{"entities":{"Q2332768":{"pageid":2343511,"ns":120,"title":"Item:Q2332768","lastrevid":53580827,"modified":"2026-01-25T09:05:46Z","type":"item","id":"Q2332768","labels":{"en":{"language":"en","value":"On the uncertainty of VaR of individual risk"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7126215"}},"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":"Q2332768$E17B1324-6AAB-4B46-8CE2-703FB427B661","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"91c2fbc559762daad95489592d127474b7efac71","datavalue":{"value":{"text":"On the uncertainty of VaR of individual risk","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2332768$8789EF4B-2AFB-4310-980E-9550FE6CE1B2","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"fe1f210306f96c220cb8d317520b3238791c96c0","datavalue":{"value":"1430.91133","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2332768$102FEAEC-041C-4608-AC01-3D93E01223EE","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"c0707ded16cd53017e7376c8f98eedbd862b18c8","datavalue":{"value":{"entity-type":"item","numeric-id":350144,"id":"Q350144"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2332768$ADE88835-5557-4709-A838-20AA675EC4CF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"4840772afe8708d7a839573806f49b4b50fe14f2","datavalue":{"value":{"entity-type":"item","numeric-id":322718,"id":"Q322718"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2332768$0AF9B17B-5D23-42AF-BF4E-417BFD6E57B1","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"9291c21615d62497aa2bb6404791ba4d7844695d","datavalue":{"value":{"entity-type":"item","numeric-id":61355,"id":"Q61355"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2332768$FB7EA187-4EE9-4B53-AA94-4866986051D6","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"bccc622163907dce47b152e149fdc3cca7991b48","datavalue":{"value":{"time":"+2019-11-05T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2332768$A8C024CD-A1E3-428E-9865-092834E492F4","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"cf4282cc9b6233616fa4c0af465587024cb2e4e0","datavalue":{"value":"The authors study the effect of uncertainty on VaR by considering a set of uncertainty measures. Using the relationship between VaR and distribution function, they transform the non-convex VaR maximization problem to an associated convex optimization problem. The robust VaR and an associated worst scenario can then be identified. The robust VaR is found to be the VaR under the physical probability measure with a higher confidence level, and the adjustment on the confidence level is independent of the distribution of the loss. The worst scenarios obtained are concave distortions of the physical distribution. It is shown that the choice of the loss model is still important when there is an uncertainty model.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2332768$9AC03150-740D-4015-BB45-9F65130A8149","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"5f7441be64b8499c70b7e03f07a670da8ab6fb7c","datavalue":{"value":{"entity-type":"item","numeric-id":589935,"id":"Q589935"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2332768$DA938178-BCD4-4B7E-A1B6-315E152C00A4","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"5aebd1e2f37ac7804756da25eed3c017810ad161","datavalue":{"value":"91G70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2332768$29BA757B-C5C2-4EFE-B3FE-8FA60DF374F4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"dca30a6ec24eddc05bb2fc77670e5d2e11d3deaf","datavalue":{"value":"91G05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2332768$7F2F3E8B-CE1A-4B45-BE07-BD6270C7F80C","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"4d0197294dd553702caa89493546dc438e6f5ceb","datavalue":{"value":"7126215","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2332768$B2ADD3D8-7BBF-45EF-A1FD-160ECE8E8293","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"36fcc5187138dbc1674a065bb674122a597aba1c","datavalue":{"value":"uncertainty","type":"string"},"datatype":"string"},"type":"statement","id":"Q2332768$D8CF877A-0D62-431F-A2E3-27125C17E762","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c47bacaff190e8fe82754d0c88d749d0459e25ae","datavalue":{"value":"value at risk","type":"string"},"datatype":"string"},"type":"statement","id":"Q2332768$6C3D0764-80F2-40EC-B653-12EB149CDD7C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0a33efb8eb668b348eaac1090a400221326811f6","datavalue":{"value":"worst scenario","type":"string"},"datatype":"string"},"type":"statement","id":"Q2332768$EA755396-16F1-41F2-887B-04FFC29E966E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f762bc1a389b4540cd169b666dbaf1a8451c7cb2","datavalue":{"value":"robustness","type":"string"},"datatype":"string"},"type":"statement","id":"Q2332768$B9147EE6-07E0-4EE2-B305-2A563AEF197B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b24437f1aa9424d2807107d55fc9fd4837dea65a","datavalue":{"value":"confidence