{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2014:3DVGWF5GODUWYKJOAMRDROYLBW","merge_version":"pith-open-graph-merge-v1","event_count":2,"valid_event_count":2,"invalid_event_count":0,"equivocation_count":0,"current":{"canonical_record":{"metadata":{"abstract_canon_sha256":"6ebc1c13f43a20e0f815315a6eb8149771d3387dc61282be71209ffaea9b570e","cross_cats_sorted":["stat.CO"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2014-05-03T16:57:10Z","title_canon_sha256":"38270e3037aee20fa6f5588aeef4aace84629a37d3a8e340b25d1aa0d4b81bff"},"schema_version":"1.0","source":{"id":"1405.0605","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1405.0605","created_at":"2026-05-18T02:31:35Z"},{"alias_kind":"arxiv_version","alias_value":"1405.0605v1","created_at":"2026-05-18T02:31:35Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1405.0605","created_at":"2026-05-18T02:31:35Z"},{"alias_kind":"pith_short_12","alias_value":"3DVGWF5GODUW","created_at":"2026-05-18T12:28:11Z"},{"alias_kind":"pith_short_16","alias_value":"3DVGWF5GODUWYKJO","created_at":"2026-05-18T12:28:11Z"},{"alias_kind":"pith_short_8","alias_value":"3DVGWF5G","created_at":"2026-05-18T12:28:11Z"}],"graph_snapshots":[{"event_id":"sha256:e9cdc4d45ab06c23941a9dbf81a7e74ff451e75aafc1e2299cbbd26b5bece2f6","target":"graph","created_at":"2026-05-18T02:31:35Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"graph_snapshot":{"author_claims":{"count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","strong_count":0},"builder_version":"pith-number-builder-2026-05-17-v1","claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"paper":{"abstract_excerpt":"In this paper we establish the error rate of first order asymptotic approximation for the tail probability of sums of log-elliptical risks. Our approach is motivated by extreme value theory which allows us to impose only some weak asymptotic conditions satisfied in particular by log-normal risks. Given the wide range of applications of the log-normal model in finance and insurance our result is of interest for both rare-event simulations and numerical calculations. We present numerical examples which illustrate that the second order approximation derived in this paper significantly improves ov","authors_text":"D. Kortschak, E. Hashorva","cross_cats":["stat.CO"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2014-05-03T16:57:10Z","title":"Second order asymptotics of aggregated log-elliptical risk"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1405.0605","kind":"arxiv","version":1},"verdict":{"created_at":null,"id":null,"model_set":{},"one_line_summary":"","pipeline_version":null,"pith_extraction_headline":"","strongest_claim":"","weakest_assumption":""}},"verdict_id":null}}],"author_attestations":[],"timestamp_anchors":[],"storage_attestations":[],"citation_signatures":[],"replication_records":[],"corrections":[],"mirror_hints":[],"record_created":{"event_id":"sha256:ad0a6f2bc50f3df432c669c0da3e22b495dc42cd327c0eb5ce48da2f2d4a62e3","target":"record","created_at":"2026-05-18T02:31:35Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"attestation_state":"computed","canonical_record":{"metadata":{"abstract_canon_sha256":"6ebc1c13f43a20e0f815315a6eb8149771d3387dc61282be71209ffaea9b570e","cross_cats_sorted":["stat.CO"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2014-05-03T16:57:10Z","title_canon_sha256":"38270e3037aee20fa6f5588aeef4aace84629a37d3a8e340b25d1aa0d4b81bff"},"schema_version":"1.0","source":{"id":"1405.0605","kind":"arxiv","version":1}},"canonical_sha256":"d8ea6b17a670e96c292e032238bb0b0da10f144858164c9e566a7bbe84597820","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"d8ea6b17a670e96c292e032238bb0b0da10f144858164c9e566a7bbe84597820","first_computed_at":"2026-05-18T02:31:35.926517Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T02:31:35.926517Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"8BaDxdVqTl9nfRCx2mBZIyAUjR98uUhEn+joW9ESM8sJcuUJCWVPJ0FCe4FHPkjdiwLceamhfjJ/isIAwNzzAg==","signature_status":"signed_v1","signed_at":"2026-05-18T02:31:35.926961Z","signed_message":"canonical_sha256_bytes"},"source_id":"1405.0605","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:ad0a6f2bc50f3df432c669c0da3e22b495dc42cd327c0eb5ce48da2f2d4a62e3","sha256:e9cdc4d45ab06c23941a9dbf81a7e74ff451e75aafc1e2299cbbd26b5bece2f6"],"state_sha256":"c413fa80b28c5c6699bef19d50aa77be720606253a8a7d6d942b7c659d02ce2a"}