Convolution equivalence and distributions of random sums

By Toshiro Watanabe. 2008

98 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/5170f72f6876de9d267a6b580049644692f90cba

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Kouji Yamamuro
2. Toshiro Watanabe
3. Paweł Sztonyk
4. Mark W. Meckes

In Management Science and Operations Research

1. Kouji Yamamuro
2. Toshiro Watanabe

In Mathematical Physics

1. Kouji Yamamuro
2. Paweł Sztonyk
3. Mark W. Meckes

Citations in the corpus

• Ratio of the Tail of an Infinitely Divisible Distribution on the Line to that of its Lévy Measure (2010, background): “1 of [31] under the assumption that ν(1) ∈ L (γ) with γ ≥ 0.”