Class information for: |
Basic class information |
ID | Publications | Average number of references |
Avg. shr. active ref. in WoS |
---|---|---|---|
193 | 49883 | 21.8 | 38% |
Classes in level above (level 4) |
Classes in level below (level 2) |
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 | 2376 | 79% | 3% | 1514 |
2 | STATISTICS & PROBABILITY | WoS category | 2148 | 11% | 36% | 18142 |
3 | STOCHASTIC PROCESSES AND THEIR APPLICATIONS | Journal | 1246 | 52% | 3% | 1679 |
4 | ANNALS OF PROBABILITY | Journal | 937 | 47% | 3% | 1455 |
5 | VISCOSITY SOLUTIONS | Author keyword | 907 | 67% | 2% | 811 |
6 | MALLIAVIN CALCULUS | Author keyword | 848 | 86% | 1% | 429 |
7 | FINANCE AND STOCHASTICS | Journal | 745 | 89% | 1% | 331 |
8 | MATHEMATICAL FINANCE | Journal | 740 | 83% | 1% | 420 |
9 | BUSINESS, FINANCE | WoS category | 703 | 10% | 13% | 6352 |
10 | OPTION PRICING | Author keyword | 581 | 62% | 1% | 596 |
Web of Science journal categories |
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 | Statistics & Probability | 2148 | 11% | 36% | 18142 |
2 | Business, Finance | 703 | 10% | 13% | 6352 |
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 | VISCOSITY SOLUTIONS | 907 | 67% | 2% | 811 | Search VISCOSITY+SOLUTIONS | Search VISCOSITY+SOLUTIONS |
2 | MALLIAVIN CALCULUS | 848 | 86% | 1% | 429 | Search MALLIAVIN+CALCULUS | Search MALLIAVIN+CALCULUS |
3 | OPTION PRICING | 581 | 62% | 1% | 596 | Search OPTION+PRICING | Search OPTION+PRICING |
4 | BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS | 491 | 93% | 0% | 185 | Search BACKWARD+STOCHASTIC+DIFFERENTIAL+EQUATIONS | Search BACKWARD+STOCHASTIC+DIFFERENTIAL+EQUATIONS |
5 | LEVY PROCESSES | 453 | 71% | 1% | 370 | Search LEVY+PROCESSES | Search LEVY+PROCESSES |
6 | FRACTIONAL BROWNIAN MOTION | 440 | 53% | 1% | 578 | Search FRACTIONAL+BROWNIAN+MOTION | Search FRACTIONAL+BROWNIAN+MOTION |
7 | RUIN PROBABILITIES | 439 | 71% | 1% | 359 | Search RUIN+PROBABILITIES | Search RUIN+PROBABILITIES |
8 | LEVY PROCESS | 433 | 62% | 1% | 450 | Search LEVY+PROCESS | Search LEVY+PROCESS |
9 | LOCAL TIME | 400 | 70% | 1% | 332 | Search LOCAL+TIME | Search LOCAL+TIME |
10 | BACKWARD STOCHASTIC DIFFERENTIAL EQUATION | 375 | 87% | 0% | 183 | Search BACKWARD+STOCHASTIC+DIFFERENTIAL+EQUATION | Search BACKWARD+STOCHASTIC+DIFFERENTIAL+EQUATION |
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 | VISCOSITY SOLUTIONS | 874 | 59% | 2% | 985 |
2 | STOCHASTIC DIFFERENTIAL EQUATIONS | 683 | 60% | 1% | 744 |
3 | TERM STRUCTURE | 672 | 50% | 2% | 969 |
4 | CONTINGENT CLAIMS | 524 | 78% | 1% | 344 |
5 | RUIN | 514 | 84% | 1% | 283 |
6 | STOCHASTIC VOLATILITY | 438 | 53% | 1% | 575 |
7 | LEVY PROCESSES | 393 | 69% | 1% | 340 |
8 | VALUATION | 391 | 26% | 3% | 1313 |
9 | DIFFUSIONS | 328 | 58% | 1% | 374 |
10 | INTEREST RATES | 324 | 35% | 2% | 754 |
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 | 2376 | 79% | 3% | 1514 |
2 | STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1246 | 52% | 3% | 1679 |
