Stochastic bounds and dependence properties of survival times in a multicomponent shock model

DOI10.1006/JMVA.2000.1906zbMath0982.60008OpenAlexW2038404606MaRDI QIDQ5929499

Susan H. Xu, Haijun Li

Publication date: 8 April 2002

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/df5d22d177d7c4c2aaa2dc173db75b6e555ccaf0

zbMATH Keywords

correlated shock arrivalsorthant dependence ordersshock modelsstochastic boundsstochastic dependence orders

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (11)

A bivariate failure time model with random shocks and mixed effects ⋮ Supermodular comparison of time-to-ruin random vectors ⋮ Duality of the Multivariate Distributions of Marshall–Olkin Type and Tail Dependence ⋮ Association of multivariate phase-type distributions, with applications to shock models. ⋮ Opportunistic maintenance for multi-component shock models ⋮ Optimal preventive maintenance for systems having a continuous output and operating in a random environment ⋮ Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling ⋮ Dependence orderings for some functionals of multivariate point processes ⋮ Indirect assessment of the bivariate survival function ⋮ Cumulative damage and times of occurrence for a multicomponent system: a discrete time approach ⋮ A Multivariate Cumulative Damage Shock Model with Block Preventive Maintenance

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