Class information for:
Level 1: CHAIN LADDER//CLAIMS RESERVING//LOSS RESERVING

Basic class information
Class id #P Avg. number of
references		 Database coverage
of references
30334 170 20.1 24%


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
30334 1                   CHAIN LADDER//CLAIMS RESERVING//LOSS RESERVING 170

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 CHAIN LADDER authKW 4694079 16% 93% 28
2 CLAIMS RESERVING authKW 4618804 18% 86% 30
3 LOSS RESERVING authKW 1671849 6% 85% 11
4 MEAN SQUARE ERROR OF PREDICTION authKW 1277300 5% 89% 8
5 STOCHASTIC CLAIMS RESERVING authKW 1277300 5% 89% 8
6 CHAIN LADDER METHOD authKW 1212434 5% 75% 9
7 ASTIN BULLETIN journal 1176630 27% 14% 46
8 CLAIMS DEVELOPMENT RESULT authKW 1077723 4% 100% 6
9 OUTSTANDING LOSS LIABILITIES authKW 898103 3% 100% 5
10 RESERVE RISK authKW 898103 3% 100% 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 69443 79% 0% 134
2 Statistics & Probability 22988 89% 0% 151
3 Mathematics, Interdisciplinary Applications 22429 82% 0% 139
4 Economics 8493 75% 0% 128
5 Business, Finance 118 4% 0% 7
6 Operations Research & Management Science 45 4% 0% 7
7 Mathematical & Computational Biology 4 1% 0% 2
8 Computer Science, Artificial Intelligence 1 1% 0% 2
9 Biology 0 1% 0% 2
10 Management 0 1% 0% 1

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 LEHRSTUHL VERSICHERUNGSMATH 800123 4% 64% 7
2 RISK SWITZERLAND 239493 1% 67% 2
3 ABT MOL BIOL INFORMAT 179621 1% 100% 1
4 BUR 4000 179621 1% 100% 1
5 EOLE ACTUARIAT 179621 1% 100% 1
6 GUY CARPENTER RAT 179621 1% 100% 1
7 JGP GLOBAL GESTAO RECURSOS 179621 1% 100% 1
8 LSAFEA2429 179621 1% 100% 1
9 MARKET RISK UNIT 179621 1% 100% 1
10 MAXWELL MATH SCI EDINBURGH 179621 1% 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 ASTIN BULLETIN 1176630 27% 14% 46
2 INSURANCE MATHEMATICS & ECONOMICS 401168 41% 3% 69
3 SCANDINAVIAN ACTUARIAL JOURNAL 182020 9% 7% 15
4 ASTA-ADVANCES IN STATISTICAL ANALYSIS 20127 3% 2% 5
5 JOURNAL OF RISK AND INSURANCE 5332 4% 0% 6
6 APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY 2268 2% 0% 3
7 SORT-STATISTICS AND OPERATIONS RESEARCH TRANSACTIONS 1435 1% 1% 1
8 ANNUAL REVIEW OF FINANCIAL ECONOMICS 1329 1% 1% 1
9 INTERNATIONAL JOURNAL FOR UNCERTAINTY QUANTIFICATION 1164 1% 1% 1
10 JOURNAL OF ECONOMETRICS 448 2% 0% 3

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 CHAIN LADDER 4694079 16% 93% 28 Search CHAIN+LADDER Search CHAIN+LADDER
2 CLAIMS RESERVING 4618804 18% 86% 30 Search CLAIMS+RESERVING Search CLAIMS+RESERVING
3 LOSS RESERVING 1671849 6% 85% 11 Search LOSS+RESERVING Search LOSS+RESERVING
4 MEAN SQUARE ERROR OF PREDICTION 1277300 5% 89% 8 Search MEAN+SQUARE+ERROR+OF+PREDICTION Search MEAN+SQUARE+ERROR+OF+PREDICTION
5 STOCHASTIC CLAIMS RESERVING 1277300 5% 89% 8 Search STOCHASTIC+CLAIMS+RESERVING Search STOCHASTIC+CLAIMS+RESERVING
6 CHAIN LADDER METHOD 1212434 5% 75% 9 Search CHAIN+LADDER+METHOD Search CHAIN+LADDER+METHOD
7 CLAIMS DEVELOPMENT RESULT 1077723 4% 100% 6 Search CLAIMS+DEVELOPMENT+RESULT Search CLAIMS+DEVELOPMENT+RESULT
8 OUTSTANDING LOSS LIABILITIES 898103 3% 100% 5 Search OUTSTANDING+LOSS+LIABILITIES Search OUTSTANDING+LOSS+LIABILITIES
9 RESERVE RISK 898103 3% 100% 5 Search RESERVE+RISK Search RESERVE+RISK
10 IBNR RESERVE 718482 2% 100% 4 Search IBNR+RESERVE Search IBNR+RESERVE