level","type":"string"},"datatype":"string"},"type":"statement","id":"Q2332768$5F6B560A-5031-4406-A036-F412A75DA910","rank":"normal"}],"P1463":[{"mainsnak":{"snaktype":"value","property":"P1463","hash":"4e167f4954019eb8a27a945aab5b56ed28e0b14b","datavalue":{"value":{"entity-type":"item","numeric-id":23304,"id":"Q23304"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2332768$6C89D4EC-B8FA-463D-8656-1045B71A94FE","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2332768$D45500F1-86D5-490A-87A2-7BEDA33C4E28","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"787aa8ff1b3deffcd00c1c339508fc8af324666d","datavalue":{"value":"https://doi.org/10.1016/j.cam.2019.112468","type":"string"},"datatype":"url"},"type":"statement","id":"Q2332768$DCC9BF68-B7DD-4EB2-A315-4913765CC0A2","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"f99c48ba561006f65fefa1d783839e767f021143","datavalue":{"value":"W2973808503","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2332768$63A8891C-8013-4916-8FAE-74A8A6CA167D","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"0fd7bfa9a68b4eb1873fa2a317b6edd6f46f0b30","datavalue":{"value":{"entity-type":"item","numeric-id":313597,"id":"Q313597"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2332768$FF04A7C6-433A-4345-9BF9-1F0B93A619EC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"49a1888cbb82d3f43c0aadda268cc4efffba2264","datavalue":{"value":{"entity-type":"item","numeric-id":1935272,"id":"Q1935272"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2332768$09F6C807-3A47-457F-8535-20750D563149","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"db7bfce28b5d07210729f0db317bf5b0070a2419","datavalue":{"value":{"entity-type":"item","numeric-id":5427659,"id":"Q5427659"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2332768$B75775AB-9074-4AA7-A646-B541F41AF738","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6796b6f88348c07d41aca279b04a68df61f1f1bc","datavalue":{"value":{"entity-type":"item","numeric-id":4921214,"id":"Q4921214"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2332768$A9BD128F-D47B-4BDA-BC7E-53CD732108D9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9f250557be1cf2d50926c154e65a5b49dd7747e2","datavalue":{"value":{"entity-type":"item","numeric-id":938052,"id":"Q938052"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2332768$F59B230E-902C-45D7-8FB8-80808BE587BF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ec0d559b86fbf45030f0ea9cde68738da5d56ca2","datavalue":{"value":{"entity-type":"item","numeric-id":3569712,"id":"Q3569712"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2332768$1398EAC0-6B5F-47C4-AB08-8B49C985F647","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"06e458f46eb967ea13678eec30cf3528fc407bf1","datavalue":{"value":{"entity-type":"item","numeric-id":1122462,"id":"Q1122462"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2332768$3B225EAF-6413-4BF4-BAA8-87E1AE6B9EFF","rank":"normal"},{"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":"Q2332768$2EEFF4BA-6FBC-4F39-9495-ECC6901FAFA8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d4fe12ce1a69ffa4043a8a8feb568e6c0f79c6f1","datavalue":{"value":{"entity-type":"item","numeric-id":2386659,"id":"Q2386659"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2332768$745CD39E-E087-472F-AC87-95CA010C74A8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"66968a0e2f96a4e7aef9cbf9d97cf8d97d44d131","datavalue":{"value":{"entity-type":"item","numeric-id":2260946,"id":"Q2260946"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2332768$FEF96F1D-6B5A-4937-8D55-F2AD236B2914","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7904978bbd8de9c0885a49dcb8c4dc0dfce82fc0","datavalue":{"value":{"entity-type":"item","numeric-id":3392069,"id":"Q3392069"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2332768$E6A5278B-DF7C-431B-A9C6-527F34072767","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"19006b4b67040981e7efe0e659deefd0196f771a","datavalue":{"value":{"entity-type":"item","numeric-id":3115860,"id":"Q3115860"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2332768$C08C35B5-FDBE-47B3-A670-4873B5CA50B5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c9be8aa3c37af858010d500e2ee9cafeaaf3864b","datavalue":{"value":{"entity-type":"item","numeric-id":2256312,"id":"Q2256312"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2332768$000FC902-6C68-4801-AF83-EE9BA04A89C8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b363067d6fb63a1fcd76f398484dcf8515eba992","datavalue":{"value":{"entity-type":"item","numeric-id":322719,"id":"Q322719"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2332768$184553D1-96FC-4BFF-B31E-58EE3545596C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7d0a21b0f6ac9624253