Competing risks within shock models

zbMATH Open1141.62082arXiv0809.0279MaRDI QIDQ3515331FDOQ3515331

Authors: Antonio Di Crescenzo, Maria Longobardi 

Publication date: 29 July 2008

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.

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

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

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)

Cited In (5)

• Modeling some properties of circadian rhythms
• On a spike train probability model with interacting neural units
• Competing risks and shock models governed by a generalized bivariate Poisson process
• Bivariate tempered space-fractional Poisson process and shock models
• Competing risks driven by Mittag-Leffler distributions, under copula and time transformed exponential model

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)