{"id":"https://openalex.org/W4316144107","doi":"https://doi.org/10.5281/zenodo.7535852","title":"The Concept of Comonotonicity in Actuarial Science and Finance: Theory","display_name":"The Concept of Comonotonicity in Actuarial Science and Finance: Theory","publication_year":2022,"publication_date":"2022-02-09","ids":{"openalex":"https://openalex.org/W4316144107","doi":"https://doi.org/10.5281/zenodo.7535852"},"language":"en","primary_location":{"id":"pmh:oai:zenodo.org:7535853","doi":null,"is_oa":true,"landing_page_url":"https://zenodo.org/record/7535853","pdf_url":null,"source":{"id":"https://openalex.org/S4306400562","display_name":"Zenodo (CERN European Organization for Nuclear Research)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I67311998","host_organization_name":"European Organization for Nuclear Research","host_organization_lineage":["https://openalex.org/I67311998"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"},"parent_works":[],"lineage":["https://openalex.org/W4316144107"],"child_works_count":0,"type":"article","is_traditional":true,"indexed_in":["datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://zenodo.org/record/7535853","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5059557376","display_name":"Omotayo Johncally Abere","orcid":"https://orcid.org/0000-0002-2449-6309","observed_orcids":["https://orcid.org/0000-0002-2449-6309"]},"institutions":[{"id":"https://openalex.org/I197610006","display_name":"University of Lagos","ror":"https://ror.org/05rk03822","country_code":"NG","type":"education","lineage":["https://openalex.org/I197610006"]}],"countries":["NG"],"is_corresponding":true,"raw_author_name":"Omotayo Johncally Abere","raw_affiliation_strings":["Department of Actuarial Science & Insurance, University of Lagos, Nigeria"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Actuarial Science & Insurance, University of Lagos, Nigeria","institution_ids":["https://openalex.org/I197610006"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5059557376"],"corresponding_institution_ids":["https://openalex.org/I197610006"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.0,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9980000257492065,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9980000257492065,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T13500","display_name":"Probability and Statistical Research","score":0.0010000000474974513,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12394","display_name":"Insurance and Financial Risk Management","score":0.00019999999494757503,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/comonotonicity","display_name":"comonotonicity","score":0.996999979019165},{"id":"https://openalex.org/keywords/sums-of-random-variables","display_name":"sums of random variables","score":0.8820000290870667},{"id":"https://openalex.org/keywords/dependence-structure","display_name":"dependence structure","score":0.6700000166893005},{"id":"https://openalex.org/keywords/distribution-approximation","display_name":"distribution approximation","score":0.5809999704360962},{"id":"https://openalex.org/keywords/aggregate-claims","display_name":"aggregate claims","score":0.6890000104904175},{"id":"https://openalex.org/keywords/insurance-portfolio","display_name":"insurance portfolio","score":0.6909999847412109},{"id":"https://openalex.org/keywords/statistical-dependence","display_name":"statistical dependence","score":0.4869999885559082}],"concepts":[{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.592786967754364},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4516047239303589}],"mesh":[],"locations_count":3,"locations":[{"id":"pmh:oai:zenodo.org:7535853","doi":null,"is_oa":true,"landing_page_url":"https://zenodo.org/record/7535853","pdf_url":null,"source":{"id":"https://openalex.org/S4306400562","display_name":"Zenodo (CERN European Organization for Nuclear Research)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I67311998","host_organization_name":"European Organization for Nuclear Research","host_organization_lineage":["https://openalex.org/I67311998"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"},{"id":"doi:10.5281/zenodo.7535852","doi":"https://doi.org/10.5281/zenodo.7535852","is_oa":true,"landing_page_url":"https://doi.org/10.5281/zenodo.7535852","pdf_url":null,"source":{"id":"https://openalex.org/S4306400562","display_name":"Zenodo (CERN European Organization for Nuclear Research)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I67311998","host_organization_name":"European Organization for Nuclear Research","host_organization_lineage":["https://openalex.org/I67311998"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"JournalArticle"},{"id":"doi:10.5281/zenodo.7535853","doi":"https://doi.org/10.5281/zenodo.7535853","is_oa":true,"landing_page_url":"https://doi.org/10.5281/zenodo.7535853","pdf_url":null,"source":{"id":"https://openalex.org/S4306400562","display_name":"Zenodo (CERN European Organization for Nuclear Research)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I67311998","host_organization_name":"European Organization for Nuclear Research","host_organization_lineage":["https://openalex.org/I67311998"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"JournalArticle"}],"best_oa_location":{"id":"pmh:oai:zenodo.org:7535853","doi":null,"is_oa":true,"landing_page_url":"https://zenodo.org/record/7535853","pdf_url":null,"source":{"id":"https://openalex.org/S4306400562","display_name":"Zenodo (CERN European Organization for Nuclear Research)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I67311998","host_organization_name":"European Organization for Nuclear Research","host_organization_lineage":["https://openalex.org/I67311998"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W2010272128","https://openalex.org/W7098642974","https://openalex.org/W4238975130","https://openalex.org/W7097460601","https://openalex.org/W2521331206","https://openalex.org/W7135433816","https://openalex.org/W2284968139","https://openalex.org/W1989639661","https://openalex.org/W2060020427","https://openalex.org/W2085855617"],"abstract_inverted_index":{"In":[0,113],"an":[1,28,138],"insurance":[2,29],"context,":[3],"one":[4],"is":[5,68,105,175,206],"often":[6],"interested":[7],"in":[8,55,127,210],"the":[9,24,63,66,91,94,99,116,146,183],"distribution":[10],"function":[11],"of":[12,15,27,59,65,75,87,93,122,140,162,168,182,185,191,199],"a":[13,19,32,45,49,72,128,135,176,197],"sum":[14,20,67],"random":[16,88],"variables.":[17],"Such":[18],"appears":[21,38],"when":[22,39,90],"considering":[23,40],"aggregate":[25],"claims":[26],"portfolio":[30,50],"over":[31],"certain":[33],"reference":[34],"period.":[35],"It":[36],"also":[37,149],"discounted":[41],"payments":[42],"related":[43],"to":[44,110,134],"single":[46],"policy":[47],"or":[48,107],"at":[51],"different":[52],"future":[53],"points":[54],"time.":[56],"The":[57],"assumption":[58],"mutual":[60],"independence":[61],"between":[62,103],"components":[64],"very":[69],"convenient":[70],"from":[71],"computational":[73],"point":[74],"view,":[76],"but":[77,98,148],"sometimes":[78],"not":[79],"realistic.":[80],"We":[81],"will":[82],"determine":[83],"approximations":[84],"for":[85],"sums":[86],"variables,":[89],"distributions":[92],"terms":[95],"are":[96,119,125,133,155],"known,":[97],"stochastic":[100],"dependence":[101],"structure":[102],"them":[104],"unknown":[106],"too":[108],"cumbersome":[109],"work":[111],"with.":[112],"this":[114,123],"paper,":[115],"theoretical":[117,151],"aspects":[118],"considered.":[120],"Applications":[121],"theory":[124],"considered":[126],"subsequent":[129],"paper.":[130],"Both":[131],"papers":[132],"large":[136],"extent":[137],"overview":[139],"recent":[141],"research":[142,200],"results":[143,154],"obtained":[144],"by":[145],"authors,":[147],"new":[150],"and":[152,179,202,215,222],"practical":[153],"presented.":[156],"Author:":[157],"Omotayo":[158,172],"Johncally":[159,173],"Abere,":[160],"Department":[161],"Actuarial":[163,186,213],"Science":[164,187],"&":[165,188],"Insurance,":[166,189],"University":[167,190],"Lagos,":[169,192],"Nigeria.":[170,193],"(johncally68@yahoo.com)":[171],"Abere":[174],"technical":[177],"writer":[178],"faculty":[180],"member":[181],"department":[184],"He":[194,205,217],"has":[195],"published":[196],"lot":[198],"article":[201],"scholarlarly":[203],"books.":[204],"currently":[207],"doing":[208],"job":[209],"Microsoft":[211],"as":[212],"Scientist":[214],"Programmer.":[216],"got":[218],"several":[219],"awards":[220],"nationally":[221],"internationally.":[223]},"counts_by_year":[],"updated_date":"2026-10-13T10:08:12.033832","created_date":"2023-01-14T00:00:00"}