a45b4fe1dbb06860836a5","datavalue":{"value":{"entity-type":"item","numeric-id":2567093,"id":"Q2567093"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2332768$BADD68CE-BF0B-4A57-AA72-2FF56F0ECBB2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d02055267b6b3beb40fd8be08ec31d94a40c38ab","datavalue":{"value":{"entity-type":"item","numeric-id":1017758,"id":"Q1017758"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2332768$AA161FD2-DF6E-4DF5-BD8E-E51833959419","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bd1bd2ad892bfcd2dcb55c5b5f82424849e6287d","datavalue":{"value":{"entity-type":"item","numeric-id":4267848,"id":"Q4267848"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2332768$65CC6E25-B9DA-4435-97DF-71FB91CEB73D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cb42d369d532d19bee2cdf80b748577dcd55c292","datavalue":{"value":{"entity-type":"item","numeric-id":5718087,"id":"Q5718087"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2332768$292288E6-2B5D-4DBA-B4EF-84A674A8AC52","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1f21bff4b67bde4aa9d76427d8c13d4842b67459","datavalue":{"value":{"entity-type":"item","numeric-id":3424141,"id":"Q3424141"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2332768$0AECCC2F-FE4A-437A-A3B1-E6E7EE841FD0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"536e58f81c967cb096a498457561e001ef8c0762","datavalue":{"value":{"entity-type":"item","numeric-id":5242233,"id":"Q5242233"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2332768$7B302138-82BD-4D84-A054-12B673A8B810","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"98c218a4a43d8de76d574538505772bdd4a1c156","datavalue":{"value":{"entity-type":"item","numeric-id":5253267,"id":"Q5253267"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2332768$3BFF80B8-8A7D-4B95-B165-0202D9BBF02A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"819591b0d2eca4ee312ea5b92a85c68cb40f9c72","datavalue":{"value":{"entity-type":"item","numeric-id":4726013,"id":"Q4726013"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2332768$2A8F01EF-372F-444E-974F-4DAF8A7D91C8","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"38291b6ad2469daa849097db2950c016c1a2f709","datavalue":{"value":"Q127196131","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2332768$7F7A5E7E-E661-488E-B69B-7E6EB4A9CC2B","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"e3c6fccc8cc380d852534f2d47e9a38f34348f60","datavalue":{"value":"10.1016/J.CAM.2019.112468","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2332768$1F9ADD58-4FA4-4193-B8F8-955C404A1757","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b858036b146db563d9d021c41b32be03a4aea39d","datavalue":{"value":{"entity-type":"item","numeric-id":4431289,"id":"Q4431289"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d9f976e05caba7793ee3a4b67bf41abd2f5b601d","datavalue":{"value":{"amount":"+0.7754677534103394","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":"Q2332768$96AD3A53-76F5-4FC4-9C17-095EC724E3AD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9aa08f6d3b2c5dba45137650a34b73ec4a1415ab","datavalue":{"value":{"entity-type":"item","numeric-id":2025187,"id":"Q2025187"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"03321cff2e4d60dc3633fdf385d91b84acedbc82","datavalue":{"value":{"amount":"+0.7698589563369751","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":"Q2332768$310F2125-A9E7-40F3-9BF6-995F8BA8EDA1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"71c9704ec07d616849884f193476f230add30a12","datavalue":{"value":{"entity-type":"item","numeric-id":889621,"id":"Q889621"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"debe439bd6c80fcdceaa75c13d2e6278d9c874f3","datavalue":{"value":{"amount":"+0.7613076567649841","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":"Q2332768$2A4ED45E-D402-47AE-9D10-3C6985B841BB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"79f400f9e703f6b777dcb5c53a8d2e7cbeb0c660","datavalue":{"value":{"entity-type":"item","numeric-id":4408637,"id":"Q4408637"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b1ef670f99d254535b83813e48f0ec1f8b5dd3b1","datavalue":{"value":{"amount":"+0.7555080056190491","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":"Q2332768$1512DD5F-0D35-4377-BA99-AE51557D7B19","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"726f9ec50e64d1829aa4dbcd1fe14cfd5fdd1145","datavalue":{"value":{"entity-type":"item","numeric-id":3385131,"id":"Q3385131"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6d5c789ba53b20303eef737b2733260ea9305dec","datavalue":{"value":{"amount":"+0.7494184374809265","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2332768$B10D8D38-2475-40F0-ADA7-12A16B137C0F","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2332768","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2332768"}}}}}