On a terminating shock process with independent wear increments

Ji Hwan Cha, Maxim Finkelstein

Research output: Contribution to journalArticlepeer-review

72 Scopus citations


In extreme shock models, only the impact of the current, possibly fatal shock is usually taken into account, whereas in cumulative shock models, the impact of the preceding shocks is accumulated as well. In this paper we combine an extreme shock model with a specific cumulative shock model. It is shown that the proposed setting can also be interpreted as a generalization of the well-known Brown-Proschan model that describes repair actions for repairable systems. For a system subject to a specific process of shocks, we derive the survival probability and the corresponding failure rate function. Some meaningful interpretations and examples are discussed.

Original languageEnglish
Pages (from-to)353-362
Number of pages10
JournalJournal of Applied Probability
Issue number2
StatePublished - Jun 2009


  • Brown-Proschan model
  • Cumulative shock model
  • Extreme shock model
  • Virtual age
  • Wear


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