Mixed shock models

Allan Gut

doi:bj/1080004765

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Home > Journals > Bernoulli > Volume 7 > Issue 3 > Article

June 2001 Mixed shock models

Allan Gut

Author Affiliations +

Allan Gut¹
¹Department of Mathematics, Uppsala University

Bernoulli 7(3): 541-555 (June 2001).

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Abstract

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.

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Allan Gut. "Mixed shock models." Bernoulli 7 (3) 541 - 555, June 2001.

Information

Published: June 2001

First available in Project Euclid: 22 March 2004

zbMATH: 0994.62100

MathSciNet: MR2002G:60130

Keywords: convergence , cumulative shock model , Extreme shock model , first passage times , intershock time , mixed shock model , moments , renewal theory , stopped random walk , uniform integrability