{"entities":{"Q2739981":{"pageid":2750720,"ns":120,"title":"Item:Q2739981","lastrevid":47672092,"modified":"2026-01-02T09:42:05Z","type":"item","id":"Q2739981","labels":{"en":{"language":"en","value":"Convex upper and lower bounds for present value functions"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1646422"}},"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":"Q2739981$4A06776C-BDD5-4DD4-A064-5F44C1A1B6EA","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"b120f2f8bf7b9adeafa6cb6fd7c3728ece21799d","datavalue":{"value":{"text":"Convex upper and lower bounds for present value functions","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2739981$B9A92C46-6D89-47E6-8DA8-E1AC44A9F130","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"46a5e921af483f803c53740d28762ba7f8a0e15d","datavalue":{"value":"0971.91030","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2739981$52D27B50-44FD-4494-BF37-F87C9F9DB6EC","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"93d38aaa929b4d01d164954f5b39618cda0f0e85","datavalue":{"value":{"entity-type":"item","numeric-id":414599,"id":"Q414599"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2739981$7A9D93D4-1593-4851-A10A-9F4FB826F0BF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"e88fe310406fab2f53da89d18ea46515a80c250f","datavalue":{"value":{"entity-type":"item","numeric-id":201406,"id":"Q201406"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2739981$446D8494-CE10-456A-A1DD-28EA693EC8CA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"ddb44d5cf7dfdd63c6c17e4a70227ed1c4f76c42","datavalue":{"value":{"entity-type":"item","numeric-id":201405,"id":"Q201405"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2739981$A2C77C2E-62E4-4F1B-AA98-83329789C5D5","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"f25b94b50fe7680e791bf89b311bfc2e650c6a4e","datavalue":{"value":{"entity-type":"item","numeric-id":69913,"id":"Q69913"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2739981$F208BDCB-7436-4E05-B8A6-42CF7F8BABA3","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"81f8906f510a1a7a3f5462e696b50f1cf7c22137","datavalue":{"value":{"time":"+2001-09-16T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2739981$2528908E-3611-49AB-898C-471868597A64","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"84d735c16e118d033a4d1221f77ae85b77b024b4","datavalue":{"value":"https://lirias.kuleuven.be/handle/123456789/118652","type":"string"},"datatype":"url"},"type":"statement","id":"Q2739981$8950DF19-45FF-45DB-8CDC-6B5CCC250B45","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"e54dfc2ecddf296ea542bd5ed5f10672d6b15158","datavalue":{"value":"91B30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2739981$EDE96BED-A7BF-4B79-A27A-16F6516174F1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"7b600a0bd525a05fa571487b461fe5ba90ad6e5d","datavalue":{"value":"91B28","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2739981$09C10D05-AE03-4D3D-B184-8D7D35103252","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"b8bf353e31984706bcab0bd6d2c359661dfdde59","datavalue":{"value":"1646422","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2739981$7D0AC596-69DE-4092-A3B7-D6E9DC6297EF","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"73bcd8673300bd3846738a9ba15b49e09ed0ea28","datavalue":{"value":"discount process","type":"string"},"datatype":"string"},"type":"statement","id":"Q2739981$AFBE694F-A19A-4B8F-B7B0-E15ECC534706","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8577fe835fa69e3921a4ae692135ff29f4ece4b7","datavalue":{"value":"present value","type":"string"},"datatype":"string"},"type":"statement","id":"Q2739981$F1014EE5-46DB-47DC-9042-EF656E86189A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"90144446eda8c7d4e352f5dd19d54d22ca9ce648","datavalue":{"value":"comonotonicity","type":"string"},"datatype":"string"},"type":"statement","id":"Q2739981$47E2682C-5C70-49F2-840E-241AEC35EAF5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a0298d2d59797f2b4171915ed2238bb3c86daaac","datavalue":{"value":"convex order","type":"string"},"datatype":"string"},"type":"statement","id":"Q2739981$07EB091E-01AC-44C8-AD5E-3B6C909BF5E5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"371282c543feab4941ec5048c1dc7cd9ad3e8b51","datavalue":{"value":"Vasicek