Hazard rate and reversed hazard rate monotonicities in continuous-time Markov chains

DOI10.1239/jap/1032265203zbMath0917.60067OpenAlexW2004777533MaRDI QIDQ4228257

Masaaki Kijima

Publication date: 2 August 1999

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1032265203

zbMATH Keywords

stochastic orderingbirth-death processfirst-passage-time distributionmonotone Markov chain

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Transition functions, generators and resolvents (60J35)

Related Items (8)

Some Characterization Results Based on Factorization of the (Reversed) Hazard Rate Function ⋮ On joint weak reversed hazard rate order under symmetric copulas ⋮ Testing behavior of the reversed hazard rate ⋮ MONOTONICITY AND CONVEXITY OF OPTION PRICES REVISITED ⋮ On the relationship between the reversed hazard rate and elasticity ⋮ Characterizations using the generalized reversed lack of memory