{
  "@graph" : [ {
    "@id" : "http://cris.nrw/date2022",
    "@type" : [ "obo:BFO_0000003", "obo:BFO_0000008", "vivo:DateTimeValue", "obo:BFO_0000148" ],
    "rdf:type" : [ {
      "@id" : "obo:BFO_0000001"
    }, {
      "@id" : "owl:Thing"
    } ]
  }, {
    "@id" : "thkoeln:ArbeitspapierForschungsbericht",
    "@type" : "owl:Class",
    "label" : [ {
      "@language" : "en-us",
      "@value" : "Working Paper/Research Report"
    }, {
      "@language" : "de-de",
      "@value" : "Arbeitspapier / Forschungsbericht"
    } ]
  }, {
    "@id" : "thkoeln:Publikation",
    "@type" : "owl:Class",
    "label" : [ {
      "@language" : "de-de",
      "@value" : "Publikationen"
    }, {
      "@language" : "en-us",
      "@value" : "Publications"
    } ]
  }, {
    "@id" : "http://cris.nrw/hisinone/OpenAccess",
    "@type" : [ "http://cris.nrw/hisinone/Zugangsrecht", "owl:NamedIndividual" ],
    "rdf:type" : {
      "@id" : "owl:Thing"
    },
    "label" : [ {
      "@language" : "en-us",
      "@value" : "Open Access"
    }, {
      "@language" : "de-de",
      "@value" : "Open Access"
    } ]
  }, {
    "@id" : "http://cris.nrw/hisinone/RessourceText",
    "@type" : [ "owl:NamedIndividual", "http://cris.nrw/hisinone/ArtderRessource" ],
    "rdf:type" : {
      "@id" : "owl:Thing"
    },
    "label" : [ {
      "@language" : "de-de",
      "@value" : "Text"
    }, {
      "@language" : "en-us",
      "@value" : "Text"
    } ]
  }, {
    "@id" : "obo:BFO_0000001",
    "@type" : "owl:Class",
    "label" : [ {
      "@language" : "de-de",
      "@value" : "Entität"
    }, {
      "@language" : "en-us",
      "@value" : "Entity"
    }, {
      "@language" : "en",
      "@value" : "Entity"
    } ]
  }, {
    "@id" : "obo:BFO_0000002",
    "@type" : "owl:Class",
    "label" : [ {
      "@language" : "de-de",
      "@value" : "Kontinuant"
    }, {
      "@language" : "en-us",
      "@value" : "Continuant"
    }, {
      "@language" : "en",
      "@value" : "Continuant"
    } ]
  }, {
    "@id" : "obo:BFO_0000031",
    "@type" : "owl:Class",
    "label" : [ {
      "@language" : "de-de",
      "@value" : "Bedingter Kontinuant"
    }, {
      "@language" : "en-us",
      "@value" : "Generically Dependent Continuant"
    }, {
      "@language" : "en",
      "@value" : "Generically Dependent Continuant"
    } ]
  }, {
    "@id" : "obo:IAO_0000030",
    "@type" : "owl:Class",
    "label" : [ {
      "@language" : "de-de",
      "@value" : "Entität für Informationsinhalt"
    }, {
      "@language" : "en-us",
      "@value" : "Information Content Entity"
    }, {
      "@language" : "en",
      "@value" : "Information Content Entity"
    } ]
  }, {
    "@id" : "bibo:Document",
    "@type" : "owl:Class",
    "label" : [ {
      "@language" : "de-de",
      "@value" : "Dokument"
    }, {
      "@language" : "en-us",
      "@value" : "Document"
    }, {
      "@language" : "en",
      "@value" : "Document"
    } ]
  }, {
    "@id" : "owl:Thing",
    "@type" : "owl:Class"
  }, {
    "@id" : "https://fis.th-koeln.de/vivo/individual/10000130",
    "@type" : [ "thkoeln:Organisationseinheit", "foaf:Agent", "obo:BFO_0000004", "foaf:Organization" ],
    "istOrganisationseinheitVon" : "https://fis.th-koeln.de/vivo/individual/publ_14963",
    "rdf:type" : [ {
      "@id" : "obo:BFO_0000001"
    }, {
      "@id" : "obo:BFO_0000002"
    }, {
      "@id" : "owl:Thing"
    } ],
    "label" : "Schmalenbach Institut für Wirtschaftswissenschaften"
  }, {
    "@id" : "https://fis.th-koeln.de/vivo/individual/FF_001",
    "istForschungsfeldvon" : "https://fis.th-koeln.de/vivo/individual/publ_14963"
