{"entities":{"Q3144061":{"pageid":3154777,"ns":120,"title":"Item:Q3144061","lastrevid":79977215,"modified":"2026-05-06T15:09:13Z","type":"item","id":"Q3144061","labels":{"en":{"language":"en","value":"Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management in insurance and finance"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6113304"}},"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":"Q3144061$BB5F54FF-5601-4BBB-B9E6-AADC70BDE3BD","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"f9ff8691b71a223a5704b86631f7ff3474e86794","datavalue":{"value":{"text":"Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management in insurance and finance","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q3144061$1D109FDD-C778-41A7-A629-6F4F138EF496","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"8392ba5fa8dfc01f8f4b7644afadd92392a6fade","datavalue":{"value":"1254.49024","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3144061$9F6EDE6E-3110-4362-8DBE-536DCB0FA257","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"cc2aaa017653e07032f8591c8b88b533d1b5692e","datavalue":{"value":{"entity-type":"item","numeric-id":354260,"id":"Q354260"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3144061$5C7B864F-06E3-412F-AF4D-33C9FD36CE88","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"1ed59dcb6c22a3f72d18f345b0cb36c94e9f16a8","datavalue":{"value":{"entity-type":"item","numeric-id":2787094,"id":"Q2787094"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3144061$65353868-CA15-44B8-A2EE-A7F220B8AF2B","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"dff58ac691764932e2d1883ecce372141126289a","datavalue":{"value":{"time":"+2012-12-06T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q3144061$C61417B0-C553-4D11-AE8A-5D42DA34E044","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"445c00d65fd2ca51ef927b2f4e4ae3cc230c2780","datavalue":{"value":"https://arxiv.org/abs/1005.4417","type":"string"},"datatype":"url"},"type":"statement","id":"Q3144061$21AD4D95-4FCA-4094-B322-53EF293E851A","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"7d549dacfd75da173dfbf0cca36305f043cdcb80","datavalue":{"value":"49N90","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3144061$0519C1DA-DD36-4173-ABA2-FD9796C22601","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"772afcc76afc6ed455612e61ae15c7b17b2b953a","datavalue":{"value":"60H30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3144061$865A7746-EAAA-4EB6-A7DC-C78F418B9973","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"07c259578e4daea8f68034612afe756bcdd16ef7","datavalue":{"value":"60G99","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3144061$A2E3E1DB-D66F-4F78-A67C-F1A8D6AB6990","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"7f918b855cc4e1ef3c50dee94916276dca231342","datavalue":{"value":"91G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3144061$CC5E51D7-E542-4DF6-9408-A1A2CD48F829","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3144061$EED1D750-A7FE-4AF1-9FCF-0A2C90191033","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e54dfc2ecddf296ea542bd5ed5f10672d6b15158","datavalue":{"value":"91B30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3144061$63A89A56-0CED-4508-AEB9-C5D30EB3A2E0","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"c43b00212e54a3052912a7de7e76e9ee95c2029a","datavalue":{"value":"6113304","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3144061$DF831A58-C969-4AAB-8988-B4BF610EA6E4","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"22766f178bae6b25ed27be57cbbad970e7ac8cef","datavalue":{"value":"backward stochastic differential equations","type":"string"},"datatype":"string"},"type":"statement","id":"Q3144061$3AF507B5-3160-40D2-B10F-7BA886669C71","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"bce5a2a2e3d69d23e5c4fd6fc06996b0d3d641e9","datavalue":{"value":"asset-liability management","type":"string"},"datatype":"string"},"type":"statement","id":"Q3144061$BDE196D8-1740-458C-AF3E-D1C8B1E0A535","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d864b6b3f0b5d8bdaa11e7c7447746b01bb8a9de","datavalue":{"value":"participating contracts","type":"string"},"datatype":"string"},"type":"statement","id":"Q3144061$642BB306-AE4B-4862-A30C-93DC268D53AB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e8a7e4bf095d82e06748c90df5dc1ce051908a44","datavalue":{"value":"variable annuities","type":"string"},"datatype":"string"},"type":"statement","id":"Q3144061$3AF6A6B0-9180-4DA7-BA1E-7058A4E4B30E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"14aba19c31c3bf42d8cb2592a9b73eb4af8a85b9","datavalue":{"value":"capital-protected investments","type":"string"},"datatype":"string"},"type":"statement","id":"Q3144061$7C6BB364-1C27-48A7-8FBA-A2B47985A690","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8481bff907e92fe6723492bebabf06f4f9fac72a","datavalue":{"value":"performance-linked pay-offs","type":"string"},"datatype":"string"},"type":"statement","id":"Q3144061$039803D5-2A62-4805-AFC0-CD29E22AC65F","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":"Q3144061$3D17CD98-DB82-4EBF-8BCC-AC8D734C1E01","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"0c3741efa4e6de68cf2a3d50152f5cc35bac0c3d","datavalue":{"value":"W2142054485","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3144061$0004BC9D-90FC-40AC-9DEB-B8106F74CDEE","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"d1435dc0306979bbb28c83e10bbef715cf59a8b7","datavalue":{"value":"10.4064/AM39-4-5","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3144061$EAB513C3-A2CA-428F-9EAA-1A3D6DBA26DB","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4a0cc3821245ded358a9e2328494e9b328050327","datavalue":{"value":{"entity-type":"item","numeric-id":2904313,"id":"Q2904313"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d9fcba7bf6418bcef3cff25c1a52e6900a094d91","datavalue":{"value":{"amount":"+0.7541560530662537","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":"Q3144061$59E49F52-07E1-4ECC-A74D-723344E7A179","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0b3ea062c3fd422761034eb6ff7447c204087822","datavalue":{"value":{"entity-type":"item","numeric-id":990389,"id":"Q990389"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7171230c7c5d04f9f3f138604e532fc4386dc434","datavalue":{"value":{"amount":"+0.7530016899108887","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":"Q3144061$3C2C8864-1C0A-4960-AB7A-16A4C4613A39","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e4803bf1cd5c00e4c7f69934d8c619a6c56fb5bd","datavalue":{"value":{"entity-type":"item","numeric-id":4372051,"id":"Q4372051"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ecab8154cf4842b98b1e7b740de3d0be744bac86","datavalue":{"value":{"amount":"+0.7449602484703064","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":"Q3144061$2326FA3A-52EA-40C4-B215-8FE3269D54E1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"cfe41bb888eff080b251ab57e1a4440d75399bfb","datavalue":{"value":{"entity-type":"item","numeric-id":3509035,"id":"Q3509035"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4ebb79b7aa1208e14eafd18994c00c7027a63392","datavalue":{"value":{"amount":"+0.7418490052223206","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":"Q3144061$63107B72-8021-4554-9B7F-12937DAE0CEA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b3eb2e7f7f1207b1a385f02f188073047ebd2caa","datavalue":{"value":{"entity-type":"item","numeric-id":1721913,"id":"Q1721913"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"cbf3989c13a02f7a8d65a45befd73cc8a38fd863","datavalue":{"value":{"amount":"+0.7390968799591064","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3144061$BDF51178-DF59-469E-9A2D-E4D0C0574612","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management in insurance and finance","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Applications_of_time-delayed_backward_stochastic_differential_equations_to_pricing,_hedging_and_portfolio_management_in_insurance_and_finance"}}}}}