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...
Autores principales: | , , |
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Formato: | Revistas |
Lenguaje: | Español |
Publicado: |
Universidad de Cartagena
2013
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Acceso en línea: | https://revistas.unicartagena.edu.co/index.php/panoramaeconomico/article/view/816 |