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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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

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

First available in Project Euclid: 15 March 2011

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

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

IFR property DRHR property generalized renewal process trend renewal process


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.

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