Realistic variation of shock models

DOI10.1016/j.spl.2005.04.043zbMath1154.60325OpenAlexW2011473979MaRDI QIDQ2566721

Allan Gut, Juerg Hüsler

Publication date: 28 September 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2005.04.043

zbMATH Keywords

ConvergenceMomentsShockRenewal theoryFirst passage timesIntershock timeStopped random walk

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (26)

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Cites Work

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• A note on cumulative shock models
• General optimal stopping theorems for semi-Markov processes
• Ageing first-passage times of Markov processes: a matrix approach
• Convergence Rates in the Law of Large Numbers
• Complete Convergence and the Law of Large Numbers
• Mixed shock models

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