Class information for:
Level 1: COHERENT RISK MEASURES//RISK MEASURES//OPTIMAL REINSURANCE

Basic class information
Class id #P Avg. number of
references		 Database coverage
of references
9121 1186 26.5 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
9121 1                   COHERENT RISK MEASURES//RISK MEASURES//OPTIMAL REINSURANCE 1186

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 COHERENT RISK MEASURES authKW 1384547 7% 67% 80
2 RISK MEASURES authKW 1346819 11% 40% 131
3 OPTIMAL REINSURANCE authKW 758291 3% 82% 36
4 CONVEX RISK MEASURES authKW 658141 4% 61% 42
5 CONDITIONAL VALUE AT RISK authKW 623924 7% 31% 78
6 VALUE AT RISK authKW 493636 11% 15% 130
7 RANDOM NORMED MODULE authKW 489153 2% 100% 19
8 CAPITAL ALLOCATION authKW 444934 3% 44% 39
9 INSURANCE MATHEMATICS & ECONOMICS journal 426653 16% 9% 188
10 EXPECTED SHORTFALL authKW 388696 4% 31% 49

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 102513 36% 1% 431
2 Business, Finance 38143 27% 0% 317
3 Mathematics, Interdisciplinary Applications 32032 37% 0% 442
4 Economics 20528 45% 0% 531
5 Statistics & Probability 19630 31% 0% 373
6 Operations Research & Management Science 10054 21% 0% 250
7 Mathematics, Applied 1662 16% 0% 188
8 Management 230 3% 0% 41
9 Mathematics 214 7% 0% 87
10 Computer Science, Software Engineering 58 2% 0% 25

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 ACTUARIAL FINANCIAL ECON 160405 1% 69% 9
2 CHINA ACTUARIAL SCI 123890 2% 25% 19
3 CHAIR FINANCE BANKING RISK MANAGEMENT 107269 0% 83% 5
4 CEDR EA4629 51490 0% 100% 2
5 INFORMAT MATH BEHAV 51490 0% 100% 2
6 RISK INSURANCE STUDIES 48449 1% 24% 8
7 CARISMA ANAL RISK OPTIMISAT MODELLING PLI 46338 0% 60% 3
8 DIPARTIMENTO STAT METODI QUANTITAT 42119 1% 27% 6
9 MANAGEMENT SCI INFORMAT SYST 41720 3% 5% 33
10 MOMENTUM GAME THEORY GRP 38614 0% 50% 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 426653 16% 9% 188
2 ASTIN BULLETIN 175989 4% 15% 47
3 JOURNAL OF RISK 114635 2% 16% 28
4 MATHEMATICAL FINANCE 99144 4% 8% 46
5 MATHEMATICS AND FINANCIAL ECONOMICS 46320 1% 15% 12
6 FINANCE AND STOCHASTICS 44849 2% 6% 27
7 QUANTITATIVE FINANCE 42207 4% 4% 46
8 SIAM JOURNAL ON FINANCIAL MATHEMATICS 15620 1% 5% 12
9 JOURNAL OF BANKING & FINANCE 14593 4% 1% 50
10 SCANDINAVIAN ACTUARIAL JOURNAL 14011 1% 5% 11

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 COHERENT RISK MEASURES 1384547 7% 67% 80 Search COHERENT+RISK+MEASURES Search COHERENT+RISK+MEASURES
2 RISK MEASURES 1346819 11% 40% 131 Search RISK+MEASURES Search RISK+MEASURES
3 OPTIMAL REINSURANCE 758291 3% 82% 36 Search OPTIMAL+REINSURANCE Search OPTIMAL+REINSURANCE
4 CONVEX RISK MEASURES 658141 4% 61% 42 Search CONVEX+RISK+MEASURES Search CONVEX+RISK+MEASURES
5 CONDITIONAL VALUE AT RISK 623924 7% 31% 78 Search CONDITIONAL+VALUE+AT+RISK Search CONDITIONAL+VALUE+AT+RISK
6 VALUE AT RISK 493636 11% 15% 130 Search VALUE+AT+RISK Search VALUE+AT+RISK
7 RANDOM NORMED MODULE 489153 2% 100% 19 Search RANDOM+NORMED+MODULE Search RANDOM+NORMED+MODULE
8 CAPITAL ALLOCATION 444934 3% 44% 39 Search CAPITAL+ALLOCATION Search CAPITAL+ALLOCATION
9 EXPECTED SHORTFALL 388696 4% 31% 49 Search EXPECTED+SHORTFALL Search EXPECTED+SHORTFALL
10 DISTORTION RISK MEASURE 304868 1% 79% 15 Search DISTORTION+RISK+MEASURE Search DISTORTION+RISK+MEASURE

