Class information for:
Level 2: RUIN PROBABILITY//INSURANCE MATHEMATICS & ECONOMICS//SUBEXPONENTIAL DISTRIBUTION

Basic class information
Class id #P Avg. number of
references		 Database coverage
of references
2533 3782 19.3 39%


Bar chart of Publication_year

Last years might be incomplete

Hierarchy of classes
The table includes all classes above and classes immediately below the current class.


Cluster id Level Cluster label #P
15 4 MATHEMATICS//MATHEMATICS, APPLIED//MATH 719832
383 3       STATISTICS & PROBABILITY//ANNALS OF PROBABILITY//STOCHASTIC PROCESSES AND THEIR APPLICATIONS 31557
2533 2             RUIN PROBABILITY//INSURANCE MATHEMATICS & ECONOMICS//SUBEXPONENTIAL DISTRIBUTION 3782
2296 1                   RUIN PROBABILITY//INSURANCE MATHEMATICS & ECONOMICS//SUBEXPONENTIAL DISTRIBUTION 2291
17968 1                   SEQUENTIAL DETECTION//QUICKEST CHANGE DETECTION//SHIRYAEV ROBERTS PROCEDURE 573
19854 1                   BAYES SEQUENTIAL ESTIMATION//UNIFORM INTEGRABILITY//SEQUENTIAL ANALYSIS-DESIGN METHODS AND APPLICATIONS 486
28669 1                   FINITARY ISOMORPHISM//SHIFT COUPLING//PALM MEASURE 202
32553 1                   HAWKES PROCESS//SELF EXCITING PROCESS//DYNAMIC CONTAGION PROCESS 137
35686 1                   ONE PARAMETER FAMILY OF SOLUTIONS//MOMENT INDEX//SUBMULTIPLICATIVE FUNCTION 93

Terms with highest relevance score


rank Term termType Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 RUIN PROBABILITY authKW 2054926 9% 78% 327
2 INSURANCE MATHEMATICS & ECONOMICS journal 699694 11% 20% 430
3 SUBEXPONENTIAL DISTRIBUTION authKW 678701 3% 69% 122
4 GERBER SHIU FUNCTION authKW 524679 2% 100% 65
5 FINITE TIME RUIN PROBABILITY authKW 470125 2% 94% 62
6 DEFECTIVE RENEWAL EQUATION authKW 452169 2% 98% 57
7 DEFICIT AT RUIN authKW 419891 1% 98% 53
8 TIME OF RUIN authKW 403599 1% 100% 50
9 RISK PROCESS authKW 323892 1% 76% 53
10 HAWKES PROCESS authKW 319793 2% 70% 57

Web of Science journal categories


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with term
in class
1 Statistics & Probability 306843 69% 1% 2607
2 Social Sciences, Mathematical Methods 63720 16% 1% 610
3 Mathematics, Interdisciplinary Applications 25375 19% 0% 712
4 Economics 6348 15% 0% 556
5 Mathematics, Applied 2843 12% 0% 454
6 Mathematics 2155 12% 0% 442
7 Operations Research & Management Science 1641 5% 0% 195
8 Business, Finance 572 2% 0% 77
9 Computer Science, Information Systems 99 2% 0% 74
10 Automation & Control Systems 92 1% 0% 54

Address terms


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 STAT ACTUARIAL SCI 195259 8% 8% 296
2 ACTUARIAL STUDIES 96479 1% 24% 50
3 SCI FINANCIERE ASSURANCES 89424 1% 43% 26
4 ECOLE ACTUARIAT 84735 1% 50% 21
5 ACTUARIAL SCI 63088 1% 21% 37
6 EA 2429 32955 0% 58% 7
7 CHINA ACTUARIAL SCI 31078 0% 23% 17
8 ACTUARIAL MATH 27014 0% 28% 12
9 PROBABIL THEORY MATH STAT 26382 0% 30% 11
10 UNIL DORIGNY 25175 0% 20% 16

Journals


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 INSURANCE MATHEMATICS & ECONOMICS 699694 11% 20% 430
2 SEQUENTIAL ANALYSIS-DESIGN METHODS AND APPLICATIONS 296252 2% 46% 79
3 SCANDINAVIAN ACTUARIAL JOURNAL 148841 2% 29% 64
4 JOURNAL OF APPLIED PROBABILITY 119756 6% 7% 227
5 STOCHASTIC PROCESSES AND THEIR APPLICATIONS 63863 4% 5% 164
6 ASTIN BULLETIN 52801 1% 14% 46
7 STOCHASTIC MODELS 48847 1% 12% 52
8 STATISTICS & PROBABILITY LETTERS 45983 5% 3% 204
9 METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY 41636 1% 10% 54
10 ADVANCES IN APPLIED PROBABILITY 41613 3% 5% 100

Author Key Words


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class		 LCSH search Wikipedia search
1 RUIN PROBABILITY 2054926 9% 78% 327 Search RUIN+PROBABILITY Search RUIN+PROBABILITY
2 SUBEXPONENTIAL DISTRIBUTION 678701 3% 69% 122 Search SUBEXPONENTIAL+DISTRIBUTION Search SUBEXPONENTIAL+DISTRIBUTION
3 GERBER SHIU FUNCTION 524679 2% 100% 65 Search GERBER+SHIU+FUNCTION Search GERBER+SHIU+FUNCTION
4 FINITE TIME RUIN PROBABILITY 470125 2% 94% 62 Search FINITE+TIME+RUIN+PROBABILITY Search FINITE+TIME+RUIN+PROBABILITY
5 DEFECTIVE RENEWAL EQUATION 452169 2% 98% 57 Search DEFECTIVE+RENEWAL+EQUATION Search DEFECTIVE+RENEWAL+EQUATION
6 DEFICIT AT RUIN 419891 1% 98% 53 Search DEFICIT+AT+RUIN Search DEFICIT+AT+RUIN
7 TIME OF RUIN 403599 1% 100% 50 Search TIME+OF+RUIN Search TIME+OF+RUIN
8 RISK PROCESS 323892 1% 76% 53 Search RISK+PROCESS Search RISK+PROCESS
9 HAWKES PROCESS 319793 2% 70% 57 Search HAWKES+PROCESS Search HAWKES+PROCESS
10 LEVY PROCESS 319547 6% 17% 232 Search LEVY+PROCESS Search LEVY+PROCESS

