{"entities":{"Q2772052":{"pageid":2782790,"ns":120,"title":"Item:Q2772052","lastrevid":47743996,"modified":"2026-01-02T14:16:56Z","type":"item","id":"Q2772052","labels":{"en":{"language":"en","value":"Self-similar processes as weak limits of a risk reserve process"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1706595"}},"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":"Q2772052$36662126-74BD-42B2-BB59-C3E924F600B1","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"0c793dc7ce0394bddb615495bed2c270d0fc0981","datavalue":{"value":"1007.60025","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2772052$8148C2B9-DD7F-4BF4-883F-B77F40648860","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"faf7a95b89a004fc21ead55816ec46be6add8d09","datavalue":{"value":{"entity-type":"item","numeric-id":1413412,"id":"Q1413412"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2772052$A4474FB6-73DF-49BB-8FBC-73740B2D984D","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"e53cf98f1180bc6cc83969e8a66733f9be7d258d","datavalue":{"value":{"time":"+2002-02-18T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2772052$B1CB05A9-E0B3-4C8B-8FA6-2492045EBA29","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"9c26edc64a90bba56c1183f94fc53f8fb4f27024","datavalue":{"value":"60G18","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2772052$03603B81-B9D8-49E1-A6AC-13A1F7B58617","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2772052$02A3C095-8917-4BB8-B54D-73FDC4FAB09B","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"b7892d467f3a739fc7b0a894f013854c04033b4f","datavalue":{"value":"1706595","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2772052$9288D68F-75EB-4FA7-9392-2A8D458FDA39","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1abd5e305c1a3926abf66084050c926c4f69890f","datavalue":{"value":"self-similar processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q2772052$A207626C-5DD8-4EFD-ACCB-2F0309CADF15","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0dec78b27ae70c01aa99b806e587cd6b80a9e186","datavalue":{"value":"risk processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q2772052$E8825DCB-56A6-4002-BBBA-69A73C9A4BED","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d85dfbb8c12f264dfb39c3a4d5addbdad662ffe2","datavalue":{"value":"ruin problem","type":"string"},"datatype":"string"},"type":"statement","id":"Q2772052$C6BF4C23-C20E-43DE-BEAB-BCDC4C9BC353","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":"Q2772052$3C917625-6C51-4464-9D0E-01A5610FF047","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"1a598f42d62fe335174743901331a5007b947615","datavalue":{"value":{"text":"Self-similar processes as weak limits of a risk reserve process","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2772052$7E564177-A828-4710-9032-8AA118176A0F","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"1509c0f5ddcdf1a5df6b97a8d27905d8f2131595","datavalue":{"value":{"entity-type":"item","numeric-id":4999831,"id":"Q4999831"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2772052$12D3D353-6B1E-4212-8D22-C8D946586C5B","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"7a14c07ba77cc98c909405053a01feb130d76702","datavalue":{"value":"The traditional collective risk theory is expressed as \\(R(t)=u+ct-\\sum_{k=1}^{N(t)} Y_k,\\) where \\(u\\) means the initial capital, \\(c\\) is the interest and \\(Y_k\\)'s are independent risks with finite variance which are controlled by a Poisson point process \\(N(t)\\). The author tries to weaken the asumptions. He treats the above formula: \\(N(t)\\) is not Poisson, \\(Y_k\\)'s are identical distributed but are strongly dependent. He obtains an estimation of the ruin probability NEWLINE\\[NEWLINE\\Psi(u,T)=P(R(t)<0 \\text{ for some } t \\leq T) \\sim_{n\\rightarrow \\infty} P\\{\\inf(u+\\theta\\lambda\\mu s -\\lambda^H X_H(s))<0\\},NEWLINE\\]NEWLINE where \\(\\theta=c/(\\lambda\\mu) -1,\\) under the assumption that \\(\\sum(Y_k-\\mu)\\) converges to a self-similar process \\(X_H\\).","type":"string"},"datatype":"string"},"type":"statement","id":"Q2772052$BC65746D-50F2-4C89-B374-E9A577260137","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0a51491777d8fc6e742d3564c992c418c7725eb4","datavalue":{"value":{"entity-type":"item","numeric-id":1277066,"id":"Q1277066"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"500c236c1b3ca655109156ebbeaf33b6f18775d4","datavalue":{"value":{"amount":"+0.8421425223350525","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":"Q2772052$8C77510B-407D-4925-9A2D-6CC52C742C4D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"20c935c34dbbf47a0115f6aaffc8fe78b6a0e1aa","datavalue":{"value":{"entity-type":"item","numeric-id":2740067,"id":"Q2740067"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"500c236c1b3ca655109156ebbeaf33b6f18775d4","datavalue":{"value":{"amount":"+0.8421425223350525","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":"Q2772052$16142C6C-DE9D-41B4-BE28-C36D1ABABB09","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0aa01e757475cba1719f900ba010a303248a10b0","datavalue":{"value":{"entity-type":"item","numeric-id":4230781,"id":"Q4230781"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a19b7ad4a57f4df6e3444175d509d0ce79cad250","datavalue":{"value":{"amount":"+0.8031075596809387","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2772052$BFFC830E-88C7-4EE1-8E8A-D2FF9F3D2A7B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c4571558ae871f0aea3eb01829f3b4c6bfa4d0eb","datavalue":{"value":{"entity-type":"item","numeric-id":1382123,"id":"Q1382123"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"797b38ffb1bda058f2a8f9803289ea66125f65fd","datavalue":{"value":{"amount":"+0.8013678193092346","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":"Q2772052$5C58A7E0-D762-46B5-979E-0923B822B9C0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e7ac5f7828c594f6a1ca64e6ce7ba00c4cbe8c73","datavalue":{"value":{"entity-type":"item","numeric-id":4791427,"id":"Q4791427"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"74fe0ea82c702fd95246e118c6360ca64dd38a63","datavalue":{"value":{"amount":"+0.7967765927314758","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2772052$DF07E877-AADF-4BBA-ADEC-C30DD6205327","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2772052","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2772052"}}}}}