{"entities":{"Q5169985":{"pageid":7199557,"ns":120,"title":"Item:Q5169985","lastrevid":52043282,"modified":"2026-01-20T19:56:52Z","type":"item","id":"Q5169985","labels":{"en":{"language":"en","value":"Empirical copulas for CDO tranche pricing using relative entropy"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6317934"}},"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":"Q5169985$4CF86ECB-5550-4EFD-8A4B-AFFA9B6168E8","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"a001c1b7af7a400dc9de50dd8e9cb8ca19e45a8b","datavalue":{"value":{"text":"EMPIRICAL COPULAS FOR CDO TRANCHE PRICING USING RELATIVE ENTROPY","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5169985$53CC4322-352D-490A-A698-4CF64E429B1C","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"ab731d825a9c271c54526701ce37861cb2c2d24b","datavalue":{"value":"1291.91222","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5169985$A238754E-98B5-4674-90B6-AD36CED4559E","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"773373397e7bb7f4c6a80663195ce7239fb7d2fe","datavalue":{"value":"10.1142/S0219024907004391","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5169985$1EF3D5B8-1021-49EB-B4B5-33FCFF546E02","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"e9da9ec405f78a8efab8769e175ece4fb7ef1236","datavalue":{"value":{"entity-type":"item","numeric-id":237917,"id":"Q237917"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5169985$481E4886-73D2-4003-BBE9-F22FA2F0D7FF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"69526ae5f30234e3e0ff36683253bff14a916a93","datavalue":{"value":{"entity-type":"item","numeric-id":5169984,"id":"Q5169984"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5169985$617B18E9-2A87-40D1-9250-C43535C9C2EF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"dc78b577f8e2f6def29ad34213145e84c861e8d7","datavalue":{"value":{"entity-type":"item","numeric-id":1424716,"id":"Q1424716"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5169985$049C92D5-C1A7-486A-A1EC-1B46B69654C9","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"5f8bef6bff8a53dfd7f90cc09b22f5e841fc8a40","datavalue":{"value":{"entity-type":"item","numeric-id":2703107,"id":"Q2703107"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5169985$6E3DBD09-69F1-4821-ABB2-B57B305EC7C5","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"778d4b335cadf816305844c7c29aff19cecda265","datavalue":{"value":{"time":"+2014-07-17T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5169985$6B845E22-5F8F-493C-9D7A-0122C1E55C30","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"23a0300312e4895eb419bd6ce7bc42505dc963fd","datavalue":{"value":"91G40","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5169985$3AB04811-E85E-44DE-8DDA-AB3E881F0B2B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"7f918b855cc4e1ef3c50dee94916276dca231342","datavalue":{"value":"91G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5169985$64113658-B05B-4FE3-BE01-1CF36CC4DFFF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5169985$0670FC54-0442-40A7-82CE-E4125EE25103","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5169985$DAC10D12-8ED3-4B92-A0A8-5645501C8E42","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"3866ee96b4b7ddfafdb7b788eaa87fdd43bbf474","datavalue":{"value":"62G05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5169985$AAA318F9-DD50-4502-92C4-C1E0A04F21DB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"87af44252b2ddfa90518373dcedaab6f72c10d17","datavalue":{"value":"62H05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5169985$69C106E2-64FA-454A-8688-9A194BDE8F4E","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"7e39b538566810d334081884d187645c78e135e0","datavalue":{"value":"6317934","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5169985$A1FDAC9C-8007-4458-A190-92B12E41799E","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8d3c49100a2cf5eb115f03cb4138ea7c631db19d","datavalue":{"value":"portfolio credit risk","type":"string"},"datatype":"string"},"type":"statement","id":"Q5169985$4250A18D-4F06-41B5-AD33-9E2CDDFD15DF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4cabb3658660f00e09f4d2eb7b554bc29439b203","datavalue":{"value":"CDO","type":"string"},"datatype":"string"},"type":"statement","id":"Q5169985$C885E4B3-EB8A-42CD-9D03-BBF97887A484","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1dbec61ea5eb44810c9159ce74cde42cb6a5ef3c","datavalue":{"value":"copula","type":"string"},"datatype":"string"},"type":"statement","id":"Q5169985$2BE1606B-F796-48F6-9CAC-C744415192C9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1c2e069b1a2184cd3b0f52ffa83b5fcb89125e86","datavalue":{"value":"entropy","type":"string"},"datatype":"string"},"type":"statement","id":"Q5169985$91CD39A0-8763-4675-AF17-723591342482","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"84978731c8825f988196d10c588876c4d62e2da4","datavalue":{"value":"nonparametric