Class information for:
Level 1: COMONOTONICITY//COHERENT RISK MEASURES//OPTIMAL REINSURANCE

Basic class information
ID Publications Average number
of references		 Avg. shr. active
ref. in WoS
8881 1140 24.2 39%


Bar chart of Publication_year

Last years might be incomplete

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 COMONOTONICITY Author keyword 48 50% 6% 69
2 COHERENT RISK MEASURES Author keyword 45 62% 4% 47
3 OPTIMAL REINSURANCE Author keyword 44 77% 3% 30
4 RISK MEASURES Author keyword 43 40% 7% 84
5 INSURANCE MATHEMATICS & ECONOMICS Journal 36 13% 22% 254
6 AVERAGE VALUE AT RISK Author keyword 21 75% 1% 15
7 TAIL VALUE AT RISK Author keyword 21 73% 1% 16
8 COMPLETE MIXABILITY Author keyword 20 100% 1% 9
9 DISTORTION RISK MEASURE Author keyword 19 80% 1% 12
10 CONDITIONAL VALUE AT RISK Author keyword 19 25% 6% 66

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 COMONOTONICITY 48 50% 6% 69 Search COMONOTONICITY Search COMONOTONICITY
2 COHERENT RISK MEASURES 45 62% 4% 47 Search COHERENT+RISK+MEASURES Search COHERENT+RISK+MEASURES
3 OPTIMAL REINSURANCE 44 77% 3% 30 Search OPTIMAL+REINSURANCE Search OPTIMAL+REINSURANCE
4 RISK MEASURES 43 40% 7% 84 Search RISK+MEASURES Search RISK+MEASURES
5 AVERAGE VALUE AT RISK 21 75% 1% 15 Search AVERAGE+VALUE+AT+RISK Search AVERAGE+VALUE+AT+RISK
6 TAIL VALUE AT RISK 21 73% 1% 16 Search TAIL+VALUE+AT+RISK Search TAIL+VALUE+AT+RISK
7 COMPLETE MIXABILITY 20 100% 1% 9 Search COMPLETE+MIXABILITY Search COMPLETE+MIXABILITY
8 DISTORTION RISK MEASURE 19 80% 1% 12 Search DISTORTION+RISK+MEASURE Search DISTORTION+RISK+MEASURE
9 CONDITIONAL VALUE AT RISK 19 25% 6% 66 Search CONDITIONAL+VALUE+AT+RISK Search CONDITIONAL+VALUE+AT+RISK
10 LAW INVARIANCE 18 89% 1% 8 Search LAW+INVARIANCE Search LAW+INVARIANCE

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 ACTUARIAL SCIENCE 68 64% 6% 66
2 COMONOTONICITY 61 61% 6% 65
3 COMPLETE MIXABILITY 37 100% 1% 14
4 COHERENT MEASURES 32 62% 3% 33
5 EXPECTED SHORTFALL 27 50% 3% 39
6 RISK MEASURES 26 44% 4% 45
7 CTE RISK MEASURES 23 86% 1% 12
8 CADLAG PROCESSES 18 89% 1% 8
9 PREMIUM CALCULATION 17 100% 1% 8
10 CONVEX PRINCIPLES 14 100% 1% 7

Journals


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 INSURANCE MATHEMATICS & ECONOMICS 36 13% 22% 254
2 ASTIN BULLETIN 6 14% 4% 41
3 JOURNAL OF RISK 3 14% 2% 18

Reviews


Title Publ. year Cit. Active
references		 % act. ref.
to same field
After VaR: The theory, estimation, and insurance applications of quantile-based risk measures 2006 42 33 45%
On inequalities for moments and the covariance of monotone functions 2014 0 3 67%
Multivariate insurance models: An overview 2012 1 22 45%
Risk management in portfolio applications of non-convex stochastic programming 2015 0 12 42%
The concept of comonotonicity in actuarial science and finance: applications 2002 116 6 17%
Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models 2015 0 20 20%

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 ACTUARIAL FINANCIAL ECON 18 89% 0.7% 8
2 MATH DECIS THEORY 5 63% 0.4% 5
3 CHAIR FINANCE BANKING RISK MANAGEMENT 4 75% 0.3% 3
4 CHINA ACTUARIAL SCI 3 22% 1.1% 13
5 RISK INSURANCE STUDIES 3 27% 0.8% 9
6 ACCOUNTANCY FINANCE INSURANCE 3 38% 0.5% 6
7 CARISMA ANAL RISK OPTIMISAT MODELLING PLI 3 60% 0.3% 3
8 STAT ECONOMETR MATH FINANCE 2 44% 0.4% 4
9 ACTUARIAL GRP 2 67% 0.2% 2
10 ECON TOEGEPASTE ECON WETEN PEN 2 67% 0.2% 2

Related classes at same level (level 1)


Rank Relatedness score Related classes
1 0.0000201002 JOURNAL OF OPERATIONAL RISK//OPERATIONAL RISK//LEVY COPULA
2 0.0000153868 REGENERATIVE FLOW//ABSORBING PROCESS//CHAIR PROBABIL THEORY
3 0.0000147568 ROBUST OPTIMIZATION//NUS RISK MANAGEMENT//CHANCE CONSTRAINTS
4 0.0000131274 PRUDENCE//BACKGROUND RISK//ELASTICITY OF RISK AVERSION
5 0.0000124727 CLAIMS RESERVING//CHAIN LADDER//MEAN SQUARE ERROR OF PREDICTION
6 0.0000124465 RANDOM NORMED MODULE//EPSILON LAMBDA TOPOLOGY//LOCALLY L 0 CONVEX TOPOLOGY
7 0.0000119423 STOCHASTIC PROGRAMMING//BRANCH AND FIX COORDINATION//DPTO ECON LICADA 3
8 0.0000111860 FUNDAMENTAL THEOREM OF ASSET PRICING//FINANCE AND STOCHASTICS//UTILITY MAXIMIZATION
9 0.0000104908 COPULA//QUASI COPULA//COPULAS
10 0.0000100807 UNCERTAINTY THEORY//PORTFOLIO SELECTION//UNCERTAIN SYST