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You get rewarded with Gridcoin even if you don't find any primes. Gridcoin rewards your computations and such discoveries are a nice bonus which comes with it. However, bigger primes do yield higher scores on PrimeGrid's Top Prime Finders list:
http://primegrid.com/primes/?section=topusers&by=score

I assumed that was the case but I was wondering if the incentive is "enough" to make people lend on a regular basis their computation power. Although it should be interesting to price such computations, like a discrete logarithm or a factorization, compared to using Amazon or Azure.

Well, BOINC exists since 2002. and PrimeGrid since 2005. People were computing for PrimeGrid (completely for free) long before Gridcoin and even Bitcoin. It's basically a volunteer effort, even philanthropic, especially if we consider all other BOINC projects, many of which are health related (like GPUGRID, Rosetta@home, World Community Grid etc). So even the smallest incentive is valuable.

Funny story, when I heard about Bitcoin in 2010 I didn't want to take my computers off BOINC for the sake of contributing to science. At the time with Bitcoin worth pennies each I would only have made a couple dollars per day.

Now I'm not blaming science for me not becoming a Bitcoin millionaire... but I'm blaming science for me not becoming a Bitcoin millionaire :P

I will let you know if I find anything interesting :-)

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