Class information for:
Level 1: RISK MEASURES//COHERENT RISK MEASURES//INSURANCE MATHEMATICS & ECONOMICS

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
1492 2             COPULA//JOURNAL OF RISK AND INSURANCE//INSURANCE MATHEMATICS & ECONOMICS 7833
8486 1                   RISK MEASURES//COHERENT RISK MEASURES//INSURANCE MATHEMATICS & ECONOMICS 1279

Terms with highest relevance score


rank Category termType chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 RISK MEASURES authKW 1411959 11% 41% 140
2 COHERENT RISK MEASURES authKW 1390831 7% 67% 84
3 INSURANCE MATHEMATICS & ECONOMICS journal 974225 23% 13% 294
4 COMONOTONICITY authKW 850015 5% 50% 69
5 CONVEX RISK MEASURES authKW 702731 4% 63% 45
6 OPTIMAL REINSURANCE authKW 694193 3% 78% 36
7 VALUE AT RISK authKW 546214 11% 15% 144
8 CONDITIONAL VALUE AT RISK authKW 448309 6% 26% 71
9 EXPECTED SHORTFALL authKW 435811 4% 32% 55
10 AVERAGE VALUE AT RISK authKW 434645 2% 84% 21

Web of Science journal categories


chi_square_rank Category chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 Social Sciences, Mathematical Methods 160947 44% 1% 560
2 Mathematics, Interdisciplinary Applications 50113 45% 0% 574
3 Statistics & Probability 41119 44% 0% 558
4 Business, Finance 33512 24% 0% 310
5 Economics 25961 48% 0% 620
6 Operations Research & Management Science 6425 16% 0% 209
7 Mathematics, Applied 981 12% 0% 155
8 Management 67 2% 0% 26
9 Mathematics 39 4% 0% 52
10 Automation & Control Systems 24 1% 0% 17

Address terms


chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 CHINA ACTUARIAL SCI 126330 2% 26% 20
2 ACTUARIAL FINANCIAL ECON 117394 1% 53% 9
3 CHAIR FINANCE BANKING RISK MANAGEMENT 102666 0% 83% 5
4 ACTUARIAL GRP 76997 0% 63% 5
5 MATH DECIS THEORY 76997 0% 63% 5
6 STAT ACTUARIAL SCI 74207 8% 3% 107
7 ECOLE ACTUARIAT 57287 1% 23% 10
8 CEDR EA4629 49280 0% 100% 2
9 REG POLIT FOOD ECON 49280 0% 100% 2
10 ACCOUNTANCY FINANCE INSURANCE 48285 1% 28% 7

Journals


chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 INSURANCE MATHEMATICS & ECONOMICS 974225 23% 13% 294
2 ASTIN BULLETIN 241564 5% 17% 58
3 MATHEMATICAL FINANCE 99685 4% 8% 48
4 JOURNAL OF RISK 75451 2% 13% 24
5 FINANCE AND STOCHASTICS 65418 3% 8% 34
6 SCANDINAVIAN ACTUARIAL JOURNAL 48243 2% 9% 22
7 MATHEMATICS AND FINANCIAL ECONOMICS 38546 1% 13% 12
8 QUANTITATIVE FINANCE 26243 3% 3% 38
9 SIAM JOURNAL ON FINANCIAL MATHEMATICS 12559 1% 5% 11
10 JOURNAL OF BANKING & FINANCE 12046 4% 1% 47

Author Key Words


chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass LCSH search Wikipedia search
1 RISK MEASURES 1411959 11% 41% 140 Search RISK+MEASURES Search RISK+MEASURES
2 COHERENT RISK MEASURES 1390831 7% 67% 84 Search COHERENT+RISK+MEASURES Search COHERENT+RISK+MEASURES
3 COMONOTONICITY 850015 5% 50% 69 Search COMONOTONICITY Search COMONOTONICITY
4 CONVEX RISK MEASURES 702731 4% 63% 45 Search CONVEX+RISK+MEASURES Search CONVEX+RISK+MEASURES
5 OPTIMAL REINSURANCE 694193 3% 78% 36 Search OPTIMAL+REINSURANCE Search OPTIMAL+REINSURANCE
6 VALUE AT RISK 546214 11% 15% 144 Search VALUE+AT+RISK Search VALUE+AT+RISK
7 CONDITIONAL VALUE AT RISK 448309 6% 26% 71 Search CONDITIONAL+VALUE+AT+RISK Search CONDITIONAL+VALUE+AT+RISK
8 EXPECTED SHORTFALL 435811 4% 32% 55 Search EXPECTED+SHORTFALL Search EXPECTED+SHORTFALL
9 AVERAGE VALUE AT RISK 434645 2% 84% 21 Search AVERAGE+VALUE+AT+RISK Search AVERAGE+VALUE+AT+RISK
10 PREMIUM PRINCIPLE 434477 2% 77% 23 Search PREMIUM+PRINCIPLE Search PREMIUM+PRINCIPLE

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 25985 JOURNAL OF OPERATIONAL RISK//OPERATIONAL RISK//LOSS DISTRIBUTION APPROACH
2 12245 PORTFOLIO SELECTION//PORTFOLIO OPTIMIZATION//INDEX TRACKING
3 12599 ROBUST OPTIMIZATION//CHANCE CONSTRAINTS//PROBABILISTIC CONSTRAINTS
4 21003 STOCHASTIC DOMINANCE//RISK AVERTER//ALMOST STOCHASTIC DOMINANCE
5 30617 CHAIN LADDER//CLAIMS RESERVING//LOSS RESERVING
6 7123 INCOMPLETE MARKETS//FINANCE AND STOCHASTICS//FUNDAMENTAL THEOREM OF ASSET PRICING
7 6501 OPTIMAL INVESTMENT//PROPORTIONAL REINSURANCE//HAMILTON JACOBI BELLMAN EQUATION
8 5722 COPULA//QUASI COPULA//ARCHIMEDEAN COPULA
9 14667 PRUDENCE//BACKGROUND RISK//RISK APPORTIONMENT
10 9939 JOURNAL OF RISK AND INSURANCE//GENEVA PAPERS ON RISK AND INSURANCE-ISSUES AND PRACTICE//SOLVENCY II

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