An elementary proof of the Adelson-Panjer recursion formula
type: Item
instance of: scholarly article
title: An elementary proof of the Adelson-Panjer recursion formula
zbMATH Open document ID: 0657.62122
DOI: 10.1016/0167-6687(88)90094-7
author: Werner Hürlimann
published in: Insurance Mathematics \& Economics
publication date: 1988-01-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 65C30
zbMATH DE Number: 4074286
zbMATH Keywords: Adelson-Panjer recursion formula
zbMATH Keywords: discrete compound Poisson densities
MaRDI profile type: Publication
full work available at URL: 0167-6687(88)90094-7
OpenAlex ID: W1965507720
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description: scientific article; zbMATH DE number 4074286