Probability and Risk Models
Probability and Risk Models is a research topic within Management Science and Operations Research. Science Explorer counts 14k research works in it since 1950. 10.1% of them reached the world's top 10% most cited for their field and year.
This cluster of papers focuses on modeling various aspects of risk in insurance and finance, including ruin probabilities, optimal dividend policies, heavy-tailed distributions, stochastic processes, rare event simulation, and dependence modeling. The research covers a wide range of topics related to insurance risk management and financial modeling.
- Insurance
- Risk
- Dividend
- Ruin Probability
- Heavy-Tailed Distributions
- Stochastic Processes
- Rare Event Simulation
- Optimal Control
- Dependence Modeling
- Claim Reserving
- Research works
- 14k fractional, since 1950
- In the world top 10%
- 1.4k per year above
- Top-10% rate
- 10.1% share of its works in the world top 10%
- Growth, 2018-21 → 2022-25
- +4% the tick is no change
- Largest producer
China
36% of the 10 largest, 2022-now
Which countries lead Probability and Risk Models research?
By volume, China and the United States publish the most (398 and 205 works in 2022-now).
By volume, 2022-now
- 1
China
398 works
- 2
United States
205 works
- 3
India
105 works
- 4
Russia
68 works
- 5
France
65 works
- 6
Germany
61 works
- 7
Canada
60 works
- 8
United Kingdom
58 works
- 9
Italy
50 works
- 10
Japan
47 works
How concentrated that is
The same countries as shares of everything the list above accounts for. A node where two countries do two thirds of the work and one spread evenly across twelve read alike as a ranking and not at all alike here.
Shares of the rows listed above, not of the whole node.
Which institutions lead Probability and Risk Models research?
By volume in 2022-now, Centre National de la Recherche Scientifique publishes the most Probability and Risk Models research, followed by Anhui University and Russian Academy of Sciences.
By volume, 2022-now
- 1
Centre National de la Recherche ScientifiqueFrance
26 works
- 2
Anhui UniversityChina
24 works
- 3
Russian Academy of SciencesRussia
23 works
- 4
University of Piraeus
Greece
11 works
- 5
Lomonosov Moscow State UniversityRussia
10 works
- 6
Vilnius University
Lithuania
10 works
- 7
Chizhou UniversityChina
9 works
- 8
Singapore Management University
Singapore
9 works
- 9
Henan Normal UniversityChina
9 works
- 10
Guilin University of TechnologyChina
9 works
Who are the leading researchers in Probability and Risk Models?
The most-cited researchers publishing on Probability and Risk Models include Leo Breiman, Michael I. Jordan and Peter Donnelly.
- 1
Leo Breiman
United States
243k citations
- 2
Michael I. Jordan
United States
182k citations
- 3
Peter Donnelly
United Kingdom
175k citations
- 4
H. Vincent Poor
United States
165k citations
- 5
Bradley Efron
United States
140k citations
Ranked by citations received across their whole record, among researchers with at least three works on this topic.
Where is Probability and Risk Models research done?
The largest centres of Probability and Risk Models research in 2022-now are Beijing (China), Moscow (Russia), Hefei (China) and Nanjing (China).
Where is the best place to study Probability and Risk Models?
Among universities, judged by research, Anhui University, University of Piraeus and Chizhou University score highest, combining excellence, specialisation, size, growth and international reach. Research strength is one signal when choosing where to study; it does not measure teaching.
One dot per university in the first ten of the table below, at the default weights. The upper left is the interesting corner: small places doing unusually strong work.
| # | University | Score | Top 10% | Specialisation | Works | Growth |
|---|---|---|---|---|---|---|
| 1 | Anhui UniversityChina |
75.9 | 8.0% | 34.9× | 24 | -11.2% |
| 2 | University of PiraeusGreece |
53.9 | 7.8% | 102.5× | 11 | +88.4% |
| 3 | Chizhou UniversityChina |
53.3 | 9.6% | 364.5× | 10 | - |
| 4 | Jilin UniversityChina |
52.7 | 13.0% | 4.8× | 8 | +53.4% |
| 5 | The University of Melbourne Australia |
45.9 | 10.3% | 4.8× | 8 | -38.4% |
| 6 | Vilnius UniversityLithuania |
43.5 | 7.0% | 26.8× | 10 | +8.2% |
| 7 | Lomonosov Moscow State UniversityRussia |
37.1 | 5.5% | 7.8× | 10 | -12.1% |
| 8 | Guilin University of TechnologyChina |
33.3 | 3.9% | 26.6× | 9 | +31.0% |
| 9 | Henan Normal UniversityChina |
33.0 | 4.2% | 29.4× | 9 | +144.4% |
| 10 | Singapore Management UniversitySingapore |
27.6 | 0.0% | 55.2× | 9 | - |
Universities only. The score blends excellence (40%), size (30%), specialisation (10%), growth (10%), international reach (10%), 2022-now; growth compares 2018-21 with 2022-25 and counts up to +20%, since a jump from a small base is mostly noise.
Every institution in Probability and Risk Models, country by countryIs Probability and Risk Models research growing?
Output in 2022-2025 was 4% higher than in 2018-2021, peaking in 2013. The fastest-growing topics are Probability and Risk Models.
The same series as a ribbon: one cell per year, darker for more. The line above answers how much; this answers when.
Its share of all research
Growing output can still be a shrinking share: all of science grows. This is Probability and Risk Models as a percentage of every work published that year, 0.0070% in 2024.
Fractional works of Probability and Risk Models over all fractional works that year. How the balance of science has shifted.
How much of it reaches the world top 10%
Year by year.
Of each year's works in it, the share that reached the world's 10% most cited for their field and year. A field is the world for its own topics, so there is no other line to hold it against.
Which topics inside it are moving
Growth and decline on one axis around a shared zero. Two lists side by side hide the thing that matters: whether the growth dwarfs the decline, or the other way round.
Discussion
Ask a question or share a note about Probability and Risk Models. Posts are plain text and can be reported.