{"entities":{"Q3394435":{"pageid":3405138,"ns":120,"title":"Item:Q3394435","lastrevid":50756339,"modified":"2026-01-15T01:35:49Z","type":"item","id":"Q3394435","labels":{"en":{"language":"en","value":"Pricing and hedging of credit derivatives in a model with interacting default intensities: A Markovian approach."}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5600028"}},"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":"Q3394435$30751FEF-1BBA-467E-A019-F3EBA4E6B5F4","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"22959906b3a5a671e3c463237188eec823fe1123","datavalue":{"value":"1175.91005","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3394435$CE67AFA8-F02F-41A5-8809-D581A3441A1F","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"ca97677f27b01fca8e7e96837716ec6734516a9f","datavalue":{"value":{"entity-type":"item","numeric-id":964580,"id":"Q964580"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3394435$8861286A-E7DE-4FF8-B620-4D91B8116E63","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"049debda757703127da2fc03ca0a1b5b826f121d","datavalue":{"value":{"time":"+2009-08-31T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q3394435$9CE35404-50CE-419E-9198-C5831E1A83E4","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"dccdbd0e62d4e76222cc72ffd93ed1b71c389e37","datavalue":{"value":"91-02","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3394435$374D0852-251D-463C-BAB2-D622AEED8FAB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"b0e497fa25972a5e8a0353b17744210646653683","datavalue":{"value":"91B24","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3394435$ECA15B82-AD7E-4046-8995-37EA8A1CA64B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"23a0300312e4895eb419bd6ce7bc42505dc963fd","datavalue":{"value":"91G40","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3394435$FE684731-25E5-43D0-96A9-518C748108C4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3394435$D7649E51-5CA7-4B01-B08E-1DB7F509AC03","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"0089a20c4572cbf50e4412c274ec99b62b2c6f02","datavalue":{"value":"5600028","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3394435$ABAA8BC9-C4EF-4BBA-976D-844007FB6710","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8d3c49100a2cf5eb115f03cb4138ea7c631db19d","datavalue":{"value":"portfolio credit risk","type":"string"},"datatype":"string"},"type":"statement","id":"Q3394435$05880D79-817A-4AAB-B649-D929626F7A69","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"502cae27e0f2c0a6f9d1b59215f96e11cf832f8a","datavalue":{"value":"credit derivatives","type":"string"},"datatype":"string"},"type":"statement","id":"Q3394435$E66066C6-E192-4C60-AE4B-862C88A8C0C8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"bfd00cf486eab33eba48083c86ec8aa308bcb219","datavalue":{"value":"credit events","type":"string"},"datatype":"string"},"type":"statement","id":"Q3394435$60091840-3DD6-4FE6-802F-2DB15324D911","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"fe81bdb6086bf9d527c94bb90671901b6055e4b0","datavalue":{"value":"Markov chain model","type":"string"},"datatype":"string"},"type":"statement","id":"Q3394435$8462F72B-424B-4541-887C-75633355348F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9892bc6aa983d007e8b62d576da101f0a03cddf5","datavalue":{"value":"hedging","type":"string"},"datatype":"string"},"type":"statement","id":"Q3394435$4FE2CE22-2279-4956-BBDE-5F2EC9BAF941","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":"Q3394435$6734BEE4-1990-416F-BEE2-D030980FBDFD","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c37b9e75553eb27bacd9e9a33086bfedc1224b5e","datavalue":{"value":{"entity-type":"item","numeric-id":3168859,"id":"Q3168859"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a7334680e4b8b0e8f462009486116b59516851dc","datavalue":{"value":{"amount":"+0.8837389349937439","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":"Q3394435$00AF9769-DB79-4F8C-A6B0-2315138CB4C8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"56501461024af7c54ddf2bc3f69119ce82a25eba","datavalue":{"value":{"entity-type":"item","numeric-id":2771112,"id":"Q2771112"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2846df399043de0cff8886c2affa9fe7ea5c3436","datavalue":{"value":{"amount":"+0.8040627837181091","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":"Q3394435$1C78F92D-46EE-4957-88A6-D145FDFAE837","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c0a0736a1b914dfe6ba076acd31e85279f218541","datavalue":{"value":{"entity-type":"item","numeric-id":1933756,"id":"Q1933756"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5332213bc67b00b898a8342fdf43c368fbe00cb2","datavalue":{"value":{"amount":"+0.8023885488510132","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":"Q3394435$3B1BAF7F-66F9-48E5-B967-63B3D1457810","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5113a12e312b72c3889c3458add723279f1dcb1f","datavalue":{"value":{"entity-type":"item","numeric-id":3581638,"id":"Q3581638"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ae9fa1aac4ae23d3e401f8bb3c0109d613129641","datavalue":{"value":{"amount":"+0.8019479513168335","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":"Q3394435$8783C32F-F926-48B7-BA69-9CA671907B24","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b68282de60da49bde25c6b975af85969ca34c179","datavalue":{"value":{"entity-type":"item","numeric-id":4657105,"id":"Q4657105"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"95d1fe342fe89b2506df7ff00cd8f9a6f02051b7","datavalue":{"value":{"amount":"+0.8012987375259399","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3394435$BC601C3A-A5FD-4582-9BB7-5CC3D714EC71","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:3394435","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:3394435"}}}}}