{"entities":{"Q384225":{"pageid":385992,"ns":120,"title":"Item:Q384225","lastrevid":61432116,"modified":"2026-04-10T23:20:00Z","type":"item","id":"Q384225","labels":{"en":{"language":"en","value":"Pricing maturity guarantee under a refracted Brownian motion"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6233813"}},"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":"Q384225$0829C744-1CE8-4B80-9F04-0BC87AC3D441","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"473f6c1aa9b6b072b0ee578d229b9bcce8f294ee","datavalue":{"value":{"text":"Pricing maturity guarantee under a refracted Brownian motion","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q384225$1E1840E9-867F-4676-A326-1606FE1EEAD7","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"c9d09b1832a9b05d82d5aca7a89bd7af6aea5eb2","datavalue":{"value":"1284.91538","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q384225$36EF6D0F-CA8B-4836-8329-2516BEDE5586","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"3fb426da64bd6cbb7fc4cdb7943aeea469e71739","datavalue":{"value":"10.1134/S1995080213030025","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q384225$04C364E8-B7AA-409C-AA81-492E508E1F66","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"2e383d5c447e5f7103b78b756d0b4b0c9526fbcd","datavalue":{"value":{"entity-type":"item","numeric-id":262534,"id":"Q262534"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q384225$6C8FC0D6-54B5-4F92-967F-ACFEBCB79C61","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"cbd18e6e294be3f6f718543fc05f0e605df6face","datavalue":{"value":{"entity-type":"item","numeric-id":323614,"id":"Q323614"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q384225$FE8402C8-7F4F-400E-B36A-181E3BC528D4","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"fdd8bc36a3bd1e23ed77b21c053f051997e685b8","datavalue":{"value":{"entity-type":"item","numeric-id":69786,"id":"Q69786"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q384225$0306B8A3-9600-4026-BDF5-D1C015FAF184","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"b6682260777f975a14500f5d72e041f682df3900","datavalue":{"value":{"time":"+2013-11-27T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q384225$439FE610-FB23-4DA7-B79A-319597E7E6C0","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"febf023cedb9a16a1dd6f4c2fcda7858f492a8d5","datavalue":{"value":"The paper deals with pricing equity linked investment products under the regime that the cost of guaranteed minimum maturity benefit is deducted whenever the price of funds declines under a certain level (predetermined threshold). From the point of view of policyholders it is a special type of embedded options which can improve the profitability of the investment. In the corresponding model one assumes that the fund price follows a geometric refracted Brownian motion where the drifts are state dependent. It enables to derive corresponding integral formulas both for the prices of fund and for the minimum maturity guarantee. Some numerical examples are given delivering numerical results.","type":"string"},"datatype":"string"},"type":"statement","id":"Q384225$A89890C6-412A-4641-A0F6-A50EE89DDBCB","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"5bcd4d0ed01316146ac58a3204522c9751ba84c1","datavalue":{"value":{"entity-type":"item","numeric-id":591601,"id":"Q591601"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q384225$373C9BA3-54E8-42CE-A8E0-C6AFC57E1D23","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q384225$9563A4C7-A6D8-40BE-9E91-FA84EBE8B765","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e54dfc2ecddf296ea542bd5ed5f10672d6b15158","datavalue":{"value":"91B30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q384225$2C46F79A-34B0-40F7-9EB3-C5116F85B9B4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"a45c41232c6931f169bb879be71dd4b7ad0aa1d2","datavalue":{"value":"60G22","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q384225$5BA6F83D-0E19-4D87-80E8-BD9F51DA4AFC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"772afcc76afc6ed455612e61ae15c7b17b2b953a","datavalue":{"value":"60H30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q384225$5FE26BD0-5708-4C80-AC64-9A5833D87E06","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e2004744ca6d6853aa39418c1f8e5dbee3912468","datavalue":{"value":"91G60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q384225$874007A3-51E1-4C64-A0FE-76D8392F9A19","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"1978308d99a2404ca9c951b66b8d504cf63546cf","datavalue":{"value":"6233813","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q384225$021F2BE0-1182-4938-89A8-C0579A406595","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"695bae57b79867286beee7fd55d4f5087c9441de","datavalue":{"value":"equity linked insurance","type":"string"},"datatype":"string"},"type":"statement","id":"Q384225$ED709E38-1F21-4039-BF63-61DF03522D43","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2cc178465f75db815fd634b8f5a87453926e8698","datavalue":{"value":"maturity