{"entities":{"Q4643689":{"pageid":6673270,"ns":120,"title":"Item:Q4643689","lastrevid":53096375,"modified":"2026-01-24T05:21:55Z","type":"item","id":"Q4643689","labels":{"en":{"language":"en","value":"Time-consistent mean-variance proportional reinsurance and investment problem in a defaultable market"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6875469"}},"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":"Q4643689$C2C108AF-A2AB-4BF2-B567-B1E137CC421F","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"8fad771856f1651be2d29e0a9569049b7eb2afbd","datavalue":{"value":{"text":"Time-consistent mean\u2013variance proportional reinsurance and investment problem in a defaultable market","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q4643689$74DA9EE6-A9EA-4A10-B485-74F899E61B11","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"c483b487d92f256ce34fe67301de221a49c77077","datavalue":{"value":"1410.91294","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4643689$9EED1E2C-A717-4FB5-9CE2-308B3FAE45EE","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"8ffafbc328edb68bbef947e9d37a2fe06f2860cc","datavalue":{"value":"10.1080/02331934.2018.1434650","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4643689$28A200E3-D483-4D2F-9C00-B0357C4D09B0","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"b4cf1ba611d3ea8a68dbccaa3f8e6746ba623075","datavalue":{"value":{"entity-type":"item","numeric-id":299603,"id":"Q299603"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4643689$D9576DC2-975F-4258-AA16-1A254E6AC0A9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"d675a18337c88a51183714836b2c4e3180811141","datavalue":{"value":{"entity-type":"item","numeric-id":316718,"id":"Q316718"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4643689$F2456FFC-618F-419A-AFBA-C291F12B7AA7","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"b11e6d2c0473fee036dc6f6488051b3f5bdca2a9","datavalue":{"value":{"entity-type":"item","numeric-id":2709443,"id":"Q2709443"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4643689$25EBD096-A293-4718-9627-AA0E2BA2BC48","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"bb0b4f8448cb732f5cf8cffa419b2f4d1d4c8c86","datavalue":{"value":{"time":"+2018-05-28T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q4643689$AEAB63DC-F653-4ABE-A94A-04B73BD85A96","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"e54dfc2ecddf296ea542bd5ed5f10672d6b15158","datavalue":{"value":"91B30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4643689$415DF414-B363-4ABC-9427-59CF6A5EA913","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e3bc6c7cda8279d6ad2b578e7a7e4967447c3cc4","datavalue":{"value":"93E20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4643689$710C040E-DE61-4278-851E-F0150B7AD6BE","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"b39056c64204e53d72e6d0e298faa568c0d55617","datavalue":{"value":"6875469","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4643689$4C1842C2-3080-49AA-8802-8B066F099371","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c635b0a96b8440148caa7d0e3cd549dd8895d6d5","datavalue":{"value":"time-consistent strategy","type":"string"},"datatype":"string"},"type":"statement","id":"Q4643689$18610D4B-2325-4A8F-93B6-7F58B17D50ED","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"37b30d34cfa3882019c36be70fef23f85895568e","datavalue":{"value":"mean-variance","type":"string"},"datatype":"string"},"type":"statement","id":"Q4643689$DA0E8627-2C78-44F2-8C18-49E7F80DD3E8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"26caf05cd40caee3ba1f640c16fe81af325fcf51","datavalue":{"value":"CEV model","type":"string"},"datatype":"string"},"type":"statement","id":"Q4643689$23BDF457-BD2E-43FB-8241-00D2EF2FFBFB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"77e6380a9dbe0d946f513408722f659a40667955","datavalue":{"value":"defaultable bond","type":"string"},"datatype":"string"},"type":"statement","id":"Q4643689$430DB14F-7B82-44FB-946D-19CB27918D67","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"407ad19bcf8ebc15399d14584a5282705aa2b37a","datavalue":{"value":"proportional