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Pith Number

pith:MHAY2FXC

pith:2015:MHAY2FXCHMYO54B45UFFO22QUE
not attested not anchored not stored refs pending

Fitting a distribution to Value-at-Risk and Expected Shortfall, with an application to covered bonds

Dirk Tasche

arxiv:1505.07484 v2 · 2015-05-27 · q-fin.RM · stat.AP

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{MHAY2FXCHMYO54B45UFFO22QUE}

Prints a linked badge after your title and injects PDF metadata. Compiles on arXiv. Learn more · Embed verified badge

Record completeness

1 Bitcoin timestamp
2 Internet Archive
3 Author claim open · sign in to claim
4 Citations open
5 Replications open
Portable graph bundle live · download bundle · merged state
The bundle contains the canonical record plus signed events. A mirror can host it anywhere and recompute the same current state with the deterministic merge algorithm.
Receipt and verification
First computed 2026-05-18T01:16:33.373435Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

61c18d16e23b30eef03ced0a576b50a10c0c3ed3697c9b0e1abdcfa52ad9a188

Aliases

arxiv: 1505.07484 · arxiv_version: 1505.07484v2 · doi: 10.48550/arxiv.1505.07484 · pith_short_12: MHAY2FXCHMYO · pith_short_16: MHAY2FXCHMYO54B4 · pith_short_8: MHAY2FXC
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/MHAY2FXCHMYO54B45UFFO22QUE \
  | jq -c '.canonical_record' \
  | python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: 61c18d16e23b30eef03ced0a576b50a10c0c3ed3697c9b0e1abdcfa52ad9a188
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "6d6e2c8e6c982787631851e20b9e75130b32dc29ef59c968a0f0e421c280f047",
    "cross_cats_sorted": [
      "stat.AP"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.RM",
    "submitted_at": "2015-05-27T20:17:06Z",
    "title_canon_sha256": "0f33d4671bba3e18a41c3b05dde066fa254a3e320049f674f197932f44291393"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1505.07484",
    "kind": "arxiv",
    "version": 2
  }
}