Class information for:
Level 1: RUIN PROBABILITY//INSURANCE MATHEMATICS & ECONOMICS//SUBEXPONENTIAL DISTRIBUTION

Basic class information
Class id #P Avg. number of
references		 Database coverage
of references
2296 2291 19.7 44%


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
15 4 MATHEMATICS//MATHEMATICS, APPLIED//MATH 719832
383 3       STATISTICS & PROBABILITY//ANNALS OF PROBABILITY//STOCHASTIC PROCESSES AND THEIR APPLICATIONS 31557
2533 2             RUIN PROBABILITY//INSURANCE MATHEMATICS & ECONOMICS//SUBEXPONENTIAL DISTRIBUTION 3782
2296 1                   RUIN PROBABILITY//INSURANCE MATHEMATICS & ECONOMICS//SUBEXPONENTIAL DISTRIBUTION 2291

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 RUIN PROBABILITY authKW 3330741 14% 77% 324
2 INSURANCE MATHEMATICS & ECONOMICS journal 1113004 18% 20% 422
3 SUBEXPONENTIAL DISTRIBUTION authKW 1102267 5% 68% 121
4 GERBER SHIU FUNCTION authKW 866229 3% 100% 65
5 FINITE TIME RUIN PROBABILITY authKW 776166 3% 94% 62
6 DEFECTIVE RENEWAL EQUATION authKW 746517 2% 98% 57
7 DEFICIT AT RUIN authKW 693228 2% 98% 53
8 TIME OF RUIN authKW 666330 2% 100% 50
9 RISK PROCESS authKW 534752 2% 76% 53
10 BARRIER STRATEGY authKW 506742 2% 98% 39

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 Statistics & Probability 196410 71% 1% 1623
2 Social Sciences, Mathematical Methods 97087 25% 1% 584
3 Mathematics, Interdisciplinary Applications 37933 29% 0% 671
4 Economics 9894 23% 0% 525
5 Mathematics, Applied 2978 15% 0% 351
6 Mathematics 1636 13% 0% 295
7 Operations Research & Management Science 1582 6% 0% 146
8 Business, Finance 540 2% 0% 57
9 Computer Science, Interdisciplinary Applications 33 2% 0% 39
10 Engineering, Industrial 30 1% 0% 21

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 STAT ACTUARIAL SCI 318369 13% 8% 294
2 ACTUARIAL STUDIES 159333 2% 24% 50
3 SCI FINANCIERE ASSURANCES 147655 1% 43% 26
4 ECOLE ACTUARIAT 139908 1% 50% 21
5 ACTUARIAL SCI 104194 2% 21% 37
6 EA 2429 54411 0% 58% 7
7 CHINA ACTUARIAL SCI 51326 1% 23% 17
8 ACTUARIAL MATH 44611 1% 28% 12
9 UNIL DORIGNY 41579 1% 20% 16
10 JIANGSU PRICE 39980 0% 100% 3

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 1113004 18% 20% 422
2 SCANDINAVIAN ACTUARIAL JOURNAL 245791 3% 29% 64
3 JOURNAL OF APPLIED PROBABILITY 112268 7% 5% 171
4 ASTIN BULLETIN 87225 2% 14% 46
5 STOCHASTIC MODELS 63144 2% 10% 46
6 STOCHASTIC PROCESSES AND THEIR APPLICATIONS 50083 5% 3% 113
7 METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY 49914 2% 8% 46
8 STATISTICS & PROBABILITY LETTERS 40557 7% 2% 149
9 ADVANCES IN APPLIED PROBABILITY 31781 3% 4% 68
10 ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES 19470 1% 4% 33

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 RUIN PROBABILITY 3330741 14% 77% 324 Search RUIN+PROBABILITY Search RUIN+PROBABILITY
2 SUBEXPONENTIAL DISTRIBUTION 1102267 5% 68% 121 Search SUBEXPONENTIAL+DISTRIBUTION Search SUBEXPONENTIAL+DISTRIBUTION
3 GERBER SHIU FUNCTION 866229 3% 100% 65 Search GERBER+SHIU+FUNCTION Search GERBER+SHIU+FUNCTION
4 FINITE TIME RUIN PROBABILITY 776166 3% 94% 62 Search FINITE+TIME+RUIN+PROBABILITY Search FINITE+TIME+RUIN+PROBABILITY
5 DEFECTIVE RENEWAL EQUATION 746517 2% 98% 57 Search DEFECTIVE+RENEWAL+EQUATION Search DEFECTIVE+RENEWAL+EQUATION
6 DEFICIT AT RUIN 693228 2% 98% 53 Search DEFICIT+AT+RUIN Search DEFICIT+AT+RUIN
7 TIME OF RUIN 666330 2% 100% 50 Search TIME+OF+RUIN Search TIME+OF+RUIN
8 RISK PROCESS 534752 2% 76% 53 Search RISK+PROCESS Search RISK+PROCESS
9 BARRIER STRATEGY 506742 2% 98% 39 Search BARRIER+STRATEGY Search BARRIER+STRATEGY
10 LEVY PROCESS 500853 10% 17% 226 Search LEVY+PROCESS Search LEVY+PROCESS

