Interpolation of failure probability with phase type claims, using Newton polynomials

This article presents the manner to obtain explicit formulas under specific conditions, or using Newton polynomial interpolation, in continuous time, to approximate the probability of failure in the case of risk within the framework of a collective risk model when the amounts of the claims have a dis...

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Detalles Bibliográficos
Autores principales: Rojas-Sevilla, Sandra, Salcedo-García, Leider, Zuluaga-Díaz, Francisco
Formato: Revistas
Lenguaje:Español
Publicado: Universidad de Cartagena 2013
Acceso en línea:https://revistas.unicartagena.edu.co/index.php/panoramaeconomico/article/view/816