Class information for:
Level 2: COPULA//INSURANCE MATHEMATICS & ECONOMICS//STOCHASTIC PROGRAMMING

Basic class information
Class id #P Avg. number of
references		 Database coverage
of references
1673 6803 25.6 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
5765 1                   COPULA//ARCHIMEDEAN COPULA//QUASI COPULA 1578
9121 1                   COHERENT RISK MEASURES//RISK MEASURES//OPTIMAL REINSURANCE 1186
10103 1                   STOCHASTIC PROGRAMMING//BRANCH AND FIX COORDINATION//SCENARIO GENERATION 1092
12471 1                   PRUDENCE//BACKGROUND RISK//STOCHASTIC DOMINANCE 903
12573 1                   ROBUST OPTIMIZATION//CHANCE CONSTRAINTS//PROBABILISTIC CONSTRAINTS 896
20897 1                   COMONOTONICITY//SUPERMODULAR ORDER//COMPLETE MIXABILITY 441
24150 1                   JOURNAL OF OPERATIONAL RISK//OPERATIONAL RISK//LOSS DISTRIBUTION APPROACH 322
28049 1                   PROBABILITY BOUNDS//BIVARIATE BINOMIAL MOMENTS//DISCRETE MOMENT PROBLEM 215
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 COPULA authKW 1277379 10% 43% 663
2 INSURANCE MATHEMATICS & ECONOMICS journal 490417 7% 23% 483
3 STOCHASTIC PROGRAMMING authKW 485198 6% 27% 398
4 JOURNAL OF OPERATIONAL RISK journal 394562 2% 74% 119
5 RISK MEASURES authKW 354399 2% 49% 161
6 COHERENT RISK MEASURES authKW 305345 1% 76% 90
7 STOCHASTIC DOMINANCE authKW 216071 2% 32% 151
8 ARCHIMEDEAN COPULA authKW 215490 1% 52% 93
9 VALUE AT RISK authKW 211620 3% 23% 204
10 ROBUST OPTIMIZATION authKW 205505 3% 20% 227

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 115621 16% 2% 1102
2 Statistics & Probability 94662 29% 1% 1965
3 Operations Research & Management Science 80397 25% 1% 1687
4 Business, Finance 55233 14% 1% 921
5 Economics 42318 27% 1% 1856
6 Mathematics, Interdisciplinary Applications 36967 17% 1% 1156
7 Mathematics, Applied 9235 16% 0% 1063
8 Management 3369 5% 0% 357
9 Computer Science, Cybernetics 1496 1% 0% 100
10 Computer Science, Software Engineering 1279 4% 0% 248

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 GRP INVEST ANAL MATEMAT 113610 0% 77% 33
2 KNOWLEDGE BASED MATH SYST 45249 1% 27% 38
3 DPTO ECON LICADA 3 43066 0% 80% 12
4 LEHRSTUHL VERSICHERUNGSMATH 40785 0% 91% 10
5 GRP MATH ANAL 40379 0% 100% 9
6 ESTADIST MATEMAT LICADA 38381 1% 24% 35
7 PROBABIL MATH STAT 32770 1% 17% 42
8 STAT BIOSTAT SCI ACTUARIELLES ISBA 30262 0% 38% 18
9 NUS RISK MANAGEMENT 28711 0% 80% 8
10 ACTUARIAL FINANCIAL ECON 27949 0% 69% 9

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 490417 7% 23% 483
2 JOURNAL OF OPERATIONAL RISK 394562 2% 74% 119
3 ASTIN BULLETIN 186760 2% 36% 116
4 MATHEMATICAL PROGRAMMING 53984 3% 6% 194
5 JOURNAL OF RISK 49286 1% 25% 44
6 ANNALS OF OPERATIONS RESEARCH 42148 3% 5% 178
7 JOURNAL OF RISK AND INSURANCE 36896 1% 8% 100
8 SCANDINAVIAN ACTUARIAL JOURNAL 35582 1% 19% 42
9 GENEVA PAPERS ON RISK AND INSURANCE THEORY 35566 0% 25% 32
10 JOURNAL OF MULTIVARIATE ANALYSIS 31169 2% 4% 158

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 COPULA 1277379 10% 43% 663 Search COPULA Search COPULA
2 STOCHASTIC PROGRAMMING 485198 6% 27% 398 Search STOCHASTIC+PROGRAMMING Search STOCHASTIC+PROGRAMMING
3 RISK MEASURES 354399 2% 49% 161 Search RISK+MEASURES Search RISK+MEASURES
4 COHERENT RISK MEASURES 305345 1% 76% 90 Search COHERENT+RISK+MEASURES Search COHERENT+RISK+MEASURES
5 STOCHASTIC DOMINANCE 216071 2% 32% 151 Search STOCHASTIC+DOMINANCE Search STOCHASTIC+DOMINANCE
6 ARCHIMEDEAN COPULA 215490 1% 52% 93 Search ARCHIMEDEAN+COPULA Search ARCHIMEDEAN+COPULA
7 VALUE AT RISK 211620 3% 23% 204 Search VALUE+AT+RISK Search VALUE+AT+RISK
8 ROBUST OPTIMIZATION 205505 3% 20% 227 Search ROBUST+OPTIMIZATION Search ROBUST+OPTIMIZATION
9 OPERATIONAL RISK 202997 1% 59% 77 Search OPERATIONAL+RISK Search OPERATIONAL+RISK
10 COMONOTONICITY 200642 1% 57% 78 Search COMONOTONICITY Search COMONOTONICITY

