TY - JOUR
T1 - On new classes of extreme shock models and some generalizations
AU - Cha, Ji Hwan
AU - Finkelstein, Maxim
PY - 2011/3
Y1 - 2011/3
N2 - 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. A shock model which combines these two types is called a 'combined shock model'. In this paper we study new classes of extreme shock models and, based on the obtained results and model interpretations, we extend these results to several specific combined shock models. For systems subject to nonhomogeneous Poisson processes of shocks, we derive the corresponding survival probabilities and discuss some meaningful interpretations and examples.
AB - 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. A shock model which combines these two types is called a 'combined shock model'. In this paper we study new classes of extreme shock models and, based on the obtained results and model interpretations, we extend these results to several specific combined shock models. For systems subject to nonhomogeneous Poisson processes of shocks, we derive the corresponding survival probabilities and discuss some meaningful interpretations and examples.
KW - Combined shock model
KW - Extreme shock model
KW - Probability approximation
KW - Virtual age
KW - Wear
UR - http://www.scopus.com/inward/record.url?scp=80051796660&partnerID=8YFLogxK
U2 - 10.1239/jap/1300198148
DO - 10.1239/jap/1300198148
M3 - Article
AN - SCOPUS:80051796660
SN - 0021-9002
VL - 48
SP - 258
EP - 270
JO - Journal of Applied Probability
JF - Journal of Applied Probability
IS - 1
ER -