Class information for:
Level 1: JOURNAL OF OPERATIONAL RISK//OPERATIONAL RISK//LOSS DISTRIBUTION APPROACH

Basic class information
Class id #P Avg. number of
references		 Database coverage
of references
24150 322 27.0 28%


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
24150 1                   JOURNAL OF OPERATIONAL RISK//OPERATIONAL RISK//LOSS DISTRIBUTION APPROACH 322

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 JOURNAL OF OPERATIONAL RISK journal 7925582 36% 72% 116
2 OPERATIONAL RISK authKW 3649071 22% 54% 71
3 LOSS DISTRIBUTION APPROACH authKW 819595 3% 79% 11
4 ADVANCED MEASUREMENT APPROACH authKW 487694 2% 86% 6
5 OPERATIONAL LOSS EVENTS authKW 474149 2% 100% 5
6 OPERATIONAL RISK MODELING authKW 474149 2% 100% 5
7 LEVY COPULA authKW 451827 3% 53% 9
8 ADVANCED MEASUREMENT APPROACH AMA authKW 379319 1% 100% 4
9 CHARLOTTE OFF address 303454 1% 80% 4
10 LOSS DISTRIBUTION APPROACH LDA authKW 303454 1% 80% 4

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 Business, Finance 49325 58% 0% 187
2 Economics 1870 26% 0% 85
3 Social Sciences, Mathematical Methods 1785 9% 0% 30
4 Statistics & Probability 1356 16% 0% 52
5 Mathematics, Interdisciplinary Applications 734 11% 0% 36
6 Operations Research & Management Science 258 7% 0% 22
7 Engineering, Industrial 69 3% 0% 9
8 Computer Science, Interdisciplinary Applications 27 3% 0% 10
9 Management 20 2% 0% 7
10 Computer Science, Information Systems 11 2% 0% 7

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 CHARLOTTE OFF 303454 1% 80% 4
2 OPERAT RISK MANAGEMENT 303454 1% 80% 4
3 LBBW LANDESBANK BADEN WURTTEMBERG 189660 1% 100% 2
4 MATH STAT COMP SCI PLICAT L MA ERONI 189660 1% 100% 2
5 STAT L LENTI 189660 1% 100% 2
6 GRP RECH OPERAT 126438 1% 67% 2
7 STAT PL ECON L LENTI 126438 1% 67% 2
8 CES UMR 8174 121921 1% 43% 3
9 ABSA BANK 94830 0% 100% 1
10 ABSA BANK ECON 94830 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 JOURNAL OF OPERATIONAL RISK 7925582 36% 72% 116
2 JOURNAL OF RISK MODEL VALIDATION 28438 2% 5% 6
3 JOURNAL OF RISK AND INSURANCE 25357 6% 1% 18
4 ASTIN BULLETIN 14372 2% 2% 7
5 JOURNAL OF BANKING & FINANCE 6222 5% 0% 17
6 INSURANCE MATHEMATICS & ECONOMICS 5363 3% 1% 11
7 JOURNAL OF RISK 4843 1% 2% 3
8 GENEVA PAPERS ON RISK AND INSURANCE-ISSUES AND PRACTICE 2631 1% 1% 4
9 SOUTH AFRICAN JOURNAL OF ECONOMIC AND MANAGEMENT SCIENCES 2188 1% 1% 3
10 QUANTITATIVE FINANCE 1831 2% 0% 5

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 OPERATIONAL RISK 3649071 22% 54% 71 Search OPERATIONAL+RISK Search OPERATIONAL+RISK
2 LOSS DISTRIBUTION APPROACH 819595 3% 79% 11 Search LOSS+DISTRIBUTION+APPROACH Search LOSS+DISTRIBUTION+APPROACH
3 ADVANCED MEASUREMENT APPROACH 487694 2% 86% 6 Search ADVANCED+MEASUREMENT+APPROACH Search ADVANCED+MEASUREMENT+APPROACH
4 OPERATIONAL LOSS EVENTS 474149 2% 100% 5 Search OPERATIONAL+LOSS+EVENTS Search OPERATIONAL+LOSS+EVENTS
5 OPERATIONAL RISK MODELING 474149 2% 100% 5 Search OPERATIONAL+RISK+MODELING Search OPERATIONAL+RISK+MODELING
6 LEVY COPULA 451827 3% 53% 9 Search LEVY+COPULA Search LEVY+COPULA
7 ADVANCED MEASUREMENT APPROACH AMA 379319 1% 100% 4 Search ADVANCED+MEASUREMENT+APPROACH+AMA Search ADVANCED+MEASUREMENT+APPROACH+AMA
8 LOSS DISTRIBUTION APPROACH LDA 303454 1% 80% 4 Search LOSS+DISTRIBUTION+APPROACH+LDA Search LOSS+DISTRIBUTION+APPROACH+LDA
9 BASEL II 211229 5% 15% 15 Search BASEL+II Search BASEL+II
10 LOSS DISTRIBUTIONAL APPROACH 189660 1% 100% 2 Search LOSS+DISTRIBUTIONAL+APPROACH Search LOSS+DISTRIBUTIONAL+APPROACH

