An elementary proof of the Adelson-Panjer recursion formula (Q1110975)

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scientific article; zbMATH DE number 4074286
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An elementary proof of the Adelson-Panjer recursion formula
scientific article; zbMATH DE number 4074286

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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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