Class information for:
Level 1: LONGEVITY RISK//LEE CARTER MODEL//INSURANCE MATHEMATICS & ECONOMICS

Basic class information
Class id #P Avg. number of
references		 Database coverage
of references
10212 1081 28.8 37%


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
1 4 ECONOMICS//EDUCATION & EDUCATIONAL RESEARCH//PSYCHOL 3876184
600 3       MATHEMATICAL GEOLOGY//CAPTURE RECAPTURE//DISEASE MAPPING 14509
2275 2             CAPTURE RECAPTURE//LONGEVITY RISK//LEE CARTER MODEL 4618
10212 1                   LONGEVITY RISK//LEE CARTER MODEL//INSURANCE MATHEMATICS & ECONOMICS 1081

Terms with highest relevance score


rank Term termType Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 LONGEVITY RISK authKW 1307126 6% 69% 67
2 LEE CARTER MODEL authKW 1273361 4% 96% 47
3 INSURANCE MATHEMATICS & ECONOMICS journal 1200372 28% 14% 301
4 STOCHASTIC MORTALITY authKW 948523 4% 88% 38
5 VARIABLE ANNUITIES authKW 810579 4% 74% 39
6 MORTALITY FORECASTING authKW 775541 3% 89% 31
7 MORTALITY PROJECTION authKW 519011 2% 88% 21
8 SURRENDER OPTION authKW 340965 1% 93% 13
9 INTEREST RATE GUARANTEES authKW 256778 1% 91% 10
10 LEE CARTER METHOD authKW 256778 1% 91% 10

Web of Science journal categories


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 Social Sciences, Mathematical Methods 110986 40% 1% 428
2 Statistics & Probability 41089 47% 0% 512
3 Mathematics, Interdisciplinary Applications 33005 40% 0% 428
4 Demography 32526 14% 1% 153
5 Economics 25776 52% 0% 566
6 Business, Finance 13661 17% 0% 182
7 Planning & Development 352 3% 0% 28
8 Management 289 4% 0% 43
9 Urban Studies 223 2% 0% 18
10 Geography 121 2% 0% 19

Address terms


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 PENS 184524 1% 47% 14
2 VERSICHERUNGSWISSEN 173004 1% 88% 7
3 SCI ACTUARIELLES 115529 1% 27% 15
4 ACTUARIAL SCI INSURANCE 92082 1% 22% 15
5 CHAIR INSURANCE ECON 90385 0% 80% 4
6 DFG TRAINING GRP 1100 90385 0% 80% 4
7 ACTUARIAL MATH STAT 83833 2% 13% 22
8 RISK INSURANCE 79417 1% 19% 15
9 RISK MANAGEMENT INSURANCE 77693 3% 9% 32
10 WARREN ACTUARIAL STUDIES 69193 1% 35% 7

Journals


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 INSURANCE MATHEMATICS & ECONOMICS 1200372 28% 14% 301
2 SCANDINAVIAN ACTUARIAL JOURNAL 183662 4% 17% 38
3 ASTIN BULLETIN 177005 4% 14% 45
4 JOURNAL OF RISK AND INSURANCE 134690 7% 6% 76
5 POPULATION RESEARCH AND POLICY REVIEW 32400 3% 4% 32
6 GENEVA PAPERS ON RISK AND INSURANCE-ISSUES AND PRACTICE 28249 2% 4% 24
7 JOURNAL OF THE AMERICAN REAL ESTATE AND URBAN ECONOMICS ASSOCIATION 22868 1% 10% 8
8 DEMOGRAPHY 15344 3% 2% 31
9 DEMOGRAPHIC RESEARCH 14050 2% 2% 21
10 INTERNATIONAL JOURNAL OF FORECASTING 13361 2% 2% 27

Author Key Words


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class		 LCSH search Wikipedia search
1 LONGEVITY RISK 1307126 6% 69% 67 Search LONGEVITY+RISK Search LONGEVITY+RISK
2 LEE CARTER MODEL 1273361 4% 96% 47 Search LEE+CARTER+MODEL Search LEE+CARTER+MODEL
3 STOCHASTIC MORTALITY 948523 4% 88% 38 Search STOCHASTIC+MORTALITY Search STOCHASTIC+MORTALITY
4 VARIABLE ANNUITIES 810579 4% 74% 39 Search VARIABLE+ANNUITIES Search VARIABLE+ANNUITIES
5 MORTALITY FORECASTING 775541 3% 89% 31 Search MORTALITY+FORECASTING Search MORTALITY+FORECASTING
6 MORTALITY PROJECTION 519011 2% 88% 21 Search MORTALITY+PROJECTION Search MORTALITY+PROJECTION
7 SURRENDER OPTION 340965 1% 93% 13 Search SURRENDER+OPTION Search SURRENDER+OPTION
8 INTEREST RATE GUARANTEES 256778 1% 91% 10 Search INTEREST+RATE+GUARANTEES Search INTEREST+RATE+GUARANTEES
9 LEE CARTER METHOD 256778 1% 91% 10 Search LEE+CARTER+METHOD Search LEE+CARTER+METHOD
10 EQUITY INDEXED ANNUITY 239251 1% 71% 12 Search EQUITY+INDEXED+ANNUITY Search EQUITY+INDEXED+ANNUITY

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.