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 RIGHI, MB , CERETTA, PS , (2016) SHORTFALL DEVIATION RISK: AN ALTERNATIVE FOR RISK MEASUREMENT.JOURNAL OF RISK. VOL. 19. ISSUE 2. P. 81 -116 45 87% 0
2 FOLLMER, H , WEBER, S , (2015) THE AXIOMATIC APPROACH TO RISK MEASURES FOR CAPITAL DETERMINATION.ANNUAL REVIEW OF FINANCIAL ECONOMICS, VOL 7. VOL. 7. ISSUE . P. 301 -337 32 84% 0
3 LU, ZY , MENG, LL , WANG, YJ , SHEN, QJ , (2016) OPTIMAL REINSURANCE UNDER VAR AND TVAR RISK MEASURES IN THE PRESENCE OF REINSURER'S RISK LIMIT.INSURANCE MATHEMATICS & ECONOMICS. VOL. 68. ISSUE . P. 92 -100 23 100% 0
4 ASIMIT, AV , CHI, YC , HU, JL , (2015) OPTIMAL NON-LIFE REINSURANCE UNDER SOLVENCY II REGIME.INSURANCE MATHEMATICS & ECONOMICS. VOL. 65. ISSUE . P. 227 -237 24 96% 0
5 FILIPOVIC, D , KUPPER, M , VOGELPOTH, N , (2012) APPROACHES TO CONDITIONAL RISK.SIAM JOURNAL ON FINANCIAL MATHEMATICS. VOL. 3. ISSUE 1. P. 402-432 24 96% 5
6 GUERRA, M , CENTENO, ML , (2012) ARE QUANTILE RISK MEASURES SUITABLE FOR RISK-TRANSFER DECISIONS?.INSURANCE MATHEMATICS & ECONOMICS. VOL. 50. ISSUE 3. P. 446-461 23 100% 5
7 HERAS, A , BALBAS, B , VILAR, JL , (2012) CONDITIONAL TAIL EXPECTATION AND PREMIUM CALCULATION.ASTIN BULLETIN. VOL. 42. ISSUE 1. P. 325-342 24 96% 1
8 GUO, TX , (2011) RECENT PROGRESS IN RANDOM METRIC THEORY AND ITS APPLICATIONS TO CONDITIONAL RISK MEASURES.SCIENCE CHINA-MATHEMATICS. VOL. 54. ISSUE 4. P. 633 -660 23 92% 23
9 BIELECKI, TR , CIALENCO, I , ZHANG, Z , (2014) DYNAMIC COHERENT ACCEPTABILITY INDICES AND THEIR APPLICATIONS TO FINANCE.MATHEMATICAL FINANCE. VOL. 24. ISSUE 3. P. 411 -441 20 100% 3
10 BALBAS, A , BALBAS, B , BALBAS, R , (2017) VAR AS THE CVAR SENSITIVITY: APPLICATIONS IN RISK OPTIMIZATION.JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS. VOL. 309. ISSUE . P. 175 -185 23 82% 0

Classes with closest relation at Level 1


Rank Class id link
1 20897 COMONOTONICITY//SUPERMODULAR ORDER//COMPLETE MIXABILITY
2 12573 ROBUST OPTIMIZATION//CHANCE CONSTRAINTS//PROBABILISTIC CONSTRAINTS
3 24150 JOURNAL OF OPERATIONAL RISK//OPERATIONAL RISK//LOSS DISTRIBUTION APPROACH
4 12471 PRUDENCE//BACKGROUND RISK//STOCHASTIC DOMINANCE
5 6857 FINANCE AND STOCHASTICS//INCOMPLETE MARKETS//FUNDAMENTAL THEOREM OF ASSET PRICING
6 7755 OPTIMAL INVESTMENT//PROPORTIONAL REINSURANCE//INSURANCE MATHEMATICS & ECONOMICS
7 10103 STOCHASTIC PROGRAMMING//BRANCH AND FIX COORDINATION//SCENARIO GENERATION
8 8841 UNCERTAINTY THEORY//PORTFOLIO SELECTION//UNCERTAIN VARIABLE
9 18136 JOURNAL OF PORTFOLIO MANAGEMENT//ESTIMATION RISK//MINIMUM VARIANCE PORTFOLIO
10 7854 AMBIGUITY AVERSION//AMBIGUITY//CHOQUET EXPECTED UTILITY

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