Class information for:
Level 1: COMONOTONICITY//SUPERMODULAR ORDER//COMPLETE MIXABILITY

Basic class information
Class id #P Avg. number of
references		 Database coverage
of references
20897 441 19.1 41%


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
67 3       ECONOMICS//BUSINESS, FINANCE//ECON 84262
1673 2             COPULA//INSURANCE MATHEMATICS & ECONOMICS//STOCHASTIC PROGRAMMING 6803
20897 1                   COMONOTONICITY//SUPERMODULAR ORDER//COMPLETE MIXABILITY 441

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 COMONOTONICITY authKW 1654063 13% 42% 57
2 SUPERMODULAR ORDER authKW 678546 3% 70% 14
3 COMPLETE MIXABILITY authKW 623162 2% 100% 9
4 FRACTIONAL AGE ASSUMPTIONS authKW 553922 2% 100% 8
5 INSURANCE MATHEMATICS & ECONOMICS journal 467657 27% 6% 120
6 CONVEX ORDER authKW 465288 6% 27% 25
7 DEPENDENT RISKS authKW 349074 2% 46% 11
8 JOINT MIXABILITY authKW 346201 1% 100% 5
9 STOP LOSS ORDER authKW 322221 2% 42% 11
10 DEPENDENCE UNCERTAINTY authKW 288499 1% 83% 5

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 29894 32% 0% 142
2 Statistics & Probability 29015 62% 0% 274
3 Mathematics, Interdisciplinary Applications 9762 34% 0% 149
4 Economics 4701 35% 0% 156
5 Operations Research & Management Science 2677 18% 0% 79
6 Business, Finance 1834 10% 0% 43
7 Mathematics, Applied 291 11% 0% 50
8 Engineering, Industrial 191 4% 0% 17
9 Management 59 3% 0% 13
10 Computer Science, Interdisciplinary Applications 15 2% 0% 10

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 MATH DECIS THEORY 216372 1% 63% 5
2 DPTO ESTADIST MATEMAT INFORMAT 138480 0% 100% 2
3 ACCOUNTANCY FINANCE INSURANCE 99697 1% 24% 6
4 ECON TOEGEPASTE ECON WETEN PEN 92319 0% 67% 2
5 STAT RECH OPERATIONNELLE 73850 1% 27% 4
6 WIRT AFTSTHEORIE OPERAT 70671 2% 15% 7
7 ACTUARIAL MATHEMAT STAT 69240 0% 100% 1
8 AFD KE 69240 0% 100% 1
9 CIENCES ECON I EMP ARIALS 69240 0% 100% 1
10 COMMUNITY HNAKYYAH 69240 0% 100% 1

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 467657 27% 6% 120
2 JOURNAL OF APPLIED PROBABILITY 20423 7% 1% 32
3 PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES 19527 3% 2% 14
4 SCANDINAVIAN ACTUARIAL JOURNAL 11216 1% 3% 6
5 STATISTICS & PROBABILITY LETTERS 4174 5% 0% 21
6 JOURNAL OF MULTIVARIATE ANALYSIS 3785 3% 0% 14
7 MATHEMATICS OF OPERATIONS RESEARCH 3659 2% 1% 10
8 ADVANCES IN APPLIED PROBABILITY 3566 2% 1% 10
9 EXTREMES 3034 1% 1% 3
10 FINANCE AND STOCHASTICS 2642 1% 1% 4

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 COMONOTONICITY 1654063 13% 42% 57 Search COMONOTONICITY Search COMONOTONICITY
2 SUPERMODULAR ORDER 678546 3% 70% 14 Search SUPERMODULAR+ORDER Search SUPERMODULAR+ORDER
3 COMPLETE MIXABILITY 623162 2% 100% 9 Search COMPLETE+MIXABILITY Search COMPLETE+MIXABILITY
4 FRACTIONAL AGE ASSUMPTIONS 553922 2% 100% 8 Search FRACTIONAL+AGE+ASSUMPTIONS Search FRACTIONAL+AGE+ASSUMPTIONS
5 CONVEX ORDER 465288 6% 27% 25 Search CONVEX+ORDER Search CONVEX+ORDER
6 DEPENDENT RISKS 349074 2% 46% 11 Search DEPENDENT+RISKS Search DEPENDENT+RISKS
7 JOINT MIXABILITY 346201 1% 100% 5 Search JOINT+MIXABILITY Search JOINT+MIXABILITY
8 STOP LOSS ORDER 322221 2% 42% 11 Search STOP+LOSS+ORDER Search STOP+LOSS+ORDER
9 DEPENDENCE UNCERTAINTY 288499 1% 83% 5 Search DEPENDENCE+UNCERTAINTY Search DEPENDENCE+UNCERTAINTY
10 COUNTER MONOTONICITY 276961 1% 100% 4 Search COUNTER+MONOTONICITY Search COUNTER+MONOTONICITY

