95d8a7","datavalue":{"value":"quantiles","type":"string"},"datatype":"string"},"type":"statement","id":"Q2288917$7A4BFCC0-680E-4FF6-A8EA-2A4420D1DF28","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c47bacaff190e8fe82754d0c88d749d0459e25ae","datavalue":{"value":"value at risk","type":"string"},"datatype":"string"},"type":"statement","id":"Q2288917$7611CFE8-66BA-4512-9EDA-9B236D737EF7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"44c89c2af644eba2b4f27d4db9b90c844f51b236","datavalue":{"value":"expected shortfall","type":"string"},"datatype":"string"},"type":"statement","id":"Q2288917$A95A67A2-F4D2-48ED-924F-7D715FD281E5","rank":"normal"}],"P1463":[{"mainsnak":{"snaktype":"value","property":"P1463","hash":"9ad3eefbb5d60d181316be8b5e68d526674b3e66","datavalue":{"value":{"entity-type":"item","numeric-id":16600,"id":"Q16600"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2288917$84B7C6C2-5432-4CB7-9481-53408828BAFD","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":"Q2288917$0B897BFE-471D-46DC-A413-C6687D81233A","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"0b61b8ae0e6ce2c157624d2eb68a9decbdeaa803","datavalue":{"value":"https://doi.org/10.1007/s10479-018-2792-4","type":"string"},"datatype":"url"},"type":"statement","id":"Q2288917$F0D965C3-02BF-4C45-8B94-B4E2B6331DC4","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"ae0bdbb1f509bc5a0dfd98dfa88e0cdf4ffc6740","datavalue":{"value":"W2787207162","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2288917$FBF4A8D7-C1C0-4C44-8A95-CFD2D122C02F","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"dfeb69db1fe5b127ae519aea2957e67db3478211","datavalue":{"value":{"entity-type":"item","numeric-id":2757301,"id":"Q2757301"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2288917$975256ED-4582-4C35-8DE7-B2978B48DD28","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"77a45577d90f7589a8b255ab7f116c516fbc2fcc","datavalue":{"value":{"entity-type":"item","numeric-id":3399070,"id":"Q3399070"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2288917$04FB9177-FE94-44B9-B009-B7720B760952","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f901bcb5108b4ac441b82f8d3e2cd1365d8939d7","datavalue":{"value":{"entity-type":"item","numeric-id":847815,"id":"Q847815"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2288917$779FD361-6DCC-457E-9007-0A64DE7541EA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"02ecc19807e1531165ff09841b3495c983ccbe50","datavalue":{"value":{"entity-type":"item","numeric-id":3118896,"id":"Q3118896"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2288917$AC2047F9-4C72-4766-90F4-6992A0F21179","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d403cad1074c9599c19e491fbe1d83f66d0b1c25","datavalue":{"value":{"entity-type":"item","numeric-id":2641928,"id":"Q2641928"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2288917$0EFE238B-3C8D-4FBF-A1DF-15B1F7A15770","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b9dbba2deb07bb93d1d7abd658747ff6f17e3a2d","datavalue":{"value":{"entity-type":"item","numeric-id":3526096,"id":"Q3526096"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2288917$CBAF94E5-E2C4-4331-B202-27D22B853BCB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6b34fc372361f378bfe74c045e27f67e9a9d82dc","datavalue":{"value":{"entity-type":"item","numeric-id":1926843,"id":"Q1926843"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2288917$482AE8BB-4A40-48F1-B4D4-5D4C382BA9F7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"87f43582858f188fe73fb7edf7357ec1cc92bad2","datavalue":{"value":{"entity-type":"item","numeric-id":5792688,"id":"Q5792688"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2288917$44BC8462-5D73-44DD-958F-BD3652CCC1B8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d25d87ee203d8fa8cf16afb92b257609e2c2d387","datavalue":{"value":{"entity-type":"item","numeric-id":4252681,"id":"Q4252681"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2288917$D923CBF9-C826-4344-B8B3-5AAE278923BD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c0b2e9c2865031f21245098f655c70f3965b2fe5","datavalue":{"value":{"entity-type":"item","numeric-id":2790294,"id":"Q2790294"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2288917$328D2B2A-4211-4ED1-A237-9F8383C149FA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"772b2b1da5b4623ff6c14c09697e783560652374","datavalue":{"value":{"entity-type":"item","numeric-id":4555123,"id":"Q4555123"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2288917$90CC0F1E-043C-4F7A-9F55-E28CCBE3F969","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6b13439a3f628aa6aa3fca7b5642921cfabe4d02","datavalue":{"value":{"entity-type":"item","numeric-id":3509855,"id":"Q3509855"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2288917$1CD17319-8352-4EBB-BD6D-C06A0CDD4BB1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e78a0ef9a7f50d5b1c4aecac3f84862454294f3c","datavalue":{"value":{"entity-type":"item","numeric-id":2739344,"id":"Q2739344"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2288917$AC565AC2-8159-47F7-90B2-4E4BE8AAC8BC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"10761eb57c1c02df1cf958f5ec3f48993dbc03af","datavalue":{"value":{"entity-type":"item","numeric-id":3063860,"id":"Q3063860"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2288917$C1E36A1C-7D62-4A74-A7EC-8A4F0111AF6F","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"717a67289c37307226f0afa50c212a39390dc920","datavalue":{"value":"Q130200968","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2288917$D4AF2478-65C4-42F3-8558-B12C756A1E9B","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"dcca9534d799e4217dbbd58cbe34b062134ef817","datavalue":{"value":"10.1007/S10479-018-2792-4","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2288917$2ED88D73-E1E7-43CF-867E-2B80042407E1","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1af363995aef4363f62e1d8b843148ea8ca75c3c","datavalue":{"value":{"entity-type":"item","numeric-id":420541,"id":"Q420541"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"71607639ce0fb49ed04c6db8c263ab4c15a1797c","datavalue":{"value":{"amount":"+0.7881333827972412","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2288917$16992AF3-7048-4DA3-B9E4-DE72C577544F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"edea4a945c7643a457f9168968732bb966bb53dc","datavalue":{"value":{"entity-type":"item","numeric-id":341743,"id":"Q341743"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"607fcfd8642594044cb6a6b8c346363eacf53940","datavalue":{"value":{"amount":"+0.7754760980606079","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2288917$055E9C56-32D4-453B-93F1-0EE6827CC6B1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ec46d3f85da689f4012b25384ceafa3d81aeac23","datavalue":{"value":{"entity-type":"item","numeric-id":3178631,"id":"Q3178631"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5ffceb576440e505a747f05413dbad87e1a76b82","datavalue":{"value":{"amount":"+0.7623478770256042","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2288917$92CC17F7-DBAB-4166-960D-F834A57CDA84","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"62ee116ddfb42c22fbedc7322232f1af8f0c755e","datavalue":{"value":{"entity-type":"item","numeric-id":2199131,"id":"Q2199131"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7bb751699443f292d90bc0258f414fdb4ada8e3e","datavalue":{"value":{"amount":"+0.7479982972145081","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2288917$47994CC5-120C-4BC8-B260-A038B4D972E9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e5bf660debb1f26bbf79a966532a794c1d79a0fb","datavalue":{"value":{"entity-type":"item","numeric-id":4210846,"id":"Q4210846"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2984805475c44e03f77c56220f8e17c9bb0181bf","datavalue":{"value":{"amount":"+0.746791660785675","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2288917$62CE4F19-6BF8-4E87-A4DB-8CD1E9B63843","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2288917","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2288917"}}}}}