Class information for:
Level 1: OPTIMAL INVESTMENT//PROPORTIONAL REINSURANCE//INSURANCE MATHEMATICS & ECONOMICS

Basic class information
Class id #P Avg. number of
references		 Database coverage
of references
7755 1332 23.6 46%


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
755 2             BACKWARD STOCHASTIC DIFFERENTIAL EQUATION//OPTION PRICING//REAL OPTIONS 12405
7755 1                   OPTIMAL INVESTMENT//PROPORTIONAL REINSURANCE//INSURANCE MATHEMATICS & ECONOMICS 1332

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 OPTIMAL INVESTMENT authKW 602376 4% 45% 58
2 PROPORTIONAL REINSURANCE authKW 580194 3% 56% 45
3 INSURANCE MATHEMATICS & ECONOMICS journal 456105 15% 10% 206
4 HAMILTON JACOBI BELLMAN EQUATION authKW 442819 7% 21% 92
5 DEFINED CONTRIBUTION PENSION PLAN authKW 398652 2% 87% 20
6 MEAN VARIANCE CRITERION authKW 388325 2% 71% 24
7 OPTIMAL PORTFOLIO authKW 286216 2% 39% 32
8 PORTFOLIO OPTIMIZATION authKW 274607 6% 15% 82
9 MEAN VARIANCE authKW 269958 3% 34% 35
10 MEAN VARIANCE PORTFOLIO SELECTION authKW 261958 2% 57% 20

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 64924 27% 1% 364
2 Mathematics, Interdisciplinary Applications 27390 33% 0% 434
3 Business, Finance 24693 20% 0% 271
4 Statistics & Probability 23472 32% 0% 432
5 Economics 18376 40% 0% 534
6 Operations Research & Management Science 7699 17% 0% 233
7 Mathematics, Applied 3776 22% 0% 292
8 Automation & Control Systems 1568 7% 0% 99
9 Engineering, General 81 2% 0% 32
10 Management 64 2% 0% 26

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 LINGNAN UNIV 169057 2% 25% 30
2 CHINA ACTUARIAL SCI 134756 2% 28% 21
3 PL FINANCE ACTUARIAL STUDIES 113664 2% 20% 25
4 FINANCIAL ENGN RISK MANAGEMENT 82517 0% 60% 6
5 SUN YAT SEN BUSINESS 53019 1% 13% 18
6 MATH COMPUTAT FINANCE 51575 0% 75% 3
7 ACTUARIAL STUDIES 48330 2% 10% 21
8 BURRIDGE SECURIT ANAL VALUAT 45846 0% 100% 2
9 DIPARTIMENTO STUDI FINANZIARI 45846 0% 100% 2
10 GEST BANCAIRE FINANCIERE 45846 0% 100% 2

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 456105 15% 10% 206
2 MATHEMATICAL FINANCE 54046 3% 7% 36
3 FINANCE AND STOCHASTICS 34228 2% 6% 25
4 JOURNAL OF ECONOMIC DYNAMICS & CONTROL 27640 5% 2% 60
5 SCANDINAVIAN ACTUARIAL JOURNAL 26404 1% 7% 16
6 JOURNAL OF PORTFOLIO MANAGEMENT 21871 3% 3% 36
7 QUANTITATIVE FINANCE 19317 2% 3% 33
8 MATHEMATICAL METHODS OF OPERATIONS RESEARCH 16444 2% 3% 27
9 STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC REPORTS 14329 1% 5% 12
10 ANNALES DE SCIENCES ECONOMIQUES APPLIQUEES 11460 0% 50% 1

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 OPTIMAL INVESTMENT 602376 4% 45% 58 Search OPTIMAL+INVESTMENT Search OPTIMAL+INVESTMENT
2 PROPORTIONAL REINSURANCE 580194 3% 56% 45 Search PROPORTIONAL+REINSURANCE Search PROPORTIONAL+REINSURANCE
3 HAMILTON JACOBI BELLMAN EQUATION 442819 7% 21% 92 Search HAMILTON+JACOBI+BELLMAN+EQUATION Search HAMILTON+JACOBI+BELLMAN+EQUATION
4 DEFINED CONTRIBUTION PENSION PLAN 398652 2% 87% 20 Search DEFINED+CONTRIBUTION+PENSION+PLAN Search DEFINED+CONTRIBUTION+PENSION+PLAN
5 MEAN VARIANCE CRITERION 388325 2% 71% 24 Search MEAN+VARIANCE+CRITERION Search MEAN+VARIANCE+CRITERION
6 OPTIMAL PORTFOLIO 286216 2% 39% 32 Search OPTIMAL+PORTFOLIO Search OPTIMAL+PORTFOLIO
7 PORTFOLIO OPTIMIZATION 274607 6% 15% 82 Search PORTFOLIO+OPTIMIZATION Search PORTFOLIO+OPTIMIZATION
8 MEAN VARIANCE 269958 3% 34% 35 Search MEAN+VARIANCE Search MEAN+VARIANCE
9 MEAN VARIANCE PORTFOLIO SELECTION 261958 2% 57% 20 Search MEAN+VARIANCE+PORTFOLIO+SELECTION Search MEAN+VARIANCE+PORTFOLIO+SELECTION
10 PORTFOLIO INSURANCE 252129 2% 50% 22 Search PORTFOLIO+INSURANCE Search PORTFOLIO+INSURANCE

