{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2016:UHHGEOGRY52G4WZCL7AQUEJYZV","short_pith_number":"pith:UHHGEOGR","schema_version":"1.0","canonical_sha256":"a1ce6238d1c7746e5b225fc10a1138cd69d0b751d11a88caf9ccf20d2bf35ebe","source":{"kind":"arxiv","id":"1608.02550","version":2},"attestation_state":"computed","paper":{"title":"A time of ruin constrained optimal dividend problem for spectrally one-sided L\\'evy processes","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.MF"],"primary_cat":"math.OC","authors_text":"Camilo Hernandez, Harold Moreno-Franco, Mauricio Junca","submitted_at":"2016-08-08T18:41:53Z","abstract_excerpt":"We introduce a longevity feature to the classical optimal dividend problem by adding a constraint on the time of ruin of the firm. We extend the results in \\cite{HJ15}, now in context of one-sided L\\'evy risk models. We consider de Finetti's problem in both scenarios with and without fix transaction costs, e.g. taxes. We also study the constrained analog to the so called Dual model. To characterize the solution to the aforementioned models we introduce the dual problem and show that the complementary slackness conditions are satisfied and therefore there is no duality gap. As a consequence the"},"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":"1608.02550","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.OC","submitted_at":"2016-08-08T18:41:53Z","cross_cats_sorted":["q-fin.MF"],"title_canon_sha256":"298558ba45683ba8b87d36c578355a9dff5a863464a555346ca6fd846ad04d2d","abstract_canon_sha256":"1e4698baf32f38f4ae39a31e2f95cf9ecc0700549c15500a00c5d42429ad8502"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T00:44:42.469260Z","signature_b64":"afotjxXbtYniBplo3WElPBMCtU0xDucCqgoMczHS/nHr/gAqd/zxvLXCYAkxpad5KNpcUsT/brjGHaUqxzf8BQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"a1ce6238d1c7746e5b225fc10a1138cd69d0b751d11a88caf9ccf20d2bf35ebe","last_reissued_at":"2026-05-18T00:44:42.468798Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T00:44:42.468798Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"A time of ruin constrained optimal dividend problem for spectrally one-sided L\\'evy processes","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.MF"],"primary_cat":"math.OC","authors_text":"Camilo Hernandez, Harold Moreno-Franco, Mauricio Junca","submitted_at":"2016-08-08T18:41:53Z","abstract_excerpt":"We introduce a longevity feature to the classical optimal dividend problem by adding a constraint on the time of ruin of the firm. We extend the results in \\cite{HJ15}, now in context of one-sided L\\'evy risk models. We consider de Finetti's problem in both scenarios with and without fix transaction costs, e.g. taxes. We also study the constrained analog to the so called Dual model. To characterize the solution to the aforementioned models we introduce the dual problem and show that the complementary slackness conditions are satisfied and therefore there is no duality gap. As a consequence the"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1608.02550","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":"1608.02550","created_at":"2026-05-18T00:44:42.468870+00:00"},{"alias_kind":"arxiv_version","alias_value":"1608.02550v2","created_at":"2026-05-18T00:44:42.468870+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1608.02550","created_at":"2026-05-18T00:44:42.468870+00:00"},{"alias_kind":"pith_short_12","alias_value":"UHHGEOGRY52G","created_at":"2026-05-18T12:30:46.583412+00:00"},{"alias_kind":"pith_short_16","alias_value":"UHHGEOGRY52G4WZC","created_at":"2026-05-18T12:30:46.583412+00:00"},{"alias_kind":"pith_short_8","alias_value":"UHHGEOGR","created_at":"2026-05-18T12:30:46.583412+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/UHHGEOGRY52G4WZCL7AQUEJYZV","json":"https://pith.science/pith/UHHGEOGRY52G4WZCL7AQUEJYZV.json","graph_json":"https://pith.science/api/pith-number/UHHGEOGRY52G4WZCL7AQUEJYZV/graph.json","events_json":"https://pith.science/api/pith-number/UHHGEOGRY52G4WZCL7AQUEJYZV/events.json","paper":"https://pith.science/paper/UHHGEOGR"},"agent_actions":{"view_html":"https://pith.science/pith/UHHGEOGRY52G4WZCL7AQUEJYZV","download_json":"https://pith.science/pith/UHHGEOGRY52G4WZCL7AQUEJYZV.json","view_paper":"https://pith.science/paper/UHHGEOGR","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1608.02550&json=true","fetch_graph":"https://pith.science/api/pith-number/UHHGEOGRY52G4WZCL7AQUEJYZV/graph.json","fetch_events":"https://pith.science/api/pith-number/UHHGEOGRY52G4WZCL7AQUEJYZV/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/UHHGEOGRY52G4WZCL7AQUEJYZV/action/timestamp_anchor","attest_storage":"https://pith.science/pith/UHHGEOGRY52G4WZCL7AQUEJYZV/action/storage_attestation","attest_author":"https://pith.science/pith/UHHGEOGRY52G4WZCL7AQUEJYZV/action/author_attestation","sign_citation":"https://pith.science/pith/UHHGEOGRY52G4WZCL7AQUEJYZV/action/citation_signature","submit_replication":"https://pith.science/pith/UHHGEOGRY52G4WZCL7AQUEJYZV/action/replication_record"}},"created_at":"2026-05-18T00:44:42.468870+00:00","updated_at":"2026-05-18T00:44:42.468870+00:00"}