reinsurance","type":"string"},"datatype":"string"},"type":"statement","id":"Q4643689$87E778F9-AEC5-42EF-9B5A-70AC8A45B354","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":"Q4643689$99B00998-89DD-4A79-ACBA-22A0B5821204","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"0811e067323911ae42e2dbad3cc08d50ed48bf8b","datavalue":{"value":"https://doi.org/10.1080/02331934.2018.1434650","type":"string"},"datatype":"url"},"type":"statement","id":"Q4643689$64D351B3-AF7E-4C17-8504-EFCDB0FDBDE8","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"ba143f2c1c8b0014f9067cff56335d9d1b4c38c1","datavalue":{"value":"W2790686947","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4643689$08156A1D-0958-4CCE-BDBC-D37B3F2230E6","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"1c129aca4cc28bf345ec0ddecb6b045b3f2f3e54","datavalue":{"value":{"entity-type":"item","numeric-id":4881518,"id":"Q4881518"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4643689$7435A81B-7EEA-45DD-B6EA-6DE0CDEC4DAA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"89b5120b2a0cc39ae11179b605ccc9607ae2685c","datavalue":{"value":{"entity-type":"item","numeric-id":5942779,"id":"Q5942779"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4643689$85560A1F-1C72-4FB7-A6D9-9DDEB7EE22BA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"055a9bcd9570f7138292d89bf62337cb494a066a","datavalue":{"value":{"entity-type":"item","numeric-id":817297,"id":"Q817297"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4643689$FFB5D095-E210-4635-8646-25D3D98B5195","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"00f9e2f2b39e4889d1db35702e8de1c554ac9a52","datavalue":{"value":{"entity-type":"item","numeric-id":931183,"id":"Q931183"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4643689$7CA36446-51AD-47A2-9A72-CF4E4E9DA0C0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"10edee0597ce58820b479936acc5599515a1ba92","datavalue":{"value":{"entity-type":"item","numeric-id":931184,"id":"Q931184"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4643689$4BB91041-6A0E-4186-9180-5CB583CFBFE2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"920e84389a4587e6a8474763ac348008cf0e7360","datavalue":{"value":{"entity-type":"item","numeric-id":3077749,"id":"Q3077749"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4643689$4DDC3A0F-E3AB-4627-A015-4689F47DCBD7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"562d0afd4efb48fdb68fa563250e25b3e741d29e","datavalue":{"value":{"entity-type":"item","numeric-id":661201,"id":"Q661201"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4643689$FA0F70C9-3056-44A0-93E3-5B54F1972124","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7d032bd23ce24b954d3546abf20c328ebec2010e","datavalue":{"value":{"entity-type":"item","numeric-id":5168710,"id":"Q5168710"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4643689$CB93547C-FB78-4F30-BCF8-5C7F9EB0CA7A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"54f686db59ed6000e563808e2e3e8be850942f3a","datavalue":{"value":{"entity-type":"item","numeric-id":5414522,"id":"Q5414522"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4643689$36A429F2-B3E0-4458-A9CA-39C553FAB069","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5d0cd8b840188d13a5ae75cc18400b06a580e411","datavalue":{"value":{"entity-type":"item","numeric-id":2018495,"id":"Q2018495"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4643689$B4019DCF-B863-48E8-B5FF-BB0B314D1CE8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"993f39b28a77c2f3526fe92aff4d945848f95315","datavalue":{"value":{"entity-type":"item","numeric-id":5696877,"id":"Q5696877"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4643689$A611111F-6AD2-4AF2-AB2B-22F15DE1DCE8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"760098ffed8b48c1b7873f4d769432ae5ce9014d","datavalue":{"value":{"entity-type":"item","numeric-id":5416702,"id":"Q5416702"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4643689$DC87FEA6-BA02-4E9A-B723-C336847ADA51","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3ffb60422d98a4cb3a7843a9daa832ff836185f9","datavalue":{"value":{"entity-type":"item","numeric-id":2643672,"id":"Q2643672"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4643689$32F4A35A-94DB-4015-A