{"entities":{"Q984899":{"pageid":986747,"ns":120,"title":"Item:Q984899","lastrevid":65771943,"modified":"2026-04-12T05:15:52Z","type":"item","id":"Q984899","labels":{"en":{"language":"en","value":"Minimizing measures of risk by saddle point conditions"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5758050"}},"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":"Q984899$C7D5FAD4-D93D-4DF2-8316-250D551B2377","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"1788d7a95f1da90d1c4b1d028be71617a1c80e81","datavalue":{"value":{"text":"Minimizing measures of risk by saddle point conditions","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q984899$3EE2D165-3ADC-47E3-942D-3718C0CC25C5","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"69e9a972dc10feceb1536c90255e0f68dc050438","datavalue":{"value":"1200.91132","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q984899$D0E4BA3B-2B20-4628-822F-FD9614C1BE85","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"4bc314870cd6910f12f267d24a389d9c51c31f37","datavalue":{"value":{"entity-type":"item","numeric-id":313595,"id":"Q313595"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q984899$4CC8A4EC-124F-44E6-BD1F-66C94BCB53C5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"b35527197cb3a8f239ef9dc345baf9b3319c1c62","datavalue":{"value":{"entity-type":"item","numeric-id":313596,"id":"Q313596"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q984899$B7A28C39-0444-423A-AE15-E219B25057CA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"8051268b7b53ebeac519d412086acbd4098bae25","datavalue":{"value":{"entity-type":"item","numeric-id":1309918,"id":"Q1309918"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q984899$4E836F7C-3A81-4FF8-8B31-574CC5B5CC7A","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"9291c21615d62497aa2bb6404791ba4d7844695d","datavalue":{"value":{"entity-type":"item","numeric-id":61355,"id":"Q61355"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q984899$21B39E04-BFA9-4F1E-9567-D971838EAE20","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"49725197d5403193e6793b874c212de8a1d5fa7b","datavalue":{"value":{"time":"+2010-07-20T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q984899$78332C65-C8EE-40C3-AF01-BE945D095B14","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"a41db2354bda79e24e04bab7a47ffc1647513535","datavalue":{"value":"The authors start with a short but informative overview of risk measures and optimization problems with such measures. Following and extending an original idea of \\textit{A. Balb\u00e1s, R. Balb\u00e1s} and \\textit{S. Mayoral} [Eur. J. Oper. Res. 192, No.~2, 603--620 (2009; Zbl 1157.91350)] they get an equivalent optimization problem that is on the one hand differentiable (and often linear) but on the other hand for the dual problem (which has no duality gap under the considered conditions) one must deal with complicated problems in Banach spaces of measures. To overcome this difficulty they prove a mean value theorem, which simplifies the complications for the dual problem. As a consequence they can characterize the optimal solutions by saddle points using the subgradients for the dual problem of the risk measure to be optimized. Four applications taken from actuarial and financial mathematics are added.","type":"string"},"datatype":"string"},"type":"statement","id":"Q984899$0F3C95D6-284B-4792-BC24-E0444B71C73A","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"89dde43d29e8cb08a1a01068af19978cd8b7f5d7","datavalue":{"value":{"entity-type":"item","numeric-id":342579,"id":"Q342579"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q984899$82454899-D20A-489E-98C3-FBD9F3F6E8AC","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"e54dfc2ecddf296ea542bd5ed5f10672d6b15158","datavalue":{"value":"91B30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q984899$18C5CF94-3238-4F48-9D27-8FA3570BDFE8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"029224feaa23c10bf0a20e7c543fe64f3de45a0f","datavalue":{"value":"90C48","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q984899$89F1EEFC-2822-4981-9940-9F7B5DC83225","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"9fa3e81bd1d73482efe437e765d72accba82d844","datavalue":{"value":"91G80","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q984899$580ED3B1-7D2B-44EF-BCAE-4877177F61B8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"ccd1dd4cefa81e8158b9f080486a4eaed61a9ee8","datavalue":{"value":"90C25","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q984899$1B706EB7-CBB7-45AB-8CB4-ED0E8104FA07","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"15f4e876d21d5111ed972346cf4b55d9dc89f6a2","datavalue":{"value":"90C46","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q984899$ADCDAF16-B9D4-48D0-B540-D4E373841C84","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"5a9a7c5f23d9c681fd1eba02c4d8d1ea60bee59c","datavalue":{"value":"5758050","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q984899$6734AC83-1171-49CF-9785-BE923404AB86","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6b00f14105461758aa83f1881fa0ecf4b3dbf0df","datavalue":{"value":"risk