Mixed shock models
Gut, Allan
Bernoulli, Tome 7 (2001) no. 6, p. 541-555 / Harvested from Project Euclid
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Traditionally, shock models are of two kinds. The failure (of a system) is related either to the cumulative effect of a (large) number of shocks or it is caused by a shock which is larger than some critical level. The present paper is devoted to a mixed model, in which the system is supposed to break down either because of one (very) large shock, or as a result of many smaller ones.
Publié le : 2001-06-14
Classification:  convergence,  cumulative shock model,  extreme shock model,  first passage times,  intershock time,  mixed shock model,  moments,  renewal theory,  stopped random walk,  uniform integrability 
@article{1080004765,
     author = {Gut, Allan},
     title = {Mixed shock models},
     journal = {Bernoulli},
     volume = {7},
     number = {6},
     year = {2001},
     pages = { 541-555},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1080004765}
}

Gut, Allan. Mixed shock models. Bernoulli, Tome 7 (2001) no. 6, pp.  541-555. http://gdmltest.u-ga.fr/item/1080004765/