On new classes of extreme shock models and some generalizations
Cha, Ji Hwan ; Finkelstein, Maxim
J. Appl. Probab., Tome 48 (2011) no. 1, p. 258-270 / Harvested from Project Euclid
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In extreme shock models, only the impact of the current, possibly fatal shock is usually taken into account, whereas in cumulative shock models, the impact of the preceding shocks is accumulated as well. A shock model which combines these two types is called a `combined shock model'. In this paper we study new classes of extreme shock models and, based on the obtained results and model interpretations, we extend these results to several specific combined shock models. For systems subject to nonhomogeneous Poisson processes of shocks, we derive the corresponding survival probabilities and discuss some meaningful interpretations and examples.
Publié le : 2011-03-15
Classification:  Extreme shock model,  combined shock model,  wear,  virtual age,  probability approximation,  60K10,  62P30 
@article{1300198148,
     author = {Cha, Ji Hwan and Finkelstein, Maxim},
     title = {On new classes of extreme shock models and some generalizations},
     journal = {J. Appl. Probab.},
     volume = {48},
     number = {1},
     year = {2011},
     pages = { 258-270},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1300198148}
}

Cha, Ji Hwan; Finkelstein, Maxim. On new classes of extreme shock models and some generalizations. J. Appl. Probab., Tome 48 (2011) no. 1, pp.  258-270. http://gdmltest.u-ga.fr/item/1300198148/