estimation","type":"string"},"datatype":"string"},"type":"statement","id":"Q5169985$7C93533E-E2D8-4040-BAB2-12E2FEC5766D","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":"Q5169985$95B80EED-2DCD-4B2B-86C1-E5452839C21A","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"bad2061c5357c85b0e9e8ed8e9f9a27c6f67d581","datavalue":{"value":{"entity-type":"item","numeric-id":4441966,"id":"Q4441966"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5169985$0045E168-A6A2-4DE9-967C-33CE19914BE1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2d4275c842b11b179ffdecadb085a7411d646b8e","datavalue":{"value":{"entity-type":"item","numeric-id":5629147,"id":"Q5629147"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5169985$648D0578-CC19-4F4A-A890-AF07149FB2CE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ec7ba0c36e21ea94982c5d308a459ea675062fd1","datavalue":{"value":{"entity-type":"item","numeric-id":4018390,"id":"Q4018390"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5169985$5D18D733-54CA-45D2-8D5C-25DB2CEE86A0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cd12e0795c0a1ed419009a343009d077814d7184","datavalue":{"value":{"entity-type":"item","numeric-id":5607586,"id":"Q5607586"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5169985$087AEAC1-94D9-4A4B-954F-476CB111B43B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d8398f793efbef6236494b6ecec8f802a75d73b1","datavalue":{"value":{"entity-type":"item","numeric-id":4950276,"id":"Q4950276"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5169985$AC5F7094-6139-4F2D-B271-DD30EC2DB175","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"49730d8e2f90d69053044e77724d43e30f782797","datavalue":{"value":{"entity-type":"item","numeric-id":3254190,"id":"Q3254190"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5169985$E724C130-771A-4D88-BA76-616BC0835B14","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"5cafc438d51f0d4701e22b94c2e7c81425d5b0af","datavalue":{"value":"https://doi.org/10.1142/s0219024907004391","type":"string"},"datatype":"url"},"type":"statement","id":"Q5169985$E774AC47-FADA-46EF-AC95-ED93B9A8DFD0","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"e93ebd619635bef15212fd4ba5d8ec3801da9f37","datavalue":{"value":"W1981444257","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5169985$F3F389A1-5838-4804-AD1C-77CDB7826B1C","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"712d816530a48aced008b85389d28c32c18754ca","datavalue":{"value":{"entity-type":"item","numeric-id":3542247,"id":"Q3542247"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"013d052886c1c08f6f7a04a24399200e6640a647","datavalue":{"value":{"amount":"+0.7963899970054626","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":"Q5169985$22D37128-5A61-45EB-8BCF-145AD4C9B08C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3b7e5ca5617d9e3d2a9be4437ad97dab1a9604cf","datavalue":{"value":{"entity-type":"item","numeric-id":5245912,"id":"Q5245912"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"df53280de1fb90749593b4770141dbb25b4161b4","datavalue":{"value":{"amount":"+0.7922355532646179","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":"Q5169985$30A9166D-8F60-4A24-A094-80DBD1558973","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ad7c32a6379ab2a2a5f59559fe9f32946a3835ce","datavalue":{"value":{"entity-type":"item","numeric-id":3572010,"id":"Q3572010"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"22f24eb72bc1246c7d6148de5e148e3821357ae7","datavalue":{"value":{"amount":"+0.7897165417671204","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5169985$E063012C-1D58-4C5E-92D1-7A5A0B61695B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"cfc83bab35300f06fb9b125d6ae6fb387c921c5a","datavalue":{"value":{"entity-type":"item","numeric-id":2860186,"id":"Q2860186"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0cc7dba73447e076615c3fa7b13b57b804ac89db","datavalue":{"value":{"amount":"+0.7790311574935913","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":"Q5169985$7C8307B1-2FCB-43E8-AA90-3A1484C7B9E2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d7f290e50e670c34027e4fd6740bcff4dc60dc4c","datavalue":{"value":{"entity-type":"item","numeric-id":931170,"id":"Q931170"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"47591599512a40c03cc7fc440203233fcbcb0025","datavalue":{"value":{"amount":"+0.76602703332901","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":"Q5169985$397068A2-D59D-4E4D-A143-A449FE276336","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:5169985","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:5169985"}}}}}