guarantee","type":"string"},"datatype":"string"},"type":"statement","id":"Q384225$E7552C5C-2ABB-42FE-8634-10A4EF6E5167","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7cc92c43201e707ee0f3d05f11413ee61cb95192","datavalue":{"value":"refracted Brownian motion","type":"string"},"datatype":"string"},"type":"statement","id":"Q384225$3DA16E73-0915-4CD3-8342-A516F9C179AA","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":"Q384225$46E44FDF-03DE-4E05-8061-4C40C1FB2E6F","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"6c4583ce7283b28ca1fff7fb162a2661bbb285bb","datavalue":{"value":{"entity-type":"item","numeric-id":1381463,"id":"Q1381463"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q384225$34E84238-2D88-4994-B8A7-AEC3A5C20F59","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7db745d4fdb643d1da67ec59bc8e065eb405e9c9","datavalue":{"value":{"entity-type":"item","numeric-id":5718088,"id":"Q5718088"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q384225$F341A74B-D3CA-4064-8796-BE7BC9CCDDC3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2be49fb1c1dcd4852feae5eea1ce3c0b4ca743b3","datavalue":{"value":{"entity-type":"item","numeric-id":5480304,"id":"Q5480304"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q384225$2EF1C952-EAC7-4C24-AD33-EDB3F5BF6B64","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"50f4f69510318e97c08f597c27271982ba64eb39","datavalue":{"value":{"entity-type":"item","numeric-id":2571216,"id":"Q2571216"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q384225$FD49C903-97BE-4825-9D98-0696B09952BB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e4c698a06fc317a9736df1665fc1ebc605865cc9","datavalue":{"value":{"entity-type":"item","numeric-id":4002114,"id":"Q4002114"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q384225$E9292CD5-83A0-4945-889A-5251CD6E5EB2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6296fc6b76e755efac1f9fb716bc4cb0f68431a1","datavalue":{"value":{"entity-type":"item","numeric-id":974766,"id":"Q974766"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q384225$CB588111-9550-4234-80CD-52CA75F8171F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5d635c9f525c01cd9303b697d14d023946c9d6fc","datavalue":{"value":{"entity-type":"item","numeric-id":703592,"id":"Q703592"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q384225$09937E50-33B4-450A-A863-A2CF10659FD2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"08b8b9c2192485459d229f1e5b759a41d8b78256","datavalue":{"value":{"entity-type":"item","numeric-id":1883335,"id":"Q1883335"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q384225$417129F5-C9C1-4473-A3A5-7ECF62E6B5AA","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0243d37d73e0749e1099b18d358597879c72ba9d","datavalue":{"value":{"entity-type":"item","numeric-id":661240,"id":"Q661240"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c15712c7edcf53bda8406de6e8687233a02d3d6b","datavalue":{"value":{"amount":"+0.790119469165802","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":"Q384225$15F3C535-4E64-4C9C-AD64-E0BB273F2744","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"041cab1b592b849dfbc784e3ed67ed58eaecd964","datavalue":{"value":{"entity-type":"item","numeric-id":5718086,"id":"Q5718086"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2ac943e5ce003267810b549f04b2b7f348d68cf9","datavalue":{"value":{"amount":"+0.722393274307251","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":"Q384225$1671B335-8901-4574-8D25-079AFB519469","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"421a4433e3f7da16e208a712ae585a98283399e5","datavalue":{"value":{"entity-type":"item","numeric-id":689564,"id":"Q689564"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2a3fda010ac6d22c25c728a18c0f8acef1efbca2","datavalue":{"value":{"amount":"+0.712676465511322","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q384225$E1042138-C7E7-4B0B-BCAE-60DB96CDEFEA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c09dccedf67d1699a6f923e680c7969b3f141a99","datavalue":{"value":{"entity-type":"item","numeric-id":2673386,"id":"Q2673386"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2a3fda010ac6d22c25c728a18c0f8acef1efbca2","datavalue":{"value":{"amount":"+0.712676465511322","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":"Q384225$3E9A3F70-CA40-4004-9643-B4C87CB50636","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3651257565268703bb6eb4fd4277ecfe889f2596","datavalue":{"value":{"entity-type":"item","numeric-id":1278206,"id":"Q1278206"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3971004a0c10deccf64b43e46cf2ec75633f0459","datavalue":{"value":{"amount":"+0.7039903998374939","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":"Q384225$5B40C505-8B40-478E-944D-0ADDBF9FACE5","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Pricing maturity guarantee under a refracted Brownian motion","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Pricing_maturity_guarantee_under_a_refracted_Brownian_motion"}}}}}