@article{(Open Science Index):https://publications.waset.org/pdf/10006198,
	  title     = {A Hyperexponential Approximation to Finite-Time and Infinite-Time Ruin Probabilities of Compound Poisson Processes},
	  author    = {Amir T. Payandeh Najafabadi},
	  country	= {},
	  institution	= {},
	  abstract     = {This article considers the problem of evaluating
infinite-time (or finite-time) ruin probability under a given compound
Poisson surplus process by approximating the claim size distribution
by a finite mixture exponential, say Hyperexponential, distribution. It
restates the infinite-time (or finite-time) ruin probability as a solvable
ordinary differential equation (or a partial differential equation).
Application of our findings has been given through a simulation study.},
	    journal   = {International Journal of Mathematical and Computational Sciences},
	  volume    = {11},
	  number    = {1},
	  year      = {2017},
	  pages     = {18 - 25},
	  ee        = {https://publications.waset.org/pdf/10006198},
	  url   	= {https://publications.waset.org/vol/121},
	  bibsource = {https://publications.waset.org/},
	  issn  	= {eISSN: 1307-6892},
	  publisher = {World Academy of Science, Engineering and Technology},
	  index 	= {Open Science Index 121, 2017},
	}