Class information for: |
Basic class information |
ID | Publications | Average number of references |
Avg. shr. active ref. in WoS |
---|---|---|---|
6035 | 1472 | 28.1 | 44% |
Classes in level above (level 2) |
ID, lev. above |
Publications | Label for level above |
---|---|---|
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 | COPULA | Author keyword | 176 | 36% | 27% | 395 |
2 | QUASI COPULA | Author keyword | 72 | 78% | 3% | 47 |
3 | COPULAS | Author keyword | 60 | 35% | 10% | 141 |
4 | DIAGONAL SECTION | Author keyword | 47 | 88% | 1% | 22 |
5 | GRP INVEST ANAL MATEMAT | Address | 44 | 78% | 2% | 29 |
6 | TAIL DEPENDENCE | Author keyword | 41 | 42% | 5% | 75 |
7 | EMPIRICAL COPULA PROCESS | Author keyword | 38 | 89% | 1% | 17 |
8 | ARCHIMEDEAN COPULA | Author keyword | 36 | 48% | 4% | 56 |
9 | KENDALLS TAU | Author keyword | 31 | 36% | 5% | 71 |
10 | SPEARMANS RHO | Author keyword | 26 | 47% | 3% | 41 |
Web of Science journal categories |
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 | COPULA | 176 | 36% | 27% | 395 | Search COPULA | Search COPULA |
2 | QUASI COPULA | 72 | 78% | 3% | 47 | Search QUASI+COPULA | Search QUASI+COPULA |
3 | COPULAS | 60 | 35% | 10% | 141 | Search COPULAS | Search COPULAS |
4 | DIAGONAL SECTION | 47 | 88% | 1% | 22 | Search DIAGONAL+SECTION | Search DIAGONAL+SECTION |
5 | TAIL DEPENDENCE | 41 | 42% | 5% | 75 | Search TAIL+DEPENDENCE | Search TAIL+DEPENDENCE |
6 | EMPIRICAL COPULA PROCESS | 38 | 89% | 1% | 17 | Search EMPIRICAL+COPULA+PROCESS | Search EMPIRICAL+COPULA+PROCESS |
7 | ARCHIMEDEAN COPULA | 36 | 48% | 4% | 56 | Search ARCHIMEDEAN+COPULA | Search ARCHIMEDEAN+COPULA |
8 | KENDALLS TAU | 31 | 36% | 5% | 71 | Search KENDALLS+TAU | Search KENDALLS+TAU |
9 | SPEARMANS RHO | 26 | 47% | 3% | 41 | Search SPEARMANS+RHO | Search SPEARMANS+RHO |
10 | MULTIPLIER CENTRAL LIMIT THEOREM | 22 | 81% | 1% | 13 | Search MULTIPLIER+CENTRAL+LIMIT+THEOREM | Search MULTIPLIER+CENTRAL+LIMIT+THEOREM |
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 | ARCHIMEDEAN COPULAS | 152 | 73% | 8% | 117 |
2 | QUASI COPULAS | 53 | 67% | 3% | 48 |
3 | DIAGONAL SECTIONS | 38 | 93% | 1% | 14 |
4 | COPULAS | 36 | 30% | 7% | 101 |
5 | TAIL DEPENDENCE | 28 | 52% | 3% | 38 |
6 | SEMILINEAR COPULAS | 27 | 83% | 1% | 15 |
7 | MARGINALS | 25 | 31% | 5% | 68 |
8 | GUMBEL MORGENSTERN DISTRIBUTIONS | 23 | 64% | 2% | 23 |
9 | BIVARIATE DISTRIBUTIONS | 23 | 34% | 4% | 54 |
10 | BEST POSSIBLE BOUNDS | 21 | 90% | 1% | 9 |
Journals |
Reviews |
Title | Publ. year | Cit. | Active references |
% act. ref. to same field |
---|---|---|---|---|
A review of bivariate gamma distributions for hydrological application | 2001 | 77 | 16 | 94% |
Estimating value at risk of portfolio by conditional copula-GARCH method | 2009 | 16 | 12 | 58% |
Integrating Entropy and Copula Theories for Hydrologic Modeling and Analysis | 2015 | 0 | 88 | 44% |
Asymmetric Procyclicality of Chinese Banking and the Countercyclical Buffer of Basel III | 2015 | 0 | 13 | 38% |
Fitting competing risks with an assumed copula | 2003 | 16 | 18 | 22% |
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 | GRP INVEST ANAL MATEMAT | 44 | 78% | 2.0% | 29 |
2 | KNOWLEDGE BASED MATH SYST | 14 | 30% | 2.6% | 38 |
3 | ESTADIST MATEMAT LICADA | 10 | 24% | 2.4% | 35 |
4 | MATH DESCRIPT GEOMETRY | 3 | 11% | 1.9% | 28 |
5 | ECON SOCIAL STAT | 3 | 26% | 0.7% | 11 |
6 | IM COPPEAD | 3 | 60% | 0.2% | 3 |
7 | DIPARTIMENTO MATEMAT ENNIO DE GIORGI | 3 | 16% | 1.1% | 16 |
8 | SERV ENSEIGNEMENT METHODES QUANTITAT GEST | 2 | 27% | 0.5% | 8 |
9 | ECON IST TERR | 2 | 67% | 0.1% | 2 |
10 | ESCUELA ACTUARIA | 2 | 67% | 0.1% | 2 |
Related classes at same level (level 1) |
Rank | Relatedness score | Related classes |
---|---|---|
1 | 0.0000191453 | MAX STABLE PROCESS//EXTREMAL INDEX//MULTIVARIATE EXTREME VALUE THEORY |
2 | 0.0000104908 | COMONOTONICITY//COHERENT RISK MEASURES//OPTIMAL REINSURANCE |
3 | 0.0000100555 | CLAIMS RESERVING//CHAIN LADDER//MEAN SQUARE ERROR OF PREDICTION |
4 | 0.0000098620 | CONTAGION//STOCK MARKET INTEGRATION//STOCK MARKETS |
5 | 0.0000086517 | JOURNAL OF OPERATIONAL RISK//OPERATIONAL RISK//LEVY COPULA |
6 | 0.0000078591 | CONDITIONAL SPECIFICATION//NORMAL CONDITIONALS//PEARSONS FAMILY |
7 | 0.0000072735 | STANDARDIZED PRECIPITATION INDEX//DROUGHT MITIGAT//STANDARDIZED PRECIPITATION INDEX SPI |
8 | 0.0000071746 | TRANSFORMED DENSITY REJECTION//VERTICAL DENSITY REPRESENTATION//REJECTION METHOD |
9 | 0.0000061157 | UNINORM//FUZZY IMPLICATION//ADDITIVE GENERATOR |
10 | 0.0000060572 | HAZARD RATE ORDER//LIKELIHOOD RATIO ORDER//REVERSED HAZARD RATE ORDER |