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 GABREL, V , MURAT, C , THIELE, A , (2014) RECENT ADVANCES IN ROBUST OPTIMIZATION: AN OVERVIEW.EUROPEAN JOURNAL OF OPERATIONAL RESEARCH. VOL. 235. ISSUE 3. P. 471 -483 74 53% 73
2 BERTSIMAS, D , BROWN, DB , CARAMANIS, C , (2011) THEORY AND APPLICATIONS OF ROBUST OPTIMIZATION.SIAM REVIEW. VOL. 53. ISSUE 3. P. 464 -501 51 67% 306
3 PATTON, AJ , (2012) A REVIEW OF COPULA MODELS FOR ECONOMIC TIME SERIES.JOURNAL OF MULTIVARIATE ANALYSIS. VOL. 110. ISSUE . P. 4-18 60 69% 63
4 SALVADORI, G , DURANTE, F , DE MICHELE, C , BERNARDI, M , PETRELLA, L , (2016) A MULTIVARIATE COPULA-BASED FRAMEWORK FOR DEALING WITH HAZARD SCENARIOS AND FAILURE PROBABILITIES.WATER RESOURCES RESEARCH. VOL. 52. ISSUE 5. P. 3701 -3721 53 79% 0
5 DANESHKHAH, A , REMESAN, R , CHATRABGOUN, O , HOLMAN, IP , (2016) PROBABILISTIC MODELING OF FLOOD CHARACTERIZATIONS WITH PARAMETRIC AND MINIMUM INFORMATION PAIR-COPULA MODEL.JOURNAL OF HYDROLOGY. VOL. 540. ISSUE . P. 469 -487 48 81% 0
6 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
7 SRAJ, M , BEZAK, N , BRILLY, M , (2015) BIVARIATE FLOOD FREQUENCY ANALYSIS USING THE COPULA FUNCTION: A CASE STUDY OF THE LITIJA STATION ON THE SAVA RIVER.HYDROLOGICAL PROCESSES. VOL. 29. ISSUE 2. P. 225 -238 38 86% 12
8 CHOWDHARY, H , ESCOBAR, LA , SINGH, VP , (2011) IDENTIFICATION OF SUITABLE COPULAS FOR BIVARIATE FREQUENCY ANALYSIS OF FLOOD PEAK AND FLOOD VOLUME DATA.HYDROLOGY RESEARCH. VOL. 42. ISSUE 2-3. P. 193 -216 44 88% 27
9 DURANTE, F , FERNANDEZ-SANCHEZ, J , PAPPADA, R , (2015) COPULAS, DIAGONALS, AND TAIL DEPENDENCE.FUZZY SETS AND SYSTEMS. VOL. 264. ISSUE . P. 22 -41 44 77% 6
10 REN, LL , JIANG, SH , SONG, JL , MA, MW , SONG, SB , (2013) MULTIVARIATE DROUGHT CHARACTERISTICS USING TRIVARIATE GAUSSIAN AND STUDENT T COPULAS.HYDROLOGICAL PROCESSES. VOL. 27. ISSUE 8. P. 1175 -1190 50 69% 17

Classes with closest relation at Level 2


Rank Class id link
1 755 BACKWARD STOCHASTIC DIFFERENTIAL EQUATION//OPTION PRICING//REAL OPTIONS
2 1414 COMPLETE CONVERGENCE//STATISTICS & PROBABILITY//EXTREMES
3 1137 ORDER STATISTICS//STATISTICS & PROBABILITY//COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
4 3461 CROP INSURANCE//AGRICULTURAL ECONOMICS & POLICY//AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS
5 2922 ENVIRONM SYST ENGN PROGRAM//MOE REG ENERGY SYST OPTIMIZAT//CHINESE ENVIRONM SCI
6 144 BUSINESS, FINANCE//JOURNAL OF FUTURES MARKETS//ECONOMICS
7 2651 STEINS METHOD//ZERO INFLATION//POISSON APPROXIMATION
8 2533 RUIN PROBABILITY//INSURANCE MATHEMATICS & ECONOMICS//SUBEXPONENTIAL DISTRIBUTION
9 843 SUPPLIER SELECTION//OPERATIONS RESEARCH & MANAGEMENT SCIENCE//ANALYTIC HIERARCHY PROCESS
10 2570 REVIEW OF INCOME AND WEALTH//JOURNAL OF ECONOMIC INEQUALITY//MULTIDIMENSIONAL POVERTY

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