Lifetime properties of a cumulative shock model with a cluster structure

被引:12
作者
Bai, Jian-Ming [1 ]
Zhang, Zhe George [1 ,2 ,3 ]
Li, Ze-Hui [4 ]
机构
[1] Lanzhou Univ, Sch Management, Lanzhou 730000, Gansu, Peoples R China
[2] Simon Fraser Univ, Beedie Sch Business, Burnaby, BC V5A 1S6, Canada
[3] Western Washington Univ, Dept Decis Sci, Bellingham, WA 98225 USA
[4] Lanzhou Univ, Sch Math & Stat, Lanzhou 730000, Gansu, Peoples R China
基金
加拿大自然科学与工程研究理事会;
关键词
Cumulative shock model; Cluster point process; Lifetime; Light-tailed distribution; Regular-tailed distribution;
D O I
10.1007/s10479-012-1255-6
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
This paper studies a generalized cumulative shock model with a cluster shock structure. The system considered is subject to two types of shocks, called primary shocks and secondary shocks, where each primary shock causes a series of secondary shocks. The lifetime behavior of such a system becomes more complicated than that of a classical model with only one class of shocks. Under a non-homogeneous Poisson process of primary shocks, we analyze the lifetime behavior of the system with light-tailed and heavy-tailed distributed secondary shocks. We show some important characteristics of lifetime of this type of system. Our model, as an extension of the classical shock models, has wide applications in maintenance engineering, operations management, and insurance risk assessment.
引用
收藏
页码:21 / 41
页数:21
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