651-4944F1BC3953","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"77adc6a239a0e38e825d81183093efecb4b2de68","datavalue":{"value":{"entity-type":"item","numeric-id":2866382,"id":"Q2866382"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4643689$06D85127-3AC9-4E0A-B244-F9F431E81A47","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a92af0f0377fb501962642de3b320dda01853fa1","datavalue":{"value":{"entity-type":"item","numeric-id":2347114,"id":"Q2347114"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4643689$3C080195-C5E6-4D34-B652-F818FD958295","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fda41f96274db9c9c61d6606acce57f3691a6eac","datavalue":{"value":{"entity-type":"item","numeric-id":5964415,"id":"Q5964415"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4643689$69BCB5A4-F55D-427A-B044-9835D92595F1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1356982a36837f1d836ed3c95a446afede20f30d","datavalue":{"value":{"entity-type":"item","numeric-id":814890,"id":"Q814890"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4643689$5EA6DA60-7AE0-4FB5-88F2-CF1C85EBDD21","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e189a09ed3f50a835154929c6300dc35b66c52fa","datavalue":{"value":{"entity-type":"item","numeric-id":4442970,"id":"Q4442970"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4643689$CAD18EA4-BBAA-4961-BE3B-009CB03D5C94","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0e1631d8f8057dc0255575733f3a706bc6aeacd4","datavalue":{"value":{"entity-type":"item","numeric-id":5411392,"id":"Q5411392"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4643689$8AC6BDFE-3415-4DFA-8971-F0116B9D5C5B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e87b1adb812bffd1603cf80ae5780e57fd957c77","datavalue":{"value":{"entity-type":"item","numeric-id":2355306,"id":"Q2355306"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4643689$BFFEC7C1-31FE-4F6C-8637-E8D93DB6C941","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"82c8e233a25dcf8d81efd0265cbac2f41b1ed8b0","datavalue":{"value":{"entity-type":"item","numeric-id":4626795,"id":"Q4626795"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6c1dbe8ace077ee13feff0c89d272cf22d1cd000","datavalue":{"value":{"amount":"+0.9313673377037048","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":"Q4643689$B7AD3ECD-C39F-43FF-B2B2-A1D16DB7ECEA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"321463c1835b3549feef9e1e85202e87dcaf2a3e","datavalue":{"value":{"entity-type":"item","numeric-id":5964415,"id":"Q5964415"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a0510470c2119b3e3c3a8600b9d4a4980dac0e39","datavalue":{"value":{"amount":"+0.9275901317596436","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4643689$DA8C7884-018E-475B-B030-49ADE32DFAD6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fa53a68df91e327214641706485f81770efc1e17","datavalue":{"value":{"entity-type":"item","numeric-id":5210165,"id":"Q5210165"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"032fafb76eae970b505d7f495570d8aca5b0e3dd","datavalue":{"value":{"amount":"+0.9225147366523744","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":"Q4643689$53AED000-593B-419A-B3EF-D7B2634BEA73","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f507f4241138295adf1930370a6b0f44c494bc4e","datavalue":{"value":{"entity-type":"item","numeric-id":2633700,"id":"Q2633700"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"220e9cdae97e1e1463157043822057d6ea8ed5ef","datavalue":{"value":{"amount":"+0.9004847407341003","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":"Q4643689$1C296AF9-05A5-4A95-B072-4C67BDD28098","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4aa2fc55c0b13376c1d933ff0d49a1ae5ccf8011","datavalue":{"value":{"entity-type":"item","numeric-id":5277964,"id":"Q5277964"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"19262ea548bbfb1a27ca1e374ce1eeac4884c216","datavalue":{"value":{"amount":"+0.8855136632919312","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":"Q4643689$9E73D9C8-6C3B-49A2-B9C9-0EAF4D52D7A3","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:4643689","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:4643689"}}}}}