Realistic variation of shock models

被引：82

作者：

Gut, A

Hüsler, J

机构：

[1] Uppsala Univ, Dept Math, SE-75106 Uppsala, Sweden

[2] Univ Bern, Inst Stat Math & Versicherungslehre, CH-3012 Bern, Switzerland

来源：

STATISTICS & PROBABILITY LETTERS | 2005年 / 74卷 / 02期

关键词：

shock; intershock time; stopped random walk; renewal theory; first passage times; moments; convergence;

D O I：

10.1016/j.spl.2005.04.043

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The standard assumptions in shock models are that the failure (of a system) is related either to the cumulative effect of a (large) number of shocks or that failure is caused by a shock that exceeds a certain critical level. The present paper is devoted to both types but with variation of the scheme. We consider that a shock can partly harm the system which implies a lower critical boundary for the following shocks to be fatal. For the cumulative model we deal with the case that only the sum of the most recent shocks implies a system failure. In addition, we consider the combination of both models with some link functions. (c) 2005 Elsevier B.V. All rights reserved.

引用

页码：187 / 204

页数：18

共 21 条

[1] LIMIT-THEOREMS FOR GENERAL SHOCK-MODELS WITH INFINITE-MEAN INTERSHOCK TIMES [J].