Class information for:
Level 3: INSURANCE MATHEMATICS & ECONOMICS//STATISTICS & PROBABILITY//STOCHASTIC PROCESSES AND THEIR APPLICATIONS

Basic class information
ID Publications Average number
of references		 Avg. shr. active
ref. in WoS
193 49883 21.8 38%


Bar chart of Publication_year

Last years might be incomplete

Classes in level above (level 4)


ID, lev.
above		 Publications Label for level above
11 991155 MATHEMATICS//MATHEMATICS, APPLIED//MATH

Classes in level below (level 2)


ID, lev.
below		 Publications Label for level below
499 14611 MALLIAVIN CALCULUS//FRACTIONAL BROWNIAN MOTION//STOCHASTIC PROCESSES AND THEIR APPLICATIONS
1050 9586 COMPLETE CONVERGENCE//COMPLETE MOMENT CONVERGENCE//THEORY OF PROBABILITY AND ITS APPLICATIONS
1079 9430 VISCOSITY SOLUTIONS//BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS//BACKWARD STOCHASTIC DIFFERENTIAL EQUATION
1230 8583 OPTION PRICING//REAL OPTIONS//AMERICAN OPTIONS
1384 7673 INSURANCE MATHEMATICS & ECONOMICS//JOURNAL OF RISK AND INSURANCE//ASTIN BULLETIN

Terms with highest relevance score


Rank Term Type of term Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of publ.
in class
1 INSURANCE MATHEMATICS & ECONOMICS Journal 2376 79% 3% 1514
2 STATISTICS & PROBABILITY WoS category 2148 11% 36% 18142
3 STOCHASTIC PROCESSES AND THEIR APPLICATIONS Journal 1246 52% 3% 1679
4 ANNALS OF PROBABILITY Journal 937 47% 3% 1455
5 VISCOSITY SOLUTIONS Author keyword 907 67% 2% 811
6 MALLIAVIN CALCULUS Author keyword 848 86% 1% 429
7 FINANCE AND STOCHASTICS Journal 745 89% 1% 331
8 MATHEMATICAL FINANCE Journal 740 83% 1% 420
9 BUSINESS, FINANCE WoS category 703 10% 13% 6352
10 OPTION PRICING Author keyword 581 62% 1% 596

Web of Science journal categories


Rank Web of Science journal category Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of publ.
in class
1 Statistics & Probability 2148 11% 36% 18142
2 Business, Finance 703 10% 13% 6352

Author Key Words


Rank Web of Science journal category Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class		 LCSH search Wikipedia search
1 VISCOSITY SOLUTIONS 907 67% 2% 811 Search VISCOSITY+SOLUTIONS Search VISCOSITY+SOLUTIONS
2 MALLIAVIN CALCULUS 848 86% 1% 429 Search MALLIAVIN+CALCULUS Search MALLIAVIN+CALCULUS
3 OPTION PRICING 581 62% 1% 596 Search OPTION+PRICING Search OPTION+PRICING
4 BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS 491 93% 0% 185 Search BACKWARD+STOCHASTIC+DIFFERENTIAL+EQUATIONS Search BACKWARD+STOCHASTIC+DIFFERENTIAL+EQUATIONS
5 LEVY PROCESSES 453 71% 1% 370 Search LEVY+PROCESSES Search LEVY+PROCESSES
6 FRACTIONAL BROWNIAN MOTION 440 53% 1% 578 Search FRACTIONAL+BROWNIAN+MOTION Search FRACTIONAL+BROWNIAN+MOTION
7 RUIN PROBABILITIES 439 71% 1% 359 Search RUIN+PROBABILITIES Search RUIN+PROBABILITIES
8 LEVY PROCESS 433 62% 1% 450 Search LEVY+PROCESS Search LEVY+PROCESS
9 LOCAL TIME 400 70% 1% 332 Search LOCAL+TIME Search LOCAL+TIME
10 BACKWARD STOCHASTIC DIFFERENTIAL EQUATION 375 87% 0% 183 Search BACKWARD+STOCHASTIC+DIFFERENTIAL+EQUATION Search BACKWARD+STOCHASTIC+DIFFERENTIAL+EQUATION