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 DE JONGH, PJ , DE WET, T , RAUBENHEIMER, H , VENTER, JH , (2015) COMBINING SCENARIO AND HISTORICAL DATA IN THE LOSS DISTRIBUTION APPROACH: A NEW PROCEDURE THAT INCORPORATES MEASURES OF AGREEMENT BETWEEN SCENARIOS AND HISTORICAL DATA.JOURNAL OF OPERATIONAL RISK. VOL. 10. ISSUE 1. P. 45 -76 15 100% 1
2 SHEVCHENKO, PV , (2010) IMPLEMENTING LOSS DISTRIBUTION APPROACH FOR OPERATIONAL RISK.APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY. VOL. 26. ISSUE 3. P. 277 -307 21 75% 5
3 TONG, B , WU, CF , (2012) ASYMPTOTICS FOR OPERATIONAL RISK QUANTIFIED WITH A SPECTRAL RISK MEASURE.JOURNAL OF OPERATIONAL RISK. VOL. 7. ISSUE 3. P. 91-116 21 68% 0
4 DE JONGH, E , DE JONGH, D , DE JONGH, R , VAN VUUREN, G , (2013) A REVIEW OF OPERATIONAL RISK IN BANKS AND ITS ROLE IN THE FINANCIAL CRISIS.SOUTH AFRICAN JOURNAL OF ECONOMIC AND MANAGEMENT SCIENCES. VOL. 16. ISSUE 4. P. 364-382 15 79% 1
5 ZHOU, XP , DURFEE, AV , FABOZZI, FJ , (2016) ON STABILITY OF OPERATIONAL RISK ESTIMATES BY LDA: FROM CAUSES TO APPROACHES.JOURNAL OF BANKING & FINANCE. VOL. 68. ISSUE . P. 266 -278 17 65% 0
6 LU, ZY , (2014) ASYMPTOTIC RESULTS FOR OVER-DISPERSED OPERATIONAL RISK BY USING THE ASYMPTOTIC EXPANSION METHOD.JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY. VOL. 27. ISSUE 3. P. 524 -536 12 92% 0
7 OPDYKE, JD , (2014) ESTIMATING OPERATIONAL RISK CAPITAL WITH GREATER ACCURACY, PRECISION AND ROBUSTNESS.JOURNAL OF OPERATIONAL RISK. VOL. 9. ISSUE 4. P. 3 -79 17 63% 3
8 ECKERT, C , GATZERT, N , (2017) MODELING OPERATIONAL RISK INCORPORATING REPUTATION RISK: AN INTEGRATED ANALYSIS FOR FINANCIAL FIRMS.INSURANCE MATHEMATICS & ECONOMICS. VOL. 72. ISSUE . P. 122 -137 15 68% 0
9 LI, JP , ZHU, XQ , XIE, YJ , CHEN, JM , GAO, LJ , FENG, JC , SHI, WJ , (2014) THE MUTUAL-INFORMATION-BASED VARIANCE-COVARIANCE APPROACH: AN APPLICATION TO OPERATIONAL RISK AGGREGATION IN CHINESE BANKING.JOURNAL OF OPERATIONAL RISK. VOL. 9. ISSUE 3. P. 3 -19 13 81% 2
10 LU, J , GUO, L , LIU, X , (2013) MEASURING THE OPERATIONAL RISK OF CHINESE COMMERCIAL BANKS USING THE SEMILINEAR CREDIBILITY MODEL.JOURNAL OF OPERATIONAL RISK. VOL. 8. ISSUE 2. P. 3-34 14 78% 0

Classes with closest relation at Level 1


Rank Class id link
1 20897 COMONOTONICITY//SUPERMODULAR ORDER//COMPLETE MIXABILITY
2 9121 COHERENT RISK MEASURES//RISK MEASURES//OPTIMAL REINSURANCE
3 30334 CHAIN LADDER//CLAIMS RESERVING//LOSS RESERVING
4 3615 EXTREME VALUE INDEX//EXTREMES//EXTREME VALUE THEORY
5 27859 PRODUCT RECALL//PRODUCT HAZARD//EVENT STUDY METHOD
6 33065 MICROPOPULATION//MICROPOPULATION MODEL//EXPONENTIAL RISK AVOIDANCE MODELS
7 5765 COPULA//ARCHIMEDEAN COPULA//QUASI COPULA
8 19111 FRACTIONAL MOMENTS//MOMENT PROBLEM//ENTHALPY DISTRIBUTION
9 24748 APPROXIMATE BAYESIAN COMPUTATION//LIKELIHOOD FREE INFERENCE//LIKELIHOOD FREE METHODS
10 8208 CREDIT DEFAULT SWAPS//CREDIT RISK//CREDIT SPREADS

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