Journal of Applied Probability

Hazard rate properties of a general counting process stopped at an independent random time

F. G. Badia

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Abstract

In this work we provide sufficient conditions under which a general counting process stopped at a random time independent from the process belongs to the reliability decreasing reversed hazard rate (DRHR) or increasing failure rate (IFR) class. We also give some applications of these results in generalized renewal and trend renewal processes stopped at a random time.

Article information

Source
J. Appl. Probab., Volume 48, Number 1 (2011), 56-67.

Dates
First available in Project Euclid: 15 March 2011

Permanent link to this document
https://projecteuclid.org/euclid.jap/1300198136

Digital Object Identifier
doi:10.1239/jap/1300198136

Mathematical Reviews number (MathSciNet)
MR2809887

Zentralblatt MATH identifier
1209.62236

Subjects
Primary: 62E10: Characterization and structure theory
Secondary: 60E15: Inequalities; stochastic orderings

Keywords
IFR property DRHR property generalized renewal process trend renewal process

Citation

Badia, F. G. Hazard rate properties of a general counting process stopped at an independent random time. J. Appl. Probab. 48 (2011), no. 1, 56--67. doi:10.1239/jap/1300198136. https://projecteuclid.org/euclid.jap/1300198136


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References

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