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 SCHMIDT, KD , (2012) LOSS PREDICTION BASED ON RUN-OFF TRIANGLES.ASTA-ADVANCES IN STATISTICAL ANALYSIS. VOL. 96. ISSUE 2. P. 265-310 15 88% 0
2 AVANZI, B , TAYLOR, G , VU, PA , WONG, B , (2016) STOCHASTIC LOSS RESERVING WITH DEPENDENCE: A FLEXIBLE MULTIVARIATE TWEEDIE APPROACH.INSURANCE MATHEMATICS & ECONOMICS. VOL. 71. ISSUE . P. 63 -78 14 70% 0
3 KUANG, D , NIELSEN, B , NIELSEN, JP , (2015) THE GEOMETRIC CHAIN-LADDER.SCANDINAVIAN ACTUARIAL JOURNAL. VOL. 2015. ISSUE 3. P. 278 -300 10 100% 0
4 ANTONIO, K , PLAT, R , (2014) MICRO-LEVEL STOCHASTIC LOSS RESERVING FOR GENERAL INSURANCE.SCANDINAVIAN ACTUARIAL JOURNAL. VOL. 2014. ISSUE 7. P. 649 -669 8 100% 11
5 MIRANDA, MDM , NIELSEN, JP , VERRALL, R , (2012) DOUBLE CHAIN LADDER.ASTIN BULLETIN. VOL. 42. ISSUE 1. P. 59-76 8 100% 0
6 HUANG, JL , QIU, CJ , WU, XY , (2015) STOCHASTIC LOSS RESERVING IN DISCRETE TIME: INDIVIDUAL VS. AGGREGATE DATA MODELS.COMMUNICATIONS IN STATISTICS-THEORY AND METHODS. VOL. 44. ISSUE 10. P. 2180 -2206 7 100% 0
7 GISLER, A , WUTHRICH, MV , (2008) CREDIBILITY FOR THE CHAIN LADDER RESERVING METHOD.ASTIN BULLETIN. VOL. 38. ISSUE 2. P. 565-600 8 100% 9
8 FERSINI, P , MELISI, G , (2016) STOCHASTIC MODEL TO EVALUATE THE FAIR VALUE OF MOTOR THIRD-PARTY LIABILITY UNDER THE DIRECT REIMBURSEMENT SCHEME AND QUANTIFICATION OF THE CAPITAL REQUIREMENT IN A SOLVENCY II PERSPECTIVE.INSURANCE MATHEMATICS & ECONOMICS. VOL. 68. ISSUE . P. 27 -44 7 88% 0
9 BJORKWALL, S , HOSSJER, O , OHLSSON, E , (2009) NON-PARAMETRIC AND PARAMETRIC BOOTSTRAP TECHNIQUES FOR AGE-TO-AGE DEVELOPMENT FACTOR METHODS IN STOCHASTIC CLAIMS RESERVING.SCANDINAVIAN ACTUARIAL JOURNAL. VOL. . ISSUE 4. P. 306-331 7 100% 3
10 ROSENLUND, S , (2012) BOOTSTRAPPING INDIVIDUAL CLAIM HISTORIES.ASTIN BULLETIN. VOL. 42. ISSUE 1. P. 291 -324 6 100% 2

Classes with closest relation at Level 1


Rank Class id link
1 20897 COMONOTONICITY//SUPERMODULAR ORDER//COMPLETE MIXABILITY
2 25624 BAYESIAN ROBUSTNESS//CLASS OF PRIORS//CLASSES OF PRIORS
3 10212 LONGEVITY RISK//LEE CARTER MODEL//INSURANCE MATHEMATICS & ECONOMICS
4 24150 JOURNAL OF OPERATIONAL RISK//OPERATIONAL RISK//LOSS DISTRIBUTION APPROACH
5 27056 GENERALIZED QR DECOMPOSITION//SEEMINGLY UNRELATED REGRESSIONS//COVARIANCE ADJUSTED APPROACH
6 28188 WARRANTY DATA//SECT PROD PROC QUAL//MATURITY INDEX ON RELIABILITY MIR
7 5765 COPULA//ARCHIMEDEAN COPULA//QUASI COPULA
8 21683 CONSERVATIVE FLOW//EVANESCENT RANDOM FIELDS//MIXED MOVING AVERAGE
9 13118 AGE PERIOD COHORT MODELS//AGE PERIOD COHORT ANALYSIS//INTRINSIC ESTIMATOR
10 22234 NATURAL EXPONENTIAL FAMILY//VARIANCE FUNCTION//RIESZ DISTRIBUTION

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