Rank Reference # ref.
in cl.		 Shr. of ref. in
cl.		 Citations
1 BLAKE, D , CAIRNS, A , COUGHLAN, G , DOWD, K , MACMINN, R , (2013) THE NEW LIFE MARKET.JOURNAL OF RISK AND INSURANCE. VOL. 80. ISSUE 3. P. 501-557 60 94% 8
2 BOOTH, H , (2006) DEMOGRAPHIC FORECASTING: 1980 TO 2005 IN REVIEW.INTERNATIONAL JOURNAL OF FORECASTING. VOL. 22. ISSUE 3. P. 547 -581 84 60% 84
3 LI, J , HABERMAN, S , (2015) ON THE EFFECTIVENESS OF NATURAL HEDGING FOR INSURANCE COMPANIES AND PENSION PLANS.INSURANCE MATHEMATICS & ECONOMICS. VOL. 61. ISSUE . P. 286 -297 32 100% 2
4 HUNT, A , BLAKE, D , (2015) MODELLING LONGEVITY BONDS: ANALYSING THE SWISS RE KORTIS BOND.INSURANCE MATHEMATICS & ECONOMICS. VOL. 63. ISSUE . P. 12 -29 30 97% 2
5 GAN, GJ , (2013) APPLICATION OF DATA CLUSTERING AND MACHINE LEARNING IN VARIABLE ANNUITY VALUATION.INSURANCE MATHEMATICS & ECONOMICS. VOL. 53. ISSUE 3. P. 795-801 29 91% 5
6 DE JONG, P , TICKLE, L , XU, JH , (2016) COHERENT MODELING OF MALE AND FEMALE MORTALITY USING LEE-CARTER IN A COMPLEX NUMBER FRAMEWORK.INSURANCE MATHEMATICS & ECONOMICS. VOL. 71. ISSUE . P. 130 -137 28 88% 0
7 LIU, YX , LI, JSH , (2016) IT'S ALL IN THE HIDDEN STATES: A LONGEVITY HEDGING STRATEGY WITH AN EXPLICIT MEASURE OF POPULATION BASIS RISK.INSURANCE MATHEMATICS & ECONOMICS. VOL. 70. ISSUE . P. 301 -319 24 100% 0
8 DE WAEGENAERE, A , MELENBERG, B , STEVENS, R , (2010) LONGEVITY RISK.ECONOMIST-NETHERLANDS. VOL. 158. ISSUE 2. P. 151 -192 33 80% 5
9 SHANG, HL , SMITH, PWF , BIJAK, J , WISNIOWSKI, A , (2016) A MULTILEVEL FUNCTIONAL DATA METHOD FOR FORECASTING POPULATION, WITH AN APPLICATION TO THE UNITED KINGDOM.INTERNATIONAL JOURNAL OF FORECASTING. VOL. 32. ISSUE 3. P. 629 -649 30 68% 1
10 CAIRNS, AJG , DOWD, K , BLAKE, D , COUGHLAN, GD , (2014) LONGEVITY HEDGE EFFECTIVENESS: A DECOMPOSITION.QUANTITATIVE FINANCE. VOL. 14. ISSUE 2. P. 217-235 23 92% 9

Classes with closest relation at Level 1


Rank Class id link
1 29545 HEADSHIP RATES//INTERNATIONAL MIGRATION STATISTICS//LOG LINEAR MODEL WITH OFFSET
2 16051 LIFESPAN VARIATION//DEMOGRAPHIC RESEARCH//LIFE EXPECTANCY
3 30334 CHAIN LADDER//CLAIMS RESERVING//LOSS RESERVING
4 29600 UNDERCOUNT//AMERICAN COMMUNITY SURVEY//POST ENUMERATION SURVEY
5 7755 OPTIMAL INVESTMENT//PROPORTIONAL REINSURANCE//INSURANCE MATHEMATICS & ECONOMICS
6 20897 COMONOTONICITY//SUPERMODULAR ORDER//COMPLETE MIXABILITY
7 11882 JOURNAL OF RISK AND INSURANCE//GENEVA PAPERS ON RISK AND INSURANCE-ISSUES AND PRACTICE//SOLVENCY II
8 27204 REPLACEMENT MIGRATION//DEMOGRAPHIC POTENTIAL//POPULATION INDEX
9 7979 FINANCIAL LITERACY//JOURNAL OF PENSION ECONOMICS & FINANCE//FINANCIAL EDUCATION
10 19884 MATSUMOTO YOR PROPERTY//BOUGEROLS IDENTITY//EXPONENTIAL BROWNIAN FUNCTIONALS

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