Class information for:
Level 2: COPULA//JOURNAL OF RISK AND INSURANCE//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
5722 1                   COPULA//QUASI COPULA//ARCHIMEDEAN COPULA 1614
8486 1                   RISK MEASURES//COHERENT RISK MEASURES//INSURANCE MATHEMATICS & ECONOMICS 1279
9939 1                   JOURNAL OF RISK AND INSURANCE//GENEVA PAPERS ON RISK AND INSURANCE-ISSUES AND PRACTICE//SOLVENCY II 1138
11065 1                   STOCHASTIC PROGRAMMING//BRANCH AND FIX COORDINATION//SCENARIO GENERATION 1039
12599 1                   ROBUST OPTIMIZATION//CHANCE CONSTRAINTS//PROBABILISTIC CONSTRAINTS 925
14667 1                   PRUDENCE//BACKGROUND RISK//RISK APPORTIONMENT 785
21003 1                   STOCHASTIC DOMINANCE//RISK AVERTER//ALMOST STOCHASTIC DOMINANCE 460
25985 1                   JOURNAL OF OPERATIONAL RISK//OPERATIONAL RISK//LOSS DISTRIBUTION APPROACH 288
30617 1                   CHAIN LADDER//CLAIMS RESERVING//LOSS RESERVING 181
34481 1                   THE CREDIBILITY CALCULATIONS//THE RISK PREMIUM//BUHLMANNS CLASSICAL MODEL 124

Terms with highest relevance score



rank Category termType chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 COPULA authKW 1068005 8% 40% 663
2 JOURNAL OF RISK AND INSURANCE journal 748068 6% 39% 482
3 INSURANCE MATHEMATICS & ECONOMICS journal 560006 7% 25% 552
4 JOURNAL OF OPERATIONAL RISK journal 372449 2% 75% 124
5 STOCHASTIC PROGRAMMING authKW 361355 5% 24% 373
6 RISK MEASURES authKW 331721 2% 49% 168
7 GENEVA PAPERS ON RISK AND INSURANCE-ISSUES AND PRACTICE journal 294827 3% 35% 210
8 COHERENT RISK MEASURES authKW 266377 1% 73% 91
9 ASTIN BULLETIN journal 223125 2% 40% 138
10 QUASI COPULA authKW 196052 1% 84% 58

Web of Science journal categories



chi_square_rank Category chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 Business, Finance 166950 22% 2% 1714
2 Social Sciences, Mathematical Methods 124394 16% 3% 1226
3 Statistics & Probability 79007 25% 1% 1934
4 Economics 77312 34% 1% 2674
5 Operations Research & Management Science 69061 21% 1% 1683
6 Mathematics, Interdisciplinary Applications 37970 16% 1% 1262
7 Mathematics, Applied 6716 13% 0% 997
8 Management 3647 5% 0% 402
9 Automation & Control Systems 1523 3% 0% 259
10 Computer Science, Cybernetics 1449 1% 0% 107

Address terms



chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 GRP INVEST ANAL MATEMAT 109463 0% 78% 35
2 DPTO ECON LICADA 3 42474 0% 81% 13
3 INSURANCE ECON 42066 0% 32% 33
4 LEHRSTUHL VERSICHERUNGSMATH 36559 0% 91% 10
5 GRP MATH ANAL 36195 0% 100% 9
6 KNOWLEDGE BASED MATH SYST 35929 0% 24% 37
7 ESTADIST MATEMAT LICADA 34398 0% 24% 35
8 PROBABIL MATH STAT 30034 1% 17% 43
9 RISK MANAGEMENT INSURANCE 26260 1% 13% 51
10 STAT ACTUARIAL SCI 23582 2% 4% 150

Journals



chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 JOURNAL OF RISK AND INSURANCE 748068 6% 39% 482
2 INSURANCE MATHEMATICS & ECONOMICS 560006 7% 25% 552
3 JOURNAL OF OPERATIONAL RISK 372449 2% 75% 124
4 GENEVA PAPERS ON RISK AND INSURANCE-ISSUES AND PRACTICE 294827 3% 35% 210
5 ASTIN BULLETIN 223125 2% 40% 138
6 GENEVA PAPERS ON RISK AND INSURANCE THEORY 63072 1% 35% 45
7 GENEVA RISK AND INSURANCE REVIEW 53228 0% 35% 38
8 MATHEMATICAL PROGRAMMING 44210 2% 6% 187
9 SCANDINAVIAN ACTUARIAL JOURNAL 39015 1% 20% 49
10 JOURNAL OF RISK 35895 1% 22% 41

Author Key Words



chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass LCSH search Wikipedia search
1 COPULA 1068005 8% 40% 663 Search COPULA Search COPULA
2 STOCHASTIC PROGRAMMING 361355 5% 24% 373 Search STOCHASTIC+PROGRAMMING Search STOCHASTIC+PROGRAMMING
3 RISK MEASURES 331721 2% 49% 168 Search RISK+MEASURES Search RISK+MEASURES
4 COHERENT RISK MEASURES 266377 1% 73% 91 Search COHERENT+RISK+MEASURES Search COHERENT+RISK+MEASURES
5 QUASI COPULA 196052 1% 84% 58 Search QUASI+COPULA Search QUASI+COPULA
6 ARCHIMEDEAN COPULA 191945 1% 50% 95 Search ARCHIMEDEAN+COPULA Search ARCHIMEDEAN+COPULA
7 OPERATIONAL RISK 189188 1% 59% 80 Search OPERATIONAL+RISK Search OPERATIONAL+RISK
8 STOCHASTIC DOMINANCE 185621 2% 30% 152 Search STOCHASTIC+DOMINANCE Search STOCHASTIC+DOMINANCE
9 VALUE AT RISK 173459 3% 21% 201 Search VALUE+AT+RISK Search VALUE+AT+RISK
10 ROBUST OPTIMIZATION 161194 3% 18% 224 Search ROBUST+OPTIMIZATION Search ROBUST+OPTIMIZATION

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 2



rank cluster_id2 link
1 653 OPTION PRICING//BACKWARD STOCHASTIC DIFFERENTIAL EQUATION//REAL OPTIONS
2 1453 FUZZY NUMBERS//FUZZY SETS AND SYSTEMS//FUZZY DIFFERENTIAL EQUATIONS
3 1212 ORDER STATISTICS//STATISTICS & PROBABILITY//RANKED SET SAMPLING
4 642 BUSINESS, FINANCE//JOURNAL OF BANKING & FINANCE//CAPITAL STRUCTURE
5 3192 LONGEVITY RISK//LEE CARTER MODEL//STOCHASTIC MORTALITY
6 1242 STATISTICS & PROBABILITY//COMPLETE CONVERGENCE//THEORY OF PROBABILITY AND ITS APPLICATIONS
7 4279 DISCRETE MOMENT PROBLEM//BIVARIATE BINOMIAL MOMENTS//PROBABILITY BOUNDS
8 3847 PRODUCT RECALL//BRASS CASTING//CUSTOS E AGRONEGOCIO
9 34 BUSINESS, FINANCE//ECONOMICS//JOURNAL OF FUTURES MARKETS
10 2627 CAPABILITY APPROACH//MULTIDIMENSIONAL POVERTY//JOURNAL OF HUMAN DEVELOPMENT AND CAPABILITIES

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