{"entities":{"Q5256598":{"pageid":7286166,"ns":120,"title":"Item:Q5256598","lastrevid":100643528,"modified":"2026-06-05T22:39:39Z","type":"item","id":"Q5256598","labels":{"en":{"language":"en","value":"A bottom-up dynamic model of portfolio credit risk. I: Markov copula perspective"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6447347"}},"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":"Q5256598$BDF9CF9F-F063-4240-BC06-EBF7DF33C984","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"6e44203531095d8d07a95610a00ffe2a2939195e","datavalue":{"value":{"text":"A Bottom-Up Dynamic Model of Portfolio Credit Risk. Part I: Markov Copula Perspective","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5256598$533E7118-2B7A-449F-80FA-6AE032D957E3","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"c1c9d2982cc09288fcfd7efdbf4db9159ba32b40","datavalue":{"value":"1314.91223","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5256598$31AB2EA5-7B36-4675-8369-383133EAE1E2","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"74490400a4218e99ba296254df0c671f4cec7d69","datavalue":{"value":"10.1142/9789814571647_0002","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5256598$6567AEB1-ADF0-45E7-98A1-BD2CE3975500","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"c6b04005b25d548e1cd710543e896e90badf9034","datavalue":{"value":{"entity-type":"item","numeric-id":196872,"id":"Q196872"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5256598$528EB3D5-E248-4BA7-82F4-9B6BEBCB09E1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"24d1a06b0516387f5c11772ed89d25ec1bbcb682","datavalue":{"value":{"entity-type":"item","numeric-id":323573,"id":"Q323573"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5256598$83FE6650-D187-4D94-BB11-31616E137F00","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"4fd1abd8ea60e8cce133778b23791af3969f63e6","datavalue":{"value":{"entity-type":"item","numeric-id":331357,"id":"Q331357"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5256598$55A467D8-1D8D-496A-8525-6BD5C47A7305","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"93589b36955bd9e6f14e6bc60490dc8ce9468f7e","datavalue":{"value":{"entity-type":"item","numeric-id":539142,"id":"Q539142"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5256598$2A876A0F-E889-4D50-913A-1CA65D6E790C","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"aac7ed04be80c0048a4e4404feb9598f9ea2b888","datavalue":{"value":{"entity-type":"item","numeric-id":5256596,"id":"Q5256596"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5256598$4197A206-3E73-4DAE-B52D-6A4ECF97CB1C","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"3d5cd06f458db584fbf91afba7a3985037fff4b1","datavalue":{"value":{"time":"+2015-06-19T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5256598$EBF617C5-719E-41B2-B9ED-6377CF8B9E0D","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"23a0300312e4895eb419bd6ce7bc42505dc963fd","datavalue":{"value":"91G40","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5256598$7148A2E6-96D8-493A-9479-FD6BCB00603B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"7f918b855cc4e1ef3c50dee94916276dca231342","datavalue":{"value":"91G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5256598$7802BE55-F465-45BF-AD47-799BCD34E794","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5256598$D05B987D-855D-4F8F-BC64-514B6FE6A082","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"87af44252b2ddfa90518373dcedaab6f72c10d17","datavalue":{"value":"62H05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5256598$BAAF528D-03B4-485E-842A-58EECA30B182","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"881afbc9702236cfd0b234c63db23c2ef13da7c8","datavalue":{"value":"6447347","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5256598$8B4F8D1D-ACED-4632-8F80-74F017D69253","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8d3c49100a2cf5eb115f03cb4138ea7c631db19d","datavalue":{"value":"portfolio credit risk","type":"string"},"datatype":"string"},"type":"statement","id":"Q5256598$69988776-BDED-4919-B730-F959909E9D5F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"502cae27e0f2c0a6f9d1b59215f96e11cf832f8a","datavalue":{"value":"credit derivatives","type":"string"},"datatype":"string"},"type":"statement","id":"Q5256598$79F79577-0F9D-45DB-8BAB-F5CAF538C038","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"81f491dd19e7a766a98740c290a6de68db0b2cba","datavalue":{"value":"Markov copula model","type":"string"},"datatype":"string"},"type":"statement","id":"Q5256598$BAF074F3-B5BD-49B4-B222-289E4FEB0CCB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6127599918f28ba6071228ae797ec0a8a04bf8c1","datavalue":{"value":"common shocks","type":"string"},"datatype":"string"},"type":"statement","id":"Q5256598$FAF4DCAB-4AB0-4018-A3DC-EB3E27B2987B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"20180fe09d9bd840b0c0022455ab84ded9f8336f","datavalue":{"value":"dynamic hedging","type":"string"},"datatype":"string"},"type":"statement","id":"Q5256598$C4115E0B-4A6F-4FC0-A93C-BE636F674E66","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":"Q5256598$5E0D7318-4EB0-402C-8669-A95E509FC577","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"68a67c307b667b9a89aa0583babecc6d2d60d7be","datavalue":{"value":"https://doi.org/10.1142/9789814571647_0002","type":"string"},"datatype":"url"},"type":"statement","id":"Q5256598$564E62E0-873D-4A86-A60E-51D6FD9477C0","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"239cc5732bd813016169154bb78969d51d3edd81","datavalue":{"value":"W3124321341","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5256598$FBB63865-7F23-4A9B-85BB-C04D84F28A71","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8809d427c4dbd5f463cd2550764f9e31d1421304","datavalue":{"value":{"entity-type":"item","numeric-id":2247917,"id":"Q2247917"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d92450e2cda875767b0ee4d0adcd1c0225b8af89","datavalue":{"value":{"amount":"+0.9391009211540222","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":"Q5256598$1228C83E-4BDA-49AD-9DB0-45046E16154D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"302b45dddfe503fe178967183ab5ad195dd04deb","datavalue":{"value":{"entity-type":"item","numeric-id":5256599,"id":"Q5256599"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"792de91c664fb5727d0d7ca8581c905e741289ce","datavalue":{"value":{"amount":"+0.9073319435119628","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":"Q5256598$5E10F7B3-F486-469F-A0DA-0B061694FC48","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0d2b9d2149fae8ad7ea60df7ba5bddc6df494854","datavalue":{"value":{"entity-type":"item","numeric-id":5419654,"id":"Q5419654"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b27100399e7c3629e32b43f73fc12b379412ee86","datavalue":{"value":{"amount":"+0.8625808358192444","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":"Q5256598$53B856CF-6509-4920-9A63-9F8D27C64378","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"88dadded4426d5504191583d93d33ad86ea14ba0","datavalue":{"value":{"entity-type":"item","numeric-id":3643588,"id":"Q3643588"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9e7d9a37cdaf292a269fb501bdad0c869f9e716b","datavalue":{"value":{"amount":"+0.7964529991149902","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":"Q5256598$0DC31180-1B20-46B1-AAC5-E09D1047CA6E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"666c8754437b29985b067bb1336934cb5f841ef4","datavalue":{"value":{"entity-type":"item","numeric-id":431916,"id":"Q431916"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"94bbc3de8a62ed983ac6c4898d6da7863efc8813","datavalue":{"value":{"amount":"+0.7927759885787964","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":"Q5256598$552B4699-140A-47BD-AA69-E0431F72DE3E","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"A bottom-up dynamic model of portfolio credit risk. I: Markov copula perspective","badges":[]}}}}}