Class information for:
Level 2: INSURANCE MATHEMATICS & ECONOMICS//JOURNAL OF RISK AND INSURANCE//ASTIN BULLETIN

Basic class information

ID Publications Average number
of references
Avg. shr. active
ref. in WoS
1384 7673 24.8 39%



Bar chart of Publication_year

Last years might be incomplete

Classes in level above (level 3)



ID, lev.
above
Publications Label for level above
193 49883 INSURANCE MATHEMATICS & ECONOMICS//STATISTICS & PROBABILITY//STOCHASTIC PROCESSES AND THEIR APPLICATIONS

Classes in level below (level 1)



ID, lev. below Publications Label for level below
6035 1472 COPULA//QUASI COPULA//COPULAS
6490 1409 GERBER SHIU FUNCTION//RUIN PROBABILITIES//INSURANCE MATHEMATICS & ECONOMICS
8881 1140 COMONOTONICITY//COHERENT RISK MEASURES//OPTIMAL REINSURANCE
10240 1016 JOURNAL OF RISK AND INSURANCE//GENEVA PAPERS ON RISK AND INSURANCE-ISSUES AND PRACTICE//CATASTROPHE BONDS
10558 988 PRUDENCE//BACKGROUND RISK//ELASTICITY OF RISK AVERSION
13273 784 LONGEVITY RISK//STOCHASTIC MORTALITY//MORTALITY FORECASTING
19476 439 VARIABLE ANNUITIES//VARIABLE ANNUITY//INTEREST RATE GUARANTEES
24042 272 JOURNAL OF OPERATIONAL RISK//OPERATIONAL RISK//LEVY COPULA
29384 153 CLAIMS RESERVING//CHAIN LADDER//MEAN SQUARE ERROR OF PREDICTION

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 INSURANCE MATHEMATICS & ECONOMICS Journal 1133 62% 15% 1180
2 JOURNAL OF RISK AND INSURANCE Journal 299 44% 7% 517
3 ASTIN BULLETIN Journal 237 70% 3% 198
4 COPULA Author keyword 215 39% 6% 431
5 RUIN PROBABILITIES Author keyword 182 51% 3% 258
6 GERBER SHIU FUNCTION Author keyword 175 95% 1% 58
7 JOURNAL OF OPERATIONAL RISK Journal 125 72% 1% 99
8 PROPORTIONAL REINSURANCE Author keyword 119 88% 1% 57
9 SCANDINAVIAN ACTUARIAL JOURNAL Journal 116 67% 1% 106
10 GENEVA PAPERS ON RISK AND INSURANCE-ISSUES AND PRACTICE Journal 105 39% 3% 210

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 215 39% 6% 431 Search COPULA Search COPULA
2 RUIN PROBABILITIES 182 51% 3% 258 Search RUIN+PROBABILITIES Search RUIN+PROBABILITIES
3 GERBER SHIU FUNCTION 175 95% 1% 58 Search GERBER+SHIU+FUNCTION Search GERBER+SHIU+FUNCTION
4 PROPORTIONAL REINSURANCE 119 88% 1% 57 Search PROPORTIONAL+REINSURANCE Search PROPORTIONAL+REINSURANCE
5 OPTIMAL REINSURANCE 92 92% 0% 36 Search OPTIMAL+REINSURANCE Search OPTIMAL+REINSURANCE
6 TIME OF RUIN 90 87% 1% 45 Search TIME+OF+RUIN Search TIME+OF+RUIN
7 COPULAS 76 38% 2% 157 Search COPULAS Search COPULAS
8 DEFECTIVE RENEWAL EQUATION 76 81% 1% 46 Search DEFECTIVE+RENEWAL+EQUATION Search DEFECTIVE+RENEWAL+EQUATION
9 REINSURANCE 73 55% 1% 91 Search REINSURANCE Search REINSURANCE
10 QUASI COPULA 72 78% 1% 47 Search QUASI+COPULA Search QUASI+COPULA

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 RUIN 305 72% 3% 242
2 PROPERTY LIABILITY INSURANCE 233 84% 2% 125
3 DISCOUNTED PENALTY FUNCTION 219 96% 1% 69
4 ARCHIMEDEAN COPULAS 164 75% 2% 120
5 REINSURANCE 137 78% 1% 91
6 ACTUARIAL SCIENCE 130 80% 1% 82
7 FAIR VALUATION 121 94% 1% 44
8 STOCHASTIC MORTALITY 120 92% 1% 47
9 COMONOTONICITY 115 76% 1% 81
10 RUIN PROBABILITIES 114 63% 1% 115

