Class information for:
Level 1: VARIABLE ANNUITIES//SURRENDER OPTION//PARISIAN OPTIONS

Basic class information

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
14 4 MATHEMATICS//MATHEMATICS, APPLIED//MATH 912822
424 3       BUSINESS, FINANCE//INSURANCE MATHEMATICS & ECONOMICS//OPTION PRICING 29904
653 2             OPTION PRICING//BACKWARD STOCHASTIC DIFFERENTIAL EQUATION//REAL OPTIONS 13895
25429 1                   VARIABLE ANNUITIES//SURRENDER OPTION//PARISIAN OPTIONS 305

Terms with highest relevance score



rank Category termType chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 VARIABLE ANNUITIES authKW 2952358 13% 71% 40
2 SURRENDER OPTION authKW 1247379 4% 93% 13
3 PARISIAN OPTIONS authKW 1144613 4% 92% 12
4 INTEREST RATE GUARANTEES authKW 939392 3% 91% 10
5 GUARANTEED MINIMUM WITHDRAWAL BENEFIT authKW 620000 2% 100% 6
6 PARTICIPATING POLICY authKW 620000 2% 100% 6
7 GUARANTEED MINIMUM DEATH BENEFITS authKW 562589 2% 78% 7
8 MATURITY GUARANTEES authKW 531427 2% 86% 6
9 INSURANCE MATHEMATICS & ECONOMICS journal 531173 35% 5% 106
10 EQUITY LINKED DEATH BENEFITS authKW 516667 2% 100% 5

Web of Science journal categories



chi_square_rank Category chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 Social Sciences, Mathematical Methods 55853 53% 0% 161
2 Mathematics, Interdisciplinary Applications 16382 52% 0% 160
3 Business, Finance 15291 33% 0% 102
4 Economics 13283 70% 0% 215
5 Statistics & Probability 13009 50% 0% 153
6 Mathematics, Applied 103 9% 0% 26
7 Operations Research & Management Science 8 2% 0% 5
8 Computer Science, Artificial Intelligence 4 2% 0% 5
9 History of Social Sciences 4 0% 0% 1
10 Public Administration 1 0% 0% 1

Address terms



chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 BUSINESS ECON MATH STAT B DE FINETTI 206667 1% 100% 2
2 CHAIR INSURANCE ECON 185998 1% 60% 3
3 DFG TRAINING GRP 1100 185998 1% 60% 3
4 INSURANCE ECON 167894 4% 13% 13
5 INSURANCE ECON RISK MANAGEMENT 143511 2% 28% 5
6 ARCTUARIAL STUDIES 103333 0% 100% 1
7 CEFRA FINANCIAL RISK ANAL 103333 0% 100% 1
8 CHAIR RISK MANAGEMENT INSURANCE 103333 0% 100% 1
9 CORNELL THEORY MANHATTAN 103333 0% 100% 1
10 CTC COMPUTAT FINANCE GRP 103333 0% 100% 1

Journals



chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 INSURANCE MATHEMATICS & ECONOMICS 531173 35% 5% 106
2 JOURNAL OF RISK AND INSURANCE 125862 13% 3% 39
3 ASTIN BULLETIN 108720 6% 6% 19
4 GENEVA RISK AND INSURANCE REVIEW 34117 2% 6% 6
5 SCANDINAVIAN ACTUARIAL JOURNAL 33869 3% 4% 9
6 GENEVA PAPERS ON RISK AND INSURANCE THEORY 20016 2% 4% 5
7 QUANTITATIVE FINANCE 10982 4% 1% 12
8 JOURNAL OF RISK 8786 1% 2% 4
9 FINANCE AND STOCHASTICS 8540 2% 1% 6
10 GENEVA PAPERS ON RISK AND INSURANCE-ISSUES AND PRACTICE 6178 2% 1% 6

Author Key Words



chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass LCSH search Wikipedia search
1 VARIABLE ANNUITIES 2952358 13% 71% 40 Search VARIABLE+ANNUITIES Search VARIABLE+ANNUITIES
2 SURRENDER OPTION 1247379 4% 93% 13 Search SURRENDER+OPTION Search SURRENDER+OPTION
3 PARISIAN OPTIONS 1144613 4% 92% 12 Search PARISIAN+OPTIONS Search PARISIAN+OPTIONS
4 INTEREST RATE GUARANTEES 939392 3% 91% 10 Search INTEREST+RATE+GUARANTEES Search INTEREST+RATE+GUARANTEES
5 GUARANTEED MINIMUM WITHDRAWAL BENEFIT 620000 2% 100% 6 Search GUARANTEED+MINIMUM+WITHDRAWAL+BENEFIT Search GUARANTEED+MINIMUM+WITHDRAWAL+BENEFIT
6 PARTICIPATING POLICY 620000 2% 100% 6 Search PARTICIPATING+POLICY Search PARTICIPATING+POLICY
7 GUARANTEED MINIMUM DEATH BENEFITS 562589 2% 78% 7 Search GUARANTEED+MINIMUM+DEATH+BENEFITS Search GUARANTEED+MINIMUM+DEATH+BENEFITS
8 MATURITY GUARANTEES 531427 2% 86% 6 Search MATURITY+GUARANTEES Search MATURITY+GUARANTEES
9 EQUITY LINKED DEATH BENEFITS 516667 2% 100% 5 Search EQUITY+LINKED+DEATH+BENEFITS Search EQUITY+LINKED+DEATH+BENEFITS
10 PARTICIPATING CONTRACTS 516667 2% 100% 5 Search PARTICIPATING+CONTRACTS Search PARTICIPATING+CONTRACTS

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.

Classes with closest relation at Level 1



rank cluster_id2 link
1 11863 LONGEVITY RISK//LEE CARTER MODEL//STOCHASTIC MORTALITY
2 26202 SWING OPTIONS//BERMUDAN OPTIONS//AMERICAN OPTIONS
3 630 OPTION PRICING//AMERICAN OPTIONS//STOCHASTIC VOLATILITY
4 6501 OPTIMAL INVESTMENT//PROPORTIONAL REINSURANCE//HAMILTON JACOBI BELLMAN EQUATION
5 9939 JOURNAL OF RISK AND INSURANCE//GENEVA PAPERS ON RISK AND INSURANCE-ISSUES AND PRACTICE//SOLVENCY II
6 24578 DEFINED BENEFIT PLANS//JOURNAL OF PENSION ECONOMICS & FINANCE//PENSION ACCOUNTING
7 7123 INCOMPLETE MARKETS//FINANCE AND STOCHASTICS//FUNDAMENTAL THEOREM OF ASSET PRICING
8 7479 FINANCIAL LITERACY//JOURNAL OF PENSION ECONOMICS & FINANCE//HOUSEHOLD FINANCE
9 10413 SELF SIMILAR MARKOV PROCESS//BESSEL PROCESS//EXPONENTIAL FUNCTIONAL
10 37739 CONTINGENT CAPITAL//EQUITY FOR GUARANTEE SWAP//CONTINGENT CONVERTIBLES

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