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 PUCCETTI, G , WANG, RD , (2015) EXTREMAL DEPENDENCE CONCEPTS.STATISTICAL SCIENCE. VOL. 30. ISSUE 4. P. 485 -517 29 55% 1
2 WANG, B , WANG, RD , (2016) JOINT MIXABILITY.MATHEMATICS OF OPERATIONS RESEARCH. VOL. 41. ISSUE 3. P. 808 -826 16 89% 1
3 BERNARD, C , JIANG, X , WANG, RD , (2014) RISK AGGREGATION WITH DEPENDENCE UNCERTAINTY.INSURANCE MATHEMATICS & ECONOMICS. VOL. 54. ISSUE . P. 93-108 21 68% 13
4 WONG, MH , ZHANG, SZ , (2013) COMPUTING BEST BOUNDS FOR NONLINEAR RISK MEASURES WITH PARTIAL INFORMATION.INSURANCE MATHEMATICS & ECONOMICS. VOL. 52. ISSUE 2. P. 204 -212 19 83% 2
5 DENUIT, MM , MESFIOUI, M , (2016) MULTIVARIATE HIGHER-DEGREE STOCHASTIC INCREASING CONVEXITY.JOURNAL OF THEORETICAL PROBABILITY. VOL. 29. ISSUE 4. P. 1599 -1623 14 88% 0
6 PUCCETTI, G , WANG, RD , (2015) DETECTING COMPLETE AND JOINT MIXABILITY.JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS. VOL. 280. ISSUE . P. 174 -187 14 88% 1
7 DHAENE, J , DENUIT, A , GOOVAERTS, MJ , KAAS, R , VYNCKE, D , (2002) THE CONCEPT OF COMONOTONICITY IN ACTUARIAL SCIENCE AND FINANCE: THEORY.INSURANCE MATHEMATICS & ECONOMICS. VOL. 31. ISSUE 1. P. 3-33 15 88% 211
8 GOOVAERTS, MJ , KAAS, R , LAEVEN, RJA , (2011) WORST CASE RISK MEASUREMENT: BACK TO THE FUTURE?.INSURANCE MATHEMATICS & ECONOMICS. VOL. 49. ISSUE 3. P. 380-392 19 68% 7
9 JAKOBSONS, E , HAN, XY , WANG, RD , (2016) GENERAL CONVEX ORDER ON RISK AGGREGATION.SCANDINAVIAN ACTUARIAL JOURNAL. VOL. . ISSUE 8. P. 713 -740 13 76% 1
10 CHEUNG, KC , DENUIT, M , DHAENE, J , (2017) TAIL MUTUAL EXCLUSIVITY AND TAIL-VAR LOWER BOUNDS.SCANDINAVIAN ACTUARIAL JOURNAL. VOL. . ISSUE 1. P. 88 -104 12 86% 0

Classes with closest relation at Level 1


Rank Class id link
1 9121 COHERENT RISK MEASURES//RISK MEASURES//OPTIMAL REINSURANCE
2 30334 CHAIN LADDER//CLAIMS RESERVING//LOSS RESERVING
3 3197 HAZARD RATE ORDER//LIKELIHOOD RATIO ORDER//STOCHASTIC ORDERING
4 5765 COPULA//ARCHIMEDEAN COPULA//QUASI COPULA
5 24150 JOURNAL OF OPERATIONAL RISK//OPERATIONAL RISK//LOSS DISTRIBUTION APPROACH
6 12471 PRUDENCE//BACKGROUND RISK//STOCHASTIC DOMINANCE
7 15725 STEINS METHOD//POISSON APPROXIMATION//COMPOUND POISSON APPROXIMATION
8 1907 OPTION PRICING//IMPLIED VOLATILITY//STOCHASTIC VOLATILITY
9 22169 SKOROKHOD EMBEDDING PROBLEM//MAXIMUM PROCESS//SKOROKHOD EMBEDDING
10 19884 MATSUMOTO YOR PROPERTY//BOUGEROLS IDENTITY//EXPONENTIAL BROWNIAN FUNCTIONALS

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