minimization","type":"string"},"datatype":"string"},"type":"statement","id":"Q984899$1D982DD4-4E7B-45DC-B693-747BE435B5B5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d391f2c54d429d2553222ad110c668022a8939fd","datavalue":{"value":"saddle point condition","type":"string"},"datatype":"string"},"type":"statement","id":"Q984899$10D31817-6D11-4BB2-B136-79DC5136B18D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8df9245ca8ee9ecaf19208b3fa6d854a19a5f5ed","datavalue":{"value":"actuarial and financial conditions","type":"string"},"datatype":"string"},"type":"statement","id":"Q984899$D9AC4626-D729-44FC-B7ED-2D7397842E74","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":"Q984899$9EDA14B3-97B9-4A78-B0D7-FE021CCC43D1","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"9caba6f9175ef5d592644e99b24ae78721bf5b0e","datavalue":{"value":"https://doi.org/10.1016/j.cam.2010.04.002","type":"string"},"datatype":"url"},"type":"statement","id":"Q984899$BB7C9DE0-63AE-4F57-BFB4-9CC8D124824C","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"a731d0e3e2cf92043c722ca4f510d061af583d4a","datavalue":{"value":"W2048658892","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q984899$DAAC03F1-42C2-47F3-A48A-EA38470BE723","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"c42a6a59f967a10211923770530bac6d36eba476","datavalue":{"value":{"entity-type":"item","numeric-id":5896300,"id":"Q5896300"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q984899$78A75113-B27E-481B-9349-A8B6A41E8932","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"dfeb69db1fe5b127ae519aea2957e67db3478211","datavalue":{"value":{"entity-type":"item","numeric-id":2757301,"id":"Q2757301"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q984899$06FF2E34-C1DA-4D99-B3DB-413702D12F1F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0039d459cb1a1476d13989e89d584dbaae60f1b2","datavalue":{"value":{"entity-type":"item","numeric-id":4785869,"id":"Q4785869"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q984899$D1F6E98A-FE53-4991-B15C-78EE2BBF800D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4c6394b0b8823eecc13fb9ef373c7b2d33f675cd","datavalue":{"value":{"entity-type":"item","numeric-id":1424692,"id":"Q1424692"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q984899$EE8103E2-3463-4C31-AFCA-8CC0E275E599","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c5f497e2f932875d63ad5481828bf98979616f42","datavalue":{"value":{"entity-type":"item","numeric-id":977158,"id":"Q977158"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q984899$B7679C4E-84FA-4C20-A3DB-FB28204E9A3B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7bc3bd40114d9dfd4eed709298715691377a37a5","datavalue":{"value":{"entity-type":"item","numeric-id":2488506,"id":"Q2488506"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q984899$91AF8718-2FAC-42DC-843A-9FB19A4C0BE6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"01110b50bcdb8875131c8fea18a9e2907b665574","datavalue":{"value":{"entity-type":"item","numeric-id":704412,"id":"Q704412"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q984899$C0403CEF-39E6-4043-9DB0-99CECD5A92FD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c7e1b57f1c0d7cfd1ddc2ea51733d9257861bdf8","datavalue":{"value":{"entity-type":"item","numeric-id":1827093,"id":"Q1827093"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q984899$50C9DB82-D60B-4127-BC5B-CDA6EB8715B6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"95961a1b674fb2d6067b15d6eee9665b24513388","datavalue":{"value":{"entity-type":"item","numeric-id":3632830,"id":"Q3632830"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q984899$3D840975-AAD3-45BD-8829-F01E8A6EFE62","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"41689226a2121df3e427d67312f80d13b9867796","datavalue":{"value":{"entity-type":"item","numeric-id":2502213,"id":"Q2502213"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q984899$CF9466F9-CAE5-41A9-A67E-1B3A642AECA7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7ab48bd642c8cbccc854dd624c6a744034c94390","datavalue":{"value":{"entity-type":"item","numeric-id":5387990,"id":"Q5387990"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q984899$FE3C285D-655F-4BCB-90C5-6EC27CAF2CAA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a7f750431062b0c81d605e1267f17fe34f10489b","datavalue":{"value":{"entity-type":"item","numeric-id":5566063,"id":"Q5566063"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q984