On Approximations of Small Jumps of Subordinators with Particular Emphasis on a Dickman-Type Limit
Work
Year: 2009
Type: article
Abstract: Let X be a pure-jump subordinator (i.e. nondecreasing Lévy process with no drift) with infinite Lévy measure, let X ε be the sum of jumps not exceeding ε, and let µ(ε)=E[ X ε (1)]. We study the questi... more
Source: Journal of Applied Probability
Author Shai Covo
Institution Bar-Ilan University
Cites: 24
Cited by: 16
Related to: 10
FWCI: 0.528
Citation percentile (by year/subfield): 85.33
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: bronze