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 LANDRIAULT, D , LI, B , ZHANG, HZ , (2017) ON MAGNITUDE, ASYMPTOTICS AND DURATION OF DRAWDOWNS FOR LEVY MODELS.BERNOULLI. VOL. 23. ISSUE 1. P. 432 -458 27 96% 1
2 ZHANG, ZM , CHEUNG, ECK , YANG, HL , (2017) LEVY INSURANCE RISK PROCESS WITH POISSONIAN TAXATION.SCANDINAVIAN ACTUARIAL JOURNAL. VOL. . ISSUE 1. P. 51 -87 38 97% 0
3 YANG, HZ , GAO, W , LI, JZ , (2016) ASYMPTOTIC RUIN PROBABILITIES FOR A DISCRETE-TIME RISK MODEL WITH DEPENDENT INSURANCE AND FINANCIAL RISKS.SCANDINAVIAN ACTUARIAL JOURNAL. VOL. . ISSUE 1. P. 1 -17 28 100% 3
4 CHEUNG, ECK , WONG, JTY , (2017) ON THE DUAL RISK MODEL WITH PARISIAN IMPLEMENTATION DELAYS IN DIVIDEND PAYMENTS.EUROPEAN JOURNAL OF OPERATIONAL RESEARCH. VOL. 257. ISSUE 1. P. 159 -173 34 94% 0
5 PENG, JY , WANG, DC , (2017) ASYMPTOTICS FOR RUIN PROBABILITIES OF A NON-STANDARD RENEWAL RISK MODEL WITH DEPENDENCE STRUCTURES AND EXPONENTIAL LEVY PROCESS INVESTMENT RETURNS.JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION. VOL. 13. ISSUE 1. P. 155 -185 32 100% 0
6 LIU, LY , CHEUNG, ECK , (2014) ON A GERBER-SHIU TYPE FUNCTION AND ITS APPLICATIONS IN A DUAL SEMI-MARKOVIAN RISK MODEL.APPLIED MATHEMATICS AND COMPUTATION. VOL. 247. ISSUE . P. 1183 -1201 33 97% 0
7 LI, JZ , TANG, QH , (2015) INTERPLAY OF INSURANCE AND FINANCIAL RISKS IN A DISCRETE-TIME MODEL WITH STRONGLY REGULAR VARIATION.BERNOULLI. VOL. 21. ISSUE 3. P. 1800 -1823 34 89% 1
8 YU, CJ , WANG, YB , (2014) TAIL BEHAVIOR OF SUPREMUM OF A RANDOM WALK WHEN CRAMER'S CONDITION FAILS.FRONTIERS OF MATHEMATICS IN CHINA. VOL. 9. ISSUE 2. P. 431-453 30 100% 3
9 THONHAUSER, S , ALBRECHER, H , (2009) OPTIMALITY RESULTS FOR DIVIDEND PROBLEMS IN INSURANCE.REVISTA DE LA REAL ACADEMIA DE CIENCIAS EXACTAS FISICAS Y NATURALES SERIE A-MATEMATICAS. VOL. 103. ISSUE 2. P. 295 -320 43 74% 31
10 WONG, JTY , CHEUNG, ECK , (2015) ON THE TIME VALUE OF PARISIAN RUIN IN (DUAL) RENEWAL RISK PROCESSES WITH EXPONENTIAL JUMPS.INSURANCE MATHEMATICS & ECONOMICS. VOL. 65. ISSUE . P. 280 -290 29 100% 0

Classes with closest relation at Level 1


Rank Class id link
1 35686 ONE PARAMETER FAMILY OF SOLUTIONS//MOMENT INDEX//SUBMULTIPLICATIVE FUNCTION
2 25356 MATRIX EXPONENTIAL DISTRIBUTION//PHASE TYPE DISTRIBUTION//RATIONAL ARRIVAL PROCESSES
3 19552 SINGULAR STOCHASTIC CONTROL//PAIRS TRADING//OPTIMAL STOPPING
4 7755 OPTIMAL INVESTMENT//PROPORTIONAL REINSURANCE//INSURANCE MATHEMATICS & ECONOMICS
5 19884 MATSUMOTO YOR PROPERTY//BOUGEROLS IDENTITY//EXPONENTIAL BROWNIAN FUNCTIONALS
6 32553 HAWKES PROCESS//SELF EXCITING PROCESS//DYNAMIC CONTAGION PROCESS
7 17480 LARGE DEVIATIONS//MODERATE DEVIATIONS//LOCAL LARGE DEVIATION PRINCIPLE
8 7281 BRANCHING RANDOM WALK//CONTINUUM RANDOM TREE//BROWNIAN EXCURSION
9 20543 FORK JOIN QUEUES//GI G 1 TYPE MARKOV CHAIN//SUBEXPONENTIAL ASYMPTOTICS
10 20897 COMONOTONICITY//SUPERMODULAR ORDER//COMPLETE MIXABILITY

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