899$2E686CC3-C30A-498A-8D34-8DAEC0217AA1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7a8bf21045c2ef459c97fc213d95dba0ed380f36","datavalue":{"value":{"entity-type":"item","numeric-id":1011192,"id":"Q1011192"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q984899$F12A151E-C9B6-404B-9BD1-B5C3E46E281D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"097bf9f1b67657a3a5e4e7a546171e754ba779f3","datavalue":{"value":{"entity-type":"item","numeric-id":1023098,"id":"Q1023098"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q984899$11A7B163-16A3-42F8-958B-2B7E91C243F0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e0f6c0dd323ea13aab183ecc5ca8f04f1544c780","datavalue":{"value":{"entity-type":"item","numeric-id":5518756,"id":"Q5518756"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q984899$FDA2A67F-A1D9-41A9-8BED-10DC59F93CE6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2ddf191afdf8868f332ccb3320a38dc09c3bb52d","datavalue":{"value":{"entity-type":"item","numeric-id":4827308,"id":"Q4827308"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q984899$6EAC9662-B611-4A2C-BFF8-889E3AFA6CB7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"517b86f8a2b4ce7d87856fe49d20d1b9212ac89e","datavalue":{"value":{"entity-type":"item","numeric-id":5953015,"id":"Q5953015"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q984899$B5878693-A5D5-4F3D-A6DC-D7E78D18C550","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"55078752e1c7a88e02d23437a53dcb6f8fc26307","datavalue":{"value":{"entity-type":"item","numeric-id":2581782,"id":"Q2581782"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q984899$59CD818C-071A-4EEA-B30F-21D9D1A73A69","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"574bfe176cd66ecee161c195475c4b4e87353fd4","datavalue":{"value":{"entity-type":"item","numeric-id":882862,"id":"Q882862"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q984899$026BDC33-15B9-43B3-A489-84B449681FDE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6a4121996e7f2f5b75a3312a8b49ab979b28b15c","datavalue":{"value":{"entity-type":"item","numeric-id":1067339,"id":"Q1067339"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q984899$5DB898FC-150B-4738-9B54-86AD77E6F017","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"5759a389cd4f094e577eefd0bc7a9333e5a56630","datavalue":{"value":"10.1016/J.CAM.2010.04.002","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q984899$D60B5A15-6BC0-4D33-98D7-833667A81BFC","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f55f9a98512bae10bcb3af4ffc641bd28fbadfec","datavalue":{"value":{"entity-type":"item","numeric-id":692314,"id":"Q692314"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ce4eca50974175fef9b9965747ba6b1241c04876","datavalue":{"value":{"amount":"+0.8086522221565247","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":"Q984899$A1B82EDE-0DA2-42EF-9367-02E9CCB266DD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"035b35beac4de7081775901077fa0360c20f7baa","datavalue":{"value":{"entity-type":"item","numeric-id":5201296,"id":"Q5201296"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"41546bbcf04267d0d3673679dec0ee1c0049e90c","datavalue":{"value":{"amount":"+0.8000199198722839","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":"Q984899$6544E427-CC1A-4CF2-919D-0E9F975BF2F9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bdc0963d4a11ca0a7572fb26005bb7e240e6b51e","datavalue":{"value":{"entity-type":"item","numeric-id":5387990,"id":"Q5387990"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c8a18ef038e31fa62c43a63ca94fab396f173a75","datavalue":{"value":{"amount":"+0.7786564826965332","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q984899$CD43C56C-1BBC-4364-BB24-B24858BAA3AF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"591d6788b3426b25a2e379828497571e26f347a6","datavalue":{"value":{"entity-type":"item","numeric-id":1011192,"id":"Q1011192"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c8433ad3da6ac08a7d4fa4be89e7524900bceac1","datavalue":{"value":{"amount":"+0.7709311842918396","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":"Q984899$AA33AFB0-A835-43B6-ABAD-3E872BAB6C56","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1df2d5b07b316d9d2af220553e722968e0b71fc6","datavalue":{"value":{"entity-type":"item","numeric-id":2292181,"id":"Q2292181"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c714fe2b8de7cc1896c6a999bebea08fe287a425","datavalue":{"value":{"amount":"+0.7708954811096191","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q984899$C3004CB3-A79D-4C3D-B031-5A3DDFD4050C","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Minimizing measures of risk by saddle point conditions","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Minimizing_measures_of_risk_by_saddle_point_conditions"}}}}}