Key Words Plus


Rank Web of Science journal category Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of publ.
in class
1 VISCOSITY SOLUTIONS 874 59% 2% 985
2 STOCHASTIC DIFFERENTIAL EQUATIONS 683 60% 1% 744
3 TERM STRUCTURE 672 50% 2% 969
4 CONTINGENT CLAIMS 524 78% 1% 344
5 RUIN 514 84% 1% 283
6 STOCHASTIC VOLATILITY 438 53% 1% 575
7 LEVY PROCESSES 393 69% 1% 340
8 VALUATION 391 26% 3% 1313
9 DIFFUSIONS 328 58% 1% 374
10 INTEREST RATES 324 35% 2% 754

Journals


Rank Web of Science journal category Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of publ.
in class
1 INSURANCE MATHEMATICS & ECONOMICS 2376 79% 3% 1514
2 STOCHASTIC PROCESSES AND THEIR APPLICATIONS 1246 52% 3% 1679
3 ANNALS OF PROBABILITY 937 47% 3% 1455
4 FINANCE AND STOCHASTICS 745 89% 1% 331
5 MATHEMATICAL FINANCE 740 83% 1% 420
6 THEORY OF PROBABILITY AND ITS APPLICATIONS 543 46% 2% 888
7 STOCHASTIC ANALYSIS AND APPLICATIONS 508 50% 1% 737
8 PROBABILITY THEORY AND RELATED FIELDS 508 42% 2% 933
9 JOURNAL OF THEORETICAL PROBABILITY 375 51% 1% 528
10 STATISTICS & PROBABILITY LETTERS 353 21% 3% 1460

Reviews


Title Publ. year Cit. Active
references		 % act. ref.
to same field
Statistical modelling of extreme ocean environments for marine design: A review 2013 12 73 58%
The Numerical Approximation of Stochastic Partial Differential Equations 2009 36 66 89%
The Outlook for Population Growth 2011 48 17 35%
The concept of comonotonicity in actuarial science and finance: applications 2002 116 6 100%
THE RELATIONSHIP BETWEEN RELATIVE RISK AVERSION AND THE LEVEL OF EDUCATION: A SURVEY AND IMPLICATIONS FOR THE DEMAND FOR LIFE INSURANCE 2015 1 74 30%
Term structure dynamics in theory and reality 2003 82 74 97%
A compound event framework for understanding extreme impacts 2014 6 49 31%
Complete Convergence for Negatively Dependent Sequences of Random Variables 2010 17 5 100%
Optimality results for dividend problems in insurance 2009 24 58 97%
The use of real options approach in energy sector investments 2011 14 38 82%

Address terms


Rank Address term Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of publ.
in class
1 ACTUARIAL STUDIES 169 72% 0.3% 133
2 FINANCE 148 14% 2.0% 1006
3 PROBABIL 110 51% 0.3% 153
4 STAT ACTUARIAL SCI 102 17% 1.1% 547
5 PROBABIL MODELES ALEATOI 94 38% 0.4% 195
6 SCI FINANCIERE ASSURANCES 77 82% 0.1% 45
7 CHINA ACTUARIAL SCI 70 78% 0.1% 46
8 UMR 7599 69 37% 0.3% 148
9 SCI ACTUARIELLES 68 80% 0.1% 43
10 ACTUARIAL SCI 65 58% 0.2% 76

Related classes at same level (level 3)


Rank Relatedness score Related classes
1 0.0000002954 STATISTICS & PROBABILITY//COMMUNICATIONS IN STATISTICS-THEORY AND METHODS//STAT
2 0.0000002266 CONVEX BODY//STEREOLOGY//STAR BODY
3 0.0000002018 ECONOMICS//BUSINESS, FINANCE//ECON
4 0.0000001751 STUDIA MATHEMATICA//ROUGH KERNEL//BMO
5 0.0000001462 CALCULUS OF VARIATIONS AND PARTIAL DIFFERENTIAL EQUATIONS//NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS//JOURNAL OF DIFFERENTIAL EQUATIONS
6 0.0000001170 APPLIED AND COMPUTATIONAL HARMONIC ANALYSIS//GABOR FRAME//SHIFT INVARIANT SPACE
7 0.0000001115 ERGODIC THEORY AND DYNAMICAL SYSTEMS//NIELSEN NUMBERS//HAUSDORFF DIMENSION
8 0.0000001082 JOURNAL OF STATISTICAL PHYSICS//ISING MODEL//JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL
9 0.0000001028 POSITIVE SOLUTION//FIXED POINT THEOREMS//NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS
10 0.0000000957 OPERATIONS RESEARCH & MANAGEMENT SCIENCE//EUROPEAN JOURNAL OF OPERATIONAL RESEARCH//MATHEMATICAL PROGRAMMING