{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2011:YFWPKK5ISX5XKLIKAKSXOE3Q55","short_pith_number":"pith:YFWPKK5I","canonical_record":{"source":{"id":"1106.2791","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.ME","submitted_at":"2011-06-14T19:16:19Z","cross_cats_sorted":["math.ST","q-fin.RM","stat.TH"],"title_canon_sha256":"6013d121c5d67118e3cda62498d85914699145dd238bcf1ed8082bfb37fa0dc9","abstract_canon_sha256":"c70d14bd974ff5a1e7165fcdae1c0acc71db67e8b8861bc2e8c618b7ca10316e"},"schema_version":"1.0"},"canonical_sha256":"c16cf52ba895fb752d0a02a5771370ef7b43c63fce4106a5bc3608ba3d5174bb","source":{"kind":"arxiv","id":"1106.2791","version":2},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1106.2791","created_at":"2026-05-18T04:19:54Z"},{"alias_kind":"arxiv_version","alias_value":"1106.2791v2","created_at":"2026-05-18T04:19:54Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1106.2791","created_at":"2026-05-18T04:19:54Z"},{"alias_kind":"pith_short_12","alias_value":"YFWPKK5ISX5X","created_at":"2026-05-18T12:26:47Z"},{"alias_kind":"pith_short_16","alias_value":"YFWPKK5ISX5XKLIK","created_at":"2026-05-18T12:26:47Z"},{"alias_kind":"pith_short_8","alias_value":"YFWPKK5I","created_at":"2026-05-18T12:26:47Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2011:YFWPKK5ISX5XKLIKAKSXOE3Q55","target":"record","payload":{"canonical_record":{"source":{"id":"1106.2791","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.ME","submitted_at":"2011-06-14T19:16:19Z","cross_cats_sorted":["math.ST","q-fin.RM","stat.TH"],"title_canon_sha256":"6013d121c5d67118e3cda62498d85914699145dd238bcf1ed8082bfb37fa0dc9","abstract_canon_sha256":"c70d14bd974ff5a1e7165fcdae1c0acc71db67e8b8861bc2e8c618b7ca10316e"},"schema_version":"1.0"},"canonical_sha256":"c16cf52ba895fb752d0a02a5771370ef7b43c63fce4106a5bc3608ba3d5174bb","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T04:19:54.322857Z","signature_b64":"LjsRFBiACvHqK5w9V+ZRGAI8JqDqz3IFWR3PeWA6id4qqknXd6IqwNl0Bwkm4uCIk3pWjj8gnHvSyGw/t04iCQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"c16cf52ba895fb752d0a02a5771370ef7b43c63fce4106a5bc3608ba3d5174bb","last_reissued_at":"2026-05-18T04:19:54.322117Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T04:19:54.322117Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1106.2791","source_version":2,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T04:19:54Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"VQkCj7F6aWAU1ArQdwtDe+hs5z23LPsiTL7sviHlMijoJ2R1Y/dp2COVa0x7HoSKXLKgt9eaQB+WOokns2w/Cw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-28T16:36:40.117275Z"},"content_sha256":"73f08128aa38228ed08c6098925e451314e2de40b561a16c9cddba03be3d1909","schema_version":"1.0","event_id":"sha256:73f08128aa38228ed08c6098925e451314e2de40b561a16c9cddba03be3d1909"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2011:YFWPKK5ISX5XKLIKAKSXOE3Q55","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Distortion risk measures for sums of dependent losses","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.ST","q-fin.RM","stat.TH"],"primary_cat":"stat.ME","authors_text":"Abdelhakim Necir, Brahim Brahimi, Djamel Meraghni","submitted_at":"2011-06-14T19:16:19Z","abstract_excerpt":"We discuss two distinct approaches, for distorting risk measures of sums of dependent random variables, which preserve the property of coherence. The first, based on distorted expectations, operates on the survival function of the sum. The second, simultaneously applies the distortion on the survival function of the sum and the dependence structure of risks, represented by copulas. Our goal is to propose risk measures that take into account the fluctuations of losses and possible correlations between risk components."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1106.2791","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"},"verdict_id":null},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T04:19:54Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"lcx+6Il0o+x6dNskAlJ93TpPMe8a15p4fI9SQYd4TsGKdI013oedfo0/JZMukVvUfVLk+LOtdzGs8jZbpWvoBw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-28T16:36:40.117627Z"},"content_sha256":"20cadea357675b04922639ba4e78d56d66e713a9377ac0196e1131b07674044b","schema_version":"1.0","event_id":"sha256:20cadea357675b04922639ba4e78d56d66e713a9377ac0196e1131b07674044b"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/YFWPKK5ISX5XKLIKAKSXOE3Q55/bundle.json","state_url":"https://pith.science/pith/YFWPKK5ISX5XKLIKAKSXOE3Q55/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/YFWPKK5ISX5XKLIKAKSXOE3Q55/bundle.json","status":"primary"}],"public_keys":[{"key_id":"pith-v1-2026-05","algorithm":"ed25519","format":"raw","public_key_b64":"stVStoiQhXFxp4s2pdzPNoqVNBMojDU/fJ2db5S3CbM=","public_key_hex":"b2d552b68890857171a78b36a5dccf368a953413288c353f7c9d9d6f94b709b3","fingerprint_sha256_b32_first128bits":"RVFV5Z2OI2J3ZUO7ERDEBCYNKS","fingerprint_sha256_hex":"8d4b5ee74e4693bcd1df2446408b0d54","rotates_at":null,"url":"https://pith.science/pith-signing-key.json","notes":"Pith uses this Ed25519 key to sign canonical record SHA-256 digests. Verify with: ed25519_verify(public_key, message=canonical_sha256_bytes, signature=base64decode(signature_b64))."