{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2008:CL4L5NRZA3MVGNWGNNY43XFOQV","short_pith_number":"pith:CL4L5NRZ","schema_version":"1.0","canonical_sha256":"12f8beb63906d95336c66b71cddcae8568681d007d84cd5663c6d1acfac22c73","source":{"kind":"arxiv","id":"0811.4039","version":2},"attestation_state":"computed","paper":{"title":"Hedging of Defaultable Contingent Claims using BSDE with uncertain time horizon","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR","q-fin.PR"],"primary_cat":"q-fin.CP","authors_text":"Anne Eyraud-Loisel (SAF), Christophette Blanchet-Scalliet (ICJ), Manuela Royer-Carenzi (LATP)","submitted_at":"2008-11-25T09:44:29Z","abstract_excerpt":"This article focuses on the mathematical problem of existence and uniqueness of BSDE with a random terminal time which is a general random variable but not a stopping time, as it has been usually the case in the previous literature of BSDE with random terminal time. The main motivation of this work is a financial or actuarial problem of hedging of defaultable contingent claims or life insurance contracts, for which the terminal time is a default time or a death time, which are not stopping times. We have to use progressive enlargement of the Brownian filtration, and to solve the obtained BSDE "},"verification_status":{"content_addressed":true,"pith_receipt":true,"author_attested":false,"weak_author_claims":0,"strong_author_claims":0,"externally_anchored":false,"storage_verified":false,"citation_signatures":0,"replication_records":0,"graph_snapshot":true,"references_resolved":false,"formal_links_present":false},"canonical_record":{"source":{"id":"0811.4039","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2008-11-25T09:44:29Z","cross_cats_sorted":["math.PR","q-fin.PR"],"title_canon_sha256":"7cd87c669a8c29e6601141d46ec3e83f49f551586d38bee7a7e49a0ef04f4f28","abstract_canon_sha256":"7a16248ef979e441ca92343ad9fc063048f22b9513f6ea9c31ee7e6719336fb1"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T04:21:51.855131Z","signature_b64":"Opz8Fnip5Yt1XPUknz/Dh8eubw+xpvrkL9uq7ZU5VYak1/2u4sIaG6haMVCPQSQkJmjqG1I4TcenmXwC7JnUCg==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"12f8beb63906d95336c66b71cddcae8568681d007d84cd5663c6d1acfac22c73","last_reissued_at":"2026-05-18T04:21:51.854586Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T04:21:51.854586Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Hedging of Defaultable Contingent Claims using BSDE with uncertain time horizon","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR","q-fin.PR"],"primary_cat":"q-fin.CP","authors_text":"Anne Eyraud-Loisel (SAF), Christophette Blanchet-Scalliet (ICJ), Manuela Royer-Carenzi (LATP)","submitted_at":"2008-11-25T09:44:29Z","abstract_excerpt":"This article focuses on the mathematical problem of existence and uniqueness of BSDE with a random terminal time which is a general random variable but not a stopping time, as it has been usually the case in the previous literature of BSDE with random terminal time. The main motivation of this work is a financial or actuarial problem of hedging of defaultable contingent claims or life insurance contracts, for which the terminal time is a default time or a death time, which are not stopping times. We have to use progressive enlargement of the Brownian filtration, and to solve the obtained BSDE "},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"0811.4039","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"},"aliases":[{"alias_kind":"arxiv","alias_value":"0811.4039","created_at":"2026-05-18T04:21:51.854689+00:00"},{"alias_kind":"arxiv_version","alias_value":"0811.4039v2","created_at":"2026-05-18T04:21:51.854689+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.0811.4039","created_at":"2026-05-18T04:21:51.854689+00:00"},{"alias_kind":"pith_short_12","alias_value":"CL4L5NRZA3MV","created_at":"2026-05-18T12:25:57.157939+00:00"},{"alias_kind":"pith_short_16","alias_value":"CL4L5NRZA3MVGNWG","created_at":"2026-05-18T12:25:57.157939+00:00"},{"alias_kind":"pith_short_8","alias_value":"CL4L5NRZ","created_at":"2026-05-18T12:25:57.157939+00:00"}],"events":[],"event_summary":{},"paper_claims":[],"inbound_citations":{"count":0,"internal_anchor_count":0,"sample":[]},"formal_canon":{"evidence_count":0,"sample":[],"anchors":[]},"links":{"html":"https://pith.science/pith/CL4L5NRZA3MVGNWGNNY43XFOQV","json":"https://pith.science/pith/CL4L5NRZA3MVGNWGNNY43XFOQV.json","graph_json":"https://pith.science/api/pith-number/CL4L5NRZA3MVGNWGNNY43XFOQV/graph.json","events_json":"https://pith.science/api/pith-number/CL4L5NRZA3MVGNWGNNY43XFOQV/events.json","paper":"https://pith.science/paper/CL4L5NRZ"},"agent_actions":{"view_html":"https://pith.science/pith/CL4L5NRZA3MVGNWGNNY43XFOQV","download_json":"https://pith.science/pith/CL4L5NRZA3MVGNWGNNY43XFOQV.json","view_paper":"https://pith.science/paper/CL4L5NRZ","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=0811.4039&json=true","fetch_graph":"https://pith.science/api/pith-number/CL4L5NRZA3MVGNWGNNY43XFOQV/graph.json","fetch_events":"https://pith.science/api/pith-number/CL4L5NRZA3MVGNWGNNY43XFOQV/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/CL4L5NRZA3MVGNWGNNY43XFOQV/action/timestamp_anchor","attest_storage":"https://pith.science/pith/CL4L5NRZA3MVGNWGNNY43XFOQV/action/storage_attestation","attest_author":"https://pith.science/pith/CL4L5NRZA3MVGNWGNNY43XFOQV/action/author_attestation","sign_citation":"https://pith.science/pith/CL4L5NRZA3MVGNWGNNY43XFOQV/action/citation_signature","submit_replication":"https://pith.science/pith/CL4L5NRZA3MVGNWGNNY43XFOQV/action/replication_record"}},"created_at":"2026-05-18T04:21:51.854689+00:00","updated_at":"2026-05-18T04:21:51.854689+00:00"}