On some aspects of Maximum Severity of Ruin (Record no. 50002)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01560nam a2200217 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20180622171423.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 180622b ||||| |||| 00| 0 eng d |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Das, Palash Ranjan |
| 9 (RLIN) | 31856 |
| 245 ## - TITLE STATEMENT | |
| Title | On some aspects of Maximum Severity of Ruin |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 109-114 p. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | The authors of this article engage ruin theory as a mathematical basis for quantifying the financial risks in insurance industry. Considering a classical risk model with dividend barrier, it is calibrated to obtain the maximum probability of ruin when the claim amount distribution is either exponential or Erlangian. It is to be noted that for numerical evaluation, the premium loading factor is taken to be 20 per cent in both the cases. In order to ensure fair comparison, exponential and Erlangian parameters have been chosen in such a way that their mean and the expected total claims are same for both the distributions over a given time interval. Ultimately, it is generalized that the classical risk model by considering a renewal risk model can be used to find an expression for the maximum severity of ruin in the insurance industry. |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Ruin probability |
| Uncontrolled term | barrier probability |
| Uncontrolled term | Erlang distribution |
| Uncontrolled term | deficit at ruin |
| Uncontrolled term | maximum severity of ruin |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Chakrabarti, Tripti |
| 9 (RLIN) | 31857 |
| 773 0# - HOST ITEM ENTRY | |
| Host Biblionumber | 49815 |
| Host Itemnumber | 65544 |
| Main entry heading | Raina, Roshan |
| Place, publisher, and date of publication | INDIAN INSTITUTE OF MANAGEMENT LUCKNOW |
| Other item identifier | 5557035 |
| Title | Metamorphosis : A Journal 0f Management Research Vol 15 |
| International Standard Book Number | 0972-6225 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Journal Article |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Main Library | Main Library | 22/06/2018 | Vol 15, No 2/ 5557035JA5 | 5557035JA5 | 22/06/2018 | 22/06/2018 |