}],"merge_version":"pith-open-graph-merge-v1","built_at":"2026-06-28T16:36:40Z","links":{"resolver":"https://pith.science/pith/YFWPKK5ISX5XKLIKAKSXOE3Q55","bundle":"https://pith.science/pith/YFWPKK5ISX5XKLIKAKSXOE3Q55/bundle.json","state":"https://pith.science/pith/YFWPKK5ISX5XKLIKAKSXOE3Q55/state.json","well_known_bundle":"https://pith.science/.well-known/pith/YFWPKK5ISX5XKLIKAKSXOE3Q55/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2011:YFWPKK5ISX5XKLIKAKSXOE3Q55","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":"c70d14bd974ff5a1e7165fcdae1c0acc71db67e8b8861bc2e8c618b7ca10316e","cross_cats_sorted":["math.ST","q-fin.RM","stat.TH"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.ME","submitted_at":"2011-06-14T19:16:19Z","title_canon_sha256":"6013d121c5d67118e3cda62498d85914699145dd238bcf1ed8082bfb37fa0dc9"},"schema_version":"1.0","source":{"id":"1106.2791","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1106.2791","created_at":"2026-05-18T04:19:54Z"},{"alias_kind":"arxiv_version","alias_value":"1106.2791v2","created_at":"2026-05-18T04:19:54Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1106.2791","created_at":"2026-05-18T04:19:54Z"},{"alias_kind":"pith_short_12","alias_value":"YFWPKK5ISX5X","created_at":"2026-05-18T12:26:47Z"},{"alias_kind":"pith_short_16","alias_value":"YFWPKK5ISX5XKLIK","created_at":"2026-05-18T12:26:47Z"},{"alias_kind":"pith_short_8","alias_value":"YFWPKK5I","created_at":"2026-05-18T12:26:47Z"}],"graph_snapshots":[{"event_id":"sha256:20cadea357675b04922639ba4e78d56d66e713a9377ac0196e1131b07674044b","target":"graph","created_at":"2026-05-18T04:19:54Z","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":"We discuss two distinct approaches, for distorting risk measures of sums of dependent random variables, which preserve the property of coherence. The first, based on distorted expectations, operates on the survival function of the sum. The second, simultaneously applies the distortion on the survival function of the sum and the dependence structure of risks, represented by copulas. Our goal is to propose risk measures that take into account the fluctuations of losses and possible correlations between risk components.","authors_text":"Abdelhakim Necir, Brahim Brahimi, Djamel Meraghni","cross_cats":["math.ST","q-fin.RM","stat.TH"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.ME","submitted_at":"2011-06-14T19:16:19Z","title":"Distortion risk measures for sums of dependent losses"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1106.2791","kind":"arxiv","version":2},"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":"sha256:73f08128aa38228ed08c6098925e451314e2de40b561a16c9cddba03be3d1909","target":"record","created_at":"2026-05-18T04:19:54Z","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":"c70d14bd974ff5a1e7165fcdae1c0acc71db67e8b8861bc2e8c618b7ca10316e","cross_cats_sorted":["math.ST","q-fin.RM","stat.TH"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.ME","submitted_at":"2011-06-14T19:16:19Z","title_canon_sha256":"6013d121c5d67118e3cda62498d85914699145dd238bcf1ed8082bfb37fa0dc9"},"schema_version":"1.0","source":{"id":"1106.2791","kind":"arxiv","version":2}},"canonical_sha256":"c16cf52ba895fb752d0a02a5771370ef7b43c63fce4106a5bc3608ba3d5174bb","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"c16cf52ba895fb752d0a02a5771370ef7b43c63fce4106a5bc3608ba3d5174bb","first_computed_at":"2026-05-18T04:19:54.322117Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T04:19:54.322117Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"LjsRFBiACvHqK5w9V+ZRGAI8JqDqz3IFWR3PeWA6id4qqknXd6IqwNl0Bwkm4uCIk3pWjj8gnHvSyGw/t04iCQ==","signature_status":"signed_v1","signed_at":"2026-05-18T04:19:54.322857Z","signed_message":"canonical_sha256_bytes"},"source_id":"1106.2791","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:73f08128aa38228ed08c6098925e451314e2de40b561a16c9cddba03be3d1909","sha256:20cadea357675b04922639ba4e78d56d66e713a9377ac0196e1131b07674044b"],"state_sha256":"c598dcb0e34eba60368d39dee8cc0db018936397e87f27838b51535d5783ea22"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"nkhkvw2cCmnsG47PZRpg1a3i13XWKpVYCiPrrUkQ4tX8OWVI4ji3fp4Ijost27X8crBWt5uhDW/w4r7c9CEBCQ==","signed_message":"bundle_sha256_bytes","signed_at":"2026-06-28T16:36:40.119432Z","bundle_sha256":"4975e9c9740a91e6fd1f3781250a6a48006852f35b221a59d8d27f7aa683adb6"}}