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 1133 62% 15% 1180
2 JOURNAL OF RISK AND INSURANCE 299 44% 7% 517
3 ASTIN BULLETIN 237 70% 3% 198
4 JOURNAL OF OPERATIONAL RISK 125 72% 1% 99
5 SCANDINAVIAN ACTUARIAL JOURNAL 116 67% 1% 106
6 GENEVA PAPERS ON RISK AND INSURANCE-ISSUES AND PRACTICE 105 39% 3% 210
7 GENEVA PAPERS ON RISK AND INSURANCE THEORY 21 36% 1% 47
8 GENEVA RISK AND INSURANCE REVIEW 20 40% 1% 39
9 JOURNAL OF RISK 10 26% 0% 33
10 FINANCE AND STOCHASTICS 8 14% 1% 51

Reviews



Title Publ. year Cit. Active references % act. ref.
to same field
THE RELATIONSHIP BETWEEN RELATIVE RISK AVERSION AND THE LEVEL OF EDUCATION: A SURVEY AND IMPLICATIONS FOR THE DEMAND FOR LIFE INSURANCE 2015 1 74 30%
The Outlook for Population Growth 2011 48 17 35%
Optimality results for dividend problems in insurance 2009 24 58 84%
Dimensions of global population projections: what do we know about future population trends and structures? 2010 43 9 33%
STOCHASTIC-DOMINANCE AND EXPECTED UTILITY - SURVEY AND ANALYSIS 1992 222 84 58%
Convergence of Insurance and Financial Markets: Hybrid and Securitized Risk-Transfer Solutions 2009 22 35 77%
A review of bivariate gamma distributions for hydrological application 2001 77 16 94%
Demographic forecasting: 1980 to 2005 in review 2006 63 140 59%
Estimating value at risk of portfolio by conditional copula-GARCH method 2009 16 12 67%
A review of discrete-time risk models 2009 7 18 94%

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 STUDIES 45 43% 1.0% 80
2 ECOLE ACTUARIAT 44 78% 0.4% 29
3 GRP INVEST ANAL MATEMAT 44 78% 0.4% 29
4 STAT ACTUARIAL SCI 44 11% 4.8% 365
5 INSURANCE ECON 32 56% 0.5% 40
6 SCI ACTUARIELLES 26 57% 0.4% 31
7 SCI FINANCIERE ASSURANCES 26 56% 0.4% 31
8 CHINA ACTUARIAL SCI 25 54% 0.4% 32
9 RISK INSURANCE STUDIES 24 67% 0.3% 22
10 INSURANCE SCI 23 74% 0.2% 17

Related classes at same level (level 2)



Rank Relatedness score Related classes
1 0.0000025689 STOCHASTIC PROGRAMMING//ROBUST OPTIMIZATION//BRANCH AND FIX COORDINATION
2 0.0000020469 OPTION PRICING//REAL OPTIONS//AMERICAN OPTIONS
3 0.0000016750 VISCOSITY SOLUTIONS//BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS//BACKWARD STOCHASTIC DIFFERENTIAL EQUATION
4 0.0000015783 COMPLETE CONVERGENCE//COMPLETE MOMENT CONVERGENCE//THEORY OF PROBABILITY AND ITS APPLICATIONS
5 0.0000011488 RANKED SET SAMPLING//ORDER STATISTICS//RECORD VALUES
6 0.0000007457 BUSINESS, FINANCE//JOURNAL OF FINANCE//JOURNAL OF FINANCIAL ECONOMICS
7 0.0000006952 LONG MEMORY//JOURNAL OF TIME SERIES ANALYSIS//JOURNAL OF ECONOMETRICS
8 0.0000006806 JOURNAL OF BANKING & FINANCE//DEPOSIT INSURANCE//JOURNAL OF FINANCIAL STABILITY
9 0.0000006654 MULTIPLE IMPUTATION//LIFETIME DATA ANALYSIS//STATISTICS IN MEDICINE
10 0.0000006190 RETIREMENT//JOURNAL OF PENSION ECONOMICS & FINANCE//OLDER WORKERS