3 | ANNALS OF PROBABILITY | 937 | 47% | 3% | 1455 |
4 | FINANCE AND STOCHASTICS | 745 | 89% | 1% | 331 |
5 | MATHEMATICAL FINANCE | 740 | 83% | 1% | 420 |
6 | THEORY OF PROBABILITY AND ITS APPLICATIONS | 543 | 46% | 2% | 888 |
7 | STOCHASTIC ANALYSIS AND APPLICATIONS | 508 | 50% | 1% | 737 |
8 | PROBABILITY THEORY AND RELATED FIELDS | 508 | 42% | 2% | 933 |
9 | JOURNAL OF THEORETICAL PROBABILITY | 375 | 51% | 1% | 528 |
10 | STATISTICS & PROBABILITY LETTERS | 353 | 21% | 3% | 1460 |
Reviews |
Title | Publ. year | Cit. | Active references |
% act. ref. to same field |
---|---|---|---|---|
Statistical modelling of extreme ocean environments for marine design: A review | 2013 | 12 | 73 | 58% |
The Numerical Approximation of Stochastic Partial Differential Equations | 2009 | 36 | 66 | 89% |
The Outlook for Population Growth | 2011 | 48 | 17 | 35% |
The concept of comonotonicity in actuarial science and finance: applications | 2002 | 116 | 6 | 100% |
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% |
Term structure dynamics in theory and reality | 2003 | 82 | 74 | 97% |
A compound event framework for understanding extreme impacts | 2014 | 6 | 49 | 31% |
Complete Convergence for Negatively Dependent Sequences of Random Variables | 2010 | 17 | 5 | 100% |
Optimality results for dividend problems in insurance | 2009 | 24 | 58 | 97% |
The use of real options approach in energy sector investments | 2011 | 14 | 38 | 82% |
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 | 169 | 72% | 0.3% | 133 |
2 | FINANCE | 148 | 14% | 2.0% | 1006 |
3 | PROBABIL | 110 | 51% | 0.3% | 153 |
4 | STAT ACTUARIAL SCI | 102 | 17% | 1.1% | 547 |
5 | PROBABIL MODELES ALEATOI | 94 | 38% | 0.4% | 195 |
6 | SCI FINANCIERE ASSURANCES | 77 | 82% | 0.1% | 45 |
7 | CHINA ACTUARIAL SCI | 70 | 78% | 0.1% | 46 |
8 | UMR 7599 | 69 | 37% | 0.3% | 148 |
9 | SCI ACTUARIELLES | 68 | 80% | 0.1% | 43 |
10 | ACTUARIAL SCI | 65 | 58% | 0.2% | 76 |
Related classes at same level (level 3) |
Rank | Relatedness score | Related classes |
---|---|---|
1 | 0.0000002954 | STATISTICS & PROBABILITY//COMMUNICATIONS IN STATISTICS-THEORY AND METHODS//STAT |
2 | 0.0000002266 | CONVEX BODY//STEREOLOGY//STAR BODY |
3 | 0.0000002018 | ECONOMICS//BUSINESS, FINANCE//ECON |
4 | 0.0000001751 | STUDIA MATHEMATICA//ROUGH KERNEL//BMO |
5 | 0.0000001462 | CALCULUS OF VARIATIONS AND PARTIAL DIFFERENTIAL EQUATIONS//NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS//JOURNAL OF DIFFERENTIAL EQUATIONS |
6 | 0.0000001170 | APPLIED AND COMPUTATIONAL HARMONIC ANALYSIS//GABOR FRAME//SHIFT INVARIANT SPACE |
7 | 0.0000001115 | ERGODIC THEORY AND DYNAMICAL SYSTEMS//NIELSEN NUMBERS//HAUSDORFF DIMENSION |
8 | 0.0000001082 | JOURNAL OF STATISTICAL PHYSICS//ISING MODEL//JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL |
9 | 0.0000001028 | POSITIVE SOLUTION//FIXED POINT THEOREMS//NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS |
10 | 0.0000000957 | OPERATIONS RESEARCH & MANAGEMENT SCIENCE//EUROPEAN JOURNAL OF OPERATIONAL RESEARCH//MATHEMATICAL PROGRAMMING |