  }, {
    "@id" : "https://fis.th-koeln.de/vivo/individual/aut_14963-1",
    "@type" : [ "obo:BFO_0000020", "vivo:Authorship", "vivo:Relationship" ],
    "relates" : "https://fis.th-koeln.de/vivo/individual/publ_14963",
    "rdf:type" : [ {
      "@id" : "obo:BFO_0000001"
    }, {
      "@id" : "obo:BFO_0000002"
    }, {
      "@id" : "owl:Thing"
    } ]
  }, {
    "@id" : "https://fis.th-koeln.de/vivo/individual/cite_14963-0",
    "@type" : "thkoeln:Zitat",
    "rdf:type" : {
      "@id" : "owl:Thing"
    }
  }, {
    "@id" : "https://fis.th-koeln.de/vivo/individual/cite_14963-1",
    "@type" : "thkoeln:Zitat",
    "rdf:type" : {
      "@id" : "owl:Thing"
    }
  }, {
    "@id" : "https://fis.th-koeln.de/vivo/individual/cite_14963-2",
    "@type" : "thkoeln:Zitat",
    "rdf:type" : {
      "@id" : "owl:Thing"
    }
  }, {
    "@id" : "https://fis.th-koeln.de/vivo/individual/publ_14963",
    "@type" : "foaf:Document",
    "URL" : "https://nbn-resolving.org/urn:nbn:de:hbz:832-cos4-9610",
    "sprache" : "deutsch",
    "status" : "validiert",
    "hatForschungsfeld" : "https://fis.th-koeln.de/vivo/individual/FF_001",
    "hatOrganisationseinheit" : "https://fis.th-koeln.de/vivo/individual/10000130",
    "hatRessourceart" : "http://cris.nrw/hisinone/RessourceText",
    "hatZitat" : [ "https://fis.th-koeln.de/vivo/individual/cite_14963-0", "https://fis.th-koeln.de/vivo/individual/cite_14963-1", "https://fis.th-koeln.de/vivo/individual/cite_14963-2" ],
    "hatZugangsrecht" : "http://cris.nrw/hisinone/OpenAccess",
    "date" : "2026-04-04T00:20:08",
    "publisher" : "https://fis.th-koeln.de/vivo",
    "rights" : "https://fis.th-koeln.de/vivo/termsOfUse",
    "abstract" : "Markov-Ketten haben bei der Modellierung von ökonomischen Sachverhalten eine Vielzahl von Anwendungen. In den Wirtschaftswissenschaften steht oft ein Portfolio von Markov-Ketten im Mittelpunkt des Interesses, z.B. das Kreditportfolio einer Bank oder das Vertragsportfolio einer Versicherung. In den meisten Modellen wird dabei die stochastische Unabhängigkeit der unterschiedlichen Markov-Ketten vorausgesetzt. In der vorliegenden Arbeit wird ein Modell zur Berücksichtigung einer Abhängigkeitsstruktur in einem solchen Portfolio vorgestellt. Die Abhängigkeiten werden dabei mit einer Familie von Copulas modelliert und werden bei den Übergangsmatrizen berücksichtigt.",
    "mostSpecificType" : "thkoeln:ArbeitspapierForschungsbericht",
    "dateTimeValue" : "http://cris.nrw/date2022",
    "freetextKeyword" : [ "Bewertete Markov-Kette", "Copula Markov Chain", "Priced Markov Chain" ],
    "vivo:publisher" : {
      "@id" : "https://fis.th-koeln.de/vivo/individual/vg_ohneangabe"
    },
    "relatedBy" : "https://fis.th-koeln.de/vivo/individual/aut_14963-1",
    "rdf:type" : [ {
      "@id" : "obo:BFO_0000002"
    }, {
      "@id" : "obo:BFO_0000031"
    }, {
      "@id" : "thkoeln:Publikation"
    }, {
      "@id" : "bibo:Document"
    }, {
      "@id" : "obo:IAO_0000030"
    }, {
      "@id" : "owl:Thing"
    }, {
      "@id" : "thkoeln:ArbeitspapierForschungsbericht"
    }, {
      "@id" : "obo:BFO_0000001"
    } ],
    "label" : [ "Ein Portfolio von inhomogenen Markov-Ketten mit Abhängigkeitsstruktur", "RDF description of Ein Portfolio von inhomogenen Markov-Ketten mit Abhängigkeitsstruktur - https://fis.th-koeln.de/vivo/individual/publ_14963" ]
  }, {
    "@id" : "https://fis.th-koeln.de/vivo/individual/vg_ohneangabe",
    "publisherOf" : "https://fis.th-koeln.de/vivo/individual/publ_14963"
  } ],
  "@context" : {
    "relates" : {