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 SHEN, Y , ZENG, Y , (2015) OPTIMAL INVESTMENT REINSURANCE STRATEGY FOR MEAN-VARIANCE INSURERS WITH SQUARE-ROOT FACTOR PROCESS.INSURANCE MATHEMATICS & ECONOMICS. VOL. 62. ISSUE . P. 118 -137 33 85% 8
2 YAO, HX , YANG, Z , CHEN, P , (2013) MARKOWITZ'S MEAN-VARIANCE DEFINED CONTRIBUTION PENSION FUND MANAGEMENT UNDER INFLATION: A CONTINUOUS-TIME MODEL.INSURANCE MATHEMATICS & ECONOMICS. VOL. 53. ISSUE 3. P. 851 -863 31 100% 8
3 YAO, HX , LI, ZF , LI, D , (2016) MULTI-PERIOD MEAN-VARIANCE PORTFOLIO SELECTION WITH STOCHASTIC INTEREST RATE AND UNCONTROLLABLE LIABILITY.EUROPEAN JOURNAL OF OPERATIONAL RESEARCH. VOL. 252. ISSUE 3. P. 837 -851 28 100% 1
4 YAO, HX , LI, ZF , LAI, YZ , (2016) DYNAMIC MEAN-VARIANCE ASSET ALLOCATION WITH STOCHASTIC INTEREST RATE AND INFLATION RATE.JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION. VOL. 12. ISSUE 1. P. 187 -209 27 90% 2
5 LI, DP , RONG, XM , ZHAO, H , (2016) TIME-CONSISTENT INVESTMENT STRATEGY FOR DC PENSION PLAN WITH STOCHASTIC SALARY UNDER CEV MODEL.JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY. VOL. 29. ISSUE 2. P. 428 -454 29 97% 0
6 LI, DP , RONG, XM , ZHAO, H , (2015) TIME-CONSISTENT REINSURANCE-INVESTMENT STRATEGY FOR A MEAN-VARIANCE INSURER UNDER STOCHASTIC INTEREST RATE MODEL AND INFLATION RISK.INSURANCE MATHEMATICS & ECONOMICS. VOL. 64. ISSUE . P. 28 -44 28 97% 1
7 ZHOU, ZB , XIAO, HL , YIN, JL , ZENG, XM , LIN, L , (2016) PRE-COMMITMENT VS. TIME-CONSISTENT STRATEGIES FOR THE GENERALIZED MULTI-PERIOD PORTFOLIO OPTIMIZATION WITH STOCHASTIC CASH FLOWS.INSURANCE MATHEMATICS & ECONOMICS. VOL. 68. ISSUE . P. 187 -202 31 84% 0
8 WU, HL , (2016) OPTIMAL INVESTMENT-CONSUMPTION STRATEGY UNDER INFLATION IN A MARKOVIAN REGIME-SWITCHING MARKET.DISCRETE DYNAMICS IN NATURE AND SOCIETY. VOL. . ISSUE . P. - 29 88% 0
9 SUN, JY , LI, ZF , ZENG, Y , (2016) PRECOMMITMENT AND EQUILIBRIUM INVESTMENT STRATEGIES FOR DEFINED CONTRIBUTION PENSION PLANS UNDER A JUMP-DIFFUSION MODEL.INSURANCE MATHEMATICS & ECONOMICS. VOL. 67. ISSUE . P. 158 -172 24 96% 1
10 GU, AL , LI, ZF , (2016) OPTIMAL REINSURANCE AND INVESTMENT STRATEGIES FOR INSURERS WITH REGIME-SWITCHING AND STATE-DEPENDENT UTILITY FUNCTION.JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY. VOL. 29. ISSUE 6. P. 1658 -1682 26 93% 0

Classes with closest relation at Level 1


Rank Class id link
1 6857 FINANCE AND STOCHASTICS//INCOMPLETE MARKETS//FUNDAMENTAL THEOREM OF ASSET PRICING
2 19552 SINGULAR STOCHASTIC CONTROL//PAIRS TRADING//OPTIMAL STOPPING
3 9121 COHERENT RISK MEASURES//RISK MEASURES//OPTIMAL REINSURANCE
4 32855 STRUCTURED PRODUCTS//GERMAN MARKET//CURRENCY FLOW
5 5588 BACKWARD STOCHASTIC DIFFERENTIAL EQUATION//FORWARD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS//G EXPECTATION
6 3582 EQUITY PREMIUM//PREDICTIVE REGRESSION//ASSET PRICING
7 18136 JOURNAL OF PORTFOLIO MANAGEMENT//ESTIMATION RISK//MINIMUM VARIANCE PORTFOLIO
8 10212 LONGEVITY RISK//LEE CARTER MODEL//INSURANCE MATHEMATICS & ECONOMICS
9 7979 FINANCIAL LITERACY//JOURNAL OF PENSION ECONOMICS & FINANCE//FINANCIAL EDUCATION
10 2296 RUIN PROBABILITY//INSURANCE MATHEMATICS & ECONOMICS//SUBEXPONENTIAL DISTRIBUTION

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