A Note on Cubic Convolution Interpolation

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Meijering, E.; Unser, M.;
  • Publisher: IEEE
  • Subject: Cubic Interpolation

We establish a link between classical osculatory interpolation and modern convolution-based interpolation and use it to show that two well-known cubic convolution schemes are formally equivalent to two osculatory interpolation schemes proposed in the actuarial literatur... View more
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