Renewal reward processes with heavy-tailed inter-renewal times and heavy-tailed rewards

By J. Levy, Murad S. Taqqu. 2000

92 citations recorded by the source corpus.

Subfields: Finance, Management Information Systems, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/f21cb7643e5cbe4f01e8bbd614ab0478d87c713a

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. E. Nathanael
2. Laure Coutin

In Management Information Systems

1. E. Nathanael

In Mathematical Physics

1. E. Nathanael

Citations in the corpus

• A simple construction of the Fractional Brownian motion (2002, methodology): “This construction reminds the constructions using renewal processes of Mandelbrot [9] and Taqqu and Levy [12],[7].”