      "@id" : "http://vivoweb.org/ontology/core#relates",
      "@type" : "@id"
    },
    "istForschungsfeldvon" : {
      "@id" : "http://cris.nrw/hisinone/istForschungsfeldvon",
      "@type" : "@id"
    },
    "label" : {
      "@id" : "http://www.w3.org/2000/01/rdf-schema#label"
    },
    "date" : {
      "@id" : "http://purl.org/dc/elements/1.1/date",
      "@type" : "http://www.w3.org/2001/XMLSchema#dateTime"
    },
    "freetextKeyword" : {
      "@id" : "http://vivoweb.org/ontology/core#freetextKeyword"
    },
    "abstract" : {
      "@id" : "http://purl.org/ontology/bibo/abstract"
    },
    "hatRessourceart" : {
      "@id" : "http://cris.nrw/hisinone/hatRessourceart",
      "@type" : "@id"
    },
    "publisher" : {
      "@id" : "http://purl.org/dc/elements/1.1/publisher",
      "@type" : "@id"
    },
    "sprache" : {
      "@id" : "http://cris.nrw/hisinone#sprache"
    },
    "dateTimeValue" : {
      "@id" : "http://vivoweb.org/ontology/core#dateTimeValue",
      "@type" : "@id"
    },
    "relatedBy" : {
      "@id" : "http://vivoweb.org/ontology/core#relatedBy",
      "@type" : "@id"
    },
    "hatZitat" : {
      "@id" : "http://cris.nrw/hisinone/hatZitat",
      "@type" : "@id"
    },
    "hatForschungsfeld" : {
      "@id" : "http://cris.nrw/hisinone/hatForschungsfeld",
      "@type" : "@id"
    },
    "hatZugangsrecht" : {
      "@id" : "http://cris.nrw/hisinone/hatZugangsrecht",
      "@type" : "@id"
    },
    "status" : {
      "@id" : "http://cris.nrw/hisinone#status"
    },
    "mostSpecificType" : {
      "@id" : "http://vitro.mannlib.cornell.edu/ns/vitro/0.7#mostSpecificType",
      "@type" : "@id"
    },
    "URL" : {
      "@id" : "http://cris.nrw/hisinone#URL"
    },
    "rights" : {
      "@id" : "http://purl.org/dc/elements/1.1/rights",
      "@type" : "@id"
    },
    "hatOrganisationseinheit" : {
      "@id" : "http://cris.nrw/hisinone/hatOrganisationseinheit",
      "@type" : "@id"
    },
    "istOrganisationseinheitVon" : {
      "@id" : "http://cris.nrw/hisinone/istOrganisationseinheitVon",
      "@type" : "@id"
    },
    "publisherOf" : {
      "@id" : "http://vivoweb.org/ontology/core#publisherOf",
      "@type" : "@id"
    },
    "ocrer" : "http://purl.org/net/OCRe/research.owl#",
    "owl" : "http://www.w3.org/2002/07/owl#",
    "scires" : "http://vivoweb.org/ontology/scientific-research#",
    "xsd" : "http://www.w3.org/2001/XMLSchema#",
    "skos" : "http://www.w3.org/2004/02/skos/core#",
    "rdfs" : "http://www.w3.org/2000/01/rdf-schema#",
    "ocresd" : "http://purl.org/net/OCRe/study_design.owl#",
    "swo" : "http://www.ebi.ac.uk/efo/swo/",
    "cito" : "http://purl.org/spar/cito/",
    "geo" : "http://aims.fao.org/aos/geopolitical.owl#",
    "ocresst" : "http://purl.org/net/OCRe/statistics.owl#",
    "dcterms" : "http://purl.org/dc/terms/",
    "vivo" : "http://vivoweb.org/ontology/core#",
    "event" : "http://purl.org/NET/c4dm/event.owl#",
    "vann" : "http://purl.org/vocab/vann/",
    "foaf" : "http://xmlns.com/foaf/0.1/",
    "c4o" : "http://purl.org/spar/c4o/",
    "fabio" : "http://purl.org/spar/fabio/",
    "vcard" : "http://www.w3.org/2006/vcard/ns#",
    "thkoeln" : "http://cris.nrw/hisinone#",
    "vitro" : "http://vitro.mannlib.cornell.edu/ns/vitro/0.7#",
    "vitro-public" : "http://vitro.mannlib.cornell.edu/ns/vitro/public#",
    "rdf" : "http://www.w3.org/1999/02/22-rdf-syntax-ns#",
    "ocresp" : "http://purl.org/net/OCRe/study_protocol.owl#",
    "bibo" : "http://purl.org/ontology/bibo/",
    "obo" : "http://purl.obolibrary.org/obo/",
    "ro" : "http://purl.obolibrary.org/obo/ro.owl#"
  }
}