An elementary proof of the Adelson-Panjer recursion formula (Q1110975)
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English | An elementary proof of the Adelson-Panjer recursion formula |
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An elementary proof of the Adelson-Panjer recursion formula (English)
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1988
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We present a new proof of the Adelson-Panjer recursion formula for computing discrete compound Poisson densities. It uses only elementary probability theory and elementary arithmetic.
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Adelson-Panjer recursion formula
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discrete compound Poisson densities
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