model","type":"string"},"datatype":"string"},"type":"statement","id":"Q2739981$C4535E65-490A-4063-846E-B8BAD0065339","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":"Q2739981$3E8EF913-D7FC-45AF-98A7-10B308D3DD50","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"5328cd9d4e4f708033eb71175a98d1186be90f52","datavalue":{"value":"W3125914417","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2739981$B7AABB28-7DF2-4366-A3CD-9C1EB864C318","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"0cbb65187a5d6a2f9aa0238ba5e361b71d2a2f62","datavalue":{"value":{"entity-type":"item","numeric-id":5363838,"id":"Q5363838"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2739981$1B55ED91-7D85-4887-B007-8E53A7500AE5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3cf232d7fd6e386e14467c2d4dcbaf15057d4465","datavalue":{"value":{"entity-type":"item","numeric-id":4301147,"id":"Q4301147"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2739981$9F3DD084-BF45-4741-852D-1F2E210AB868","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bbf9b95d1e5958166e8df8eda2566ed1dd063bde","datavalue":{"value":{"entity-type":"item","numeric-id":1329899,"id":"Q1329899"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2739981$337D6977-C124-49D6-B624-2915551936BF","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"3b5735bec81be85920b2666b9bea1b3fbfc740c6","datavalue":{"value":"10.1002/ASMB.437","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2739981$B86794A2-BD81-49C8-B02F-2B92E6F7B44E","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"239d6c144558823e6be68d19d7c17ec52ebd8101","datavalue":{"value":"The authors consider the present value of a series of \\(n\\) payments \\(c_{i}\\) at times \\(\\tau_{i}, i=1,\\ldots,n\\) in the form \\(V_0= \\sum_{i=1}^{n}c_{i}\\exp(-\\int_{0}^{\\tau_{i}} r(s) ds)\\). Here the instantaneous interest rate \\(r(t)\\) satisfies either the Vasicek model stochastic differential equation \\(dr=(\\alpha-\\beta r) dt+ \\gamma dB\\), where \\(\\alpha,\\beta,\\gamma\\geq 0\\), \\(B(t)\\) is the standard Wiener process, or the Ho-Lee model \\(dr=\\alpha(t) dt+\\gamma dB\\). In this paper analytical upper and lower bounds (in convex order sense) for the distribution function of \\(V_0\\) are obtained. The accuracy of the proposed bounds is investigated by comparing their cumulative distribution functions to the empirical cumulative distribution functions obtained by Monte Carlo simulation.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2739981$E05CDA89-3EF3-488C-88F7-2B2CB58A509D","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"de1d1c2e1c6bfdfb0344bb0181fe84e959c1c5f9","datavalue":{"value":{"entity-type":"item","numeric-id":589933,"id":"Q589933"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2739981$F41D5616-4ABB-4BD6-A241-D41B34679A6F","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7c137eae30f1869d6420237fc5fe2a470fb30168","datavalue":{"value":{"entity-type":"item","numeric-id":1394966,"id":"Q1394966"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"774cf94d1cae7082bcc542db71379907503936f1","datavalue":{"value":{"amount":"+0.8350488543510437","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":"Q2739981$83E0EB7F-9021-472A-AF41-98E8D7C13F3E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"203c4f86d7659649d0fc21ab853d82fb11cf8a21","datavalue":{"value":{"entity-type":"item","numeric-id":2571217,"id":"Q2571217"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1f9d448b2da5228bb0851126825656603c090e6b","datavalue":{"value":{"amount":"+0.8272629380226135","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":"Q2739981$3DC0A3F8-9E0F-404C-BB75-633509EECE6D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c0a593b30f006f3b4e0572235cdf510a00df10d4","datavalue":{"value":{"entity-type":"item","numeric-id":3562645,"id":"Q3562645"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"76fb6caa2fe022befb6ade489b6dceac0b3e87cc","datavalue":{"value":{"amount":"+0.8123002052307129","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":"Q2739981$69BF692C-1BF6-44EF-A0B1-554C28F7B51E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9006a6c3b21b35f6a48470cd3b6e098fbd0a9d1c","datavalue":{"value":{"entity-type":"item","numeric-id":882461,"id":"Q882461"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c004764ccdd25b4ede255f6562980a7b9de42578","datavalue":{"value":{"amount":"+0.7920264601707458","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2739981$D4777F21-3431-4520-8849-45AC6000BC65","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5d0a09c180f1f02a9f1bd0d43b288bd0d76bed88","datavalue":{"value":{"entity-type":"item","numeric-id":4301715,"id":"Q4301715"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"869f63812a89eb61c4e1e8cab287ecac9e9eda33","datavalue":{"value":{"amount":"+0.7628615498542786","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":"Q2739981$2D428941-641B-47E2-A54A-3AEA2616738A","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2739981","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2739981"}}}}}