**Commenced**in January 2007

**Frequency:**Monthly

**Edition:**International

**Paper Count:**30855

##### A Hyperexponential Approximation to Finite-Time and Infinite-Time Ruin Probabilities of Compound Poisson Processes

**Authors:**
Amir T. Payandeh Najafabadi

**Abstract:**

**Keywords:**
ruin probability,
compound poisson processes,
mixture exponential (hyperexponential) distribution,
heavy-tailed
distributions

**Digital Object Identifier (DOI):**
doi.org/10.5281/zenodo.1339712

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