Core articles
The table includes core articles in the class. The following variables is taken into account for the relevance score of an article in a cluster c:
(1) Number of references referring to publications in the class.
(2) Share of total number of active references referring to publications in the class.
(3) Age of the article. New articles get higher score than old articles.
(4) Citation rate, normalized to year.


Rank Reference # ref.
in cl.		 Shr. of ref. in
cl.		 Citations
1 LANDRIAULT, D , LI, B , ZHANG, HZ , (2017) ON MAGNITUDE, ASYMPTOTICS AND DURATION OF DRAWDOWNS FOR LEVY MODELS.BERNOULLI. VOL. 23. ISSUE 1. P. 432 -458 27 96% 1
2 ZHANG, ZM , CHEUNG, ECK , YANG, HL , (2017) LEVY INSURANCE RISK PROCESS WITH POISSONIAN TAXATION.SCANDINAVIAN ACTUARIAL JOURNAL. VOL. . ISSUE 1. P. 51 -87 38 97% 0
3 YANG, HZ , GAO, W , LI, JZ , (2016) ASYMPTOTIC RUIN PROBABILITIES FOR A DISCRETE-TIME RISK MODEL WITH DEPENDENT INSURANCE AND FINANCIAL RISKS.SCANDINAVIAN ACTUARIAL JOURNAL. VOL. . ISSUE 1. P. 1 -17 28 100% 3
4 CHEUNG, ECK , WONG, JTY , (2017) ON THE DUAL RISK MODEL WITH PARISIAN IMPLEMENTATION DELAYS IN DIVIDEND PAYMENTS.EUROPEAN JOURNAL OF OPERATIONAL RESEARCH. VOL. 257. ISSUE 1. P. 159 -173 34 94% 0
5 PENG, JY , WANG, DC , (2017) ASYMPTOTICS FOR RUIN PROBABILITIES OF A NON-STANDARD RENEWAL RISK MODEL WITH DEPENDENCE STRUCTURES AND EXPONENTIAL LEVY PROCESS INVESTMENT RETURNS.JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION. VOL. 13. ISSUE 1. P. 155 -185 32 100% 0
6 LIU, LY , CHEUNG, ECK , (2014) ON A GERBER-SHIU TYPE FUNCTION AND ITS APPLICATIONS IN A DUAL SEMI-MARKOVIAN RISK MODEL.APPLIED MATHEMATICS AND COMPUTATION. VOL. 247. ISSUE . P. 1183 -1201 33 97% 0
7 LI, JZ , TANG, QH , (2015) INTERPLAY OF INSURANCE AND FINANCIAL RISKS IN A DISCRETE-TIME MODEL WITH STRONGLY REGULAR VARIATION.BERNOULLI. VOL. 21. ISSUE 3. P. 1800 -1823 34 89% 1
8 YU, CJ , WANG, YB , (2014) TAIL BEHAVIOR OF SUPREMUM OF A RANDOM WALK WHEN CRAMER'S CONDITION FAILS.FRONTIERS OF MATHEMATICS IN CHINA. VOL. 9. ISSUE 2. P. 431-453 30 100% 3
9 THONHAUSER, S , ALBRECHER, H , (2009) OPTIMALITY RESULTS FOR DIVIDEND PROBLEMS IN INSURANCE.REVISTA DE LA REAL ACADEMIA DE CIENCIAS EXACTAS FISICAS Y NATURALES SERIE A-MATEMATICAS. VOL. 103. ISSUE 2. P. 295 -320 43 74% 31
10 WONG, JTY , CHEUNG, ECK , (2015) ON THE TIME VALUE OF PARISIAN RUIN IN (DUAL) RENEWAL RISK PROCESSES WITH EXPONENTIAL JUMPS.INSURANCE MATHEMATICS & ECONOMICS. VOL. 65. ISSUE . P. 280 -290 29 100% 0

Classes with closest relation at Level 2


Rank Class id link
1 1414 COMPLETE CONVERGENCE//STATISTICS & PROBABILITY//EXTREMES
2 832 QUEUEING SYSTEMS//QUEUEING//PERFORMANCE EVALUATION
3 3857 MOUFANG SET//CHABAUTY TOPOLOGY//SELFDECOMPOSABLE DISTRIBUTION
4 755 BACKWARD STOCHASTIC DIFFERENTIAL EQUATION//OPTION PRICING//REAL OPTIONS
5 2651 STEINS METHOD//ZERO INFLATION//POISSON APPROXIMATION
6 499 FRACTIONAL BROWNIAN MOTION//ANNALS OF PROBABILITY//LOCAL TIME
7 1673 COPULA//INSURANCE MATHEMATICS & ECONOMICS//STOCHASTIC PROGRAMMING
8 1992 STATISTICAL PROCESS CONTROL//AVERAGE RUN LENGTH//CONTROL CHARTS
9 3976 PREDICTION WITH EXPERT ADVICE//GAME THEORETIC PROBABILITY//REGRET MINIMIZATION
10 3975 LAPLACE TRANSFORM INVERSION//FRACTIONAL MOMENTS//MOMENT PROBLEM

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