Competing risks within shock models

zbMATH Open1141.62082MaRDI QIDQ3515331FDOQ3515331

Authors Antonio Di Crescenzo, Maria Longobardi

Publication date 29 July 2008

Full work available at URL https://arxiv.org/abs/0809.0279

zbMATH Keywords

failure distributionsPoisson shock models

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Reliability and life testing (62N05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Abstract: We consider a competing risks model, in which system failures are due to one out of two mutually exclusive causes, formulated within the framework of shock models driven by bivariate Poisson process. We obtain the failure densities and the survival functions as well as other related quantities under three different schemes. Namely, system failures are assumed to occur at the first instant in which a random constant threshold is reached by (a) the sum of received shocks, (b) the minimum of shocks, (c) the maximum of shocks.

Recommendations

• Competing risks and shock models governed by a generalized bivariate Poisson process
• Realistic variation of shock models
• Discrete time shock models involving runs
• A bivariate Weibull and its competing risks models
• Extreme shock models

Cited in

(6)

• Competing risks and shock models governed by a generalized bivariate Poisson process
• Modeling some properties of circadian rhythms
• On a spike train probability model with interacting neural units
• Competing risks driven by Mittag-Leffler distributions, under copula and time transformed exponential model
• Reliability and maintenance modeling for competing risk processes with Weibull inter-arrival shocks
• Bivariate tempered space-fractional Poisson process and shock models

This page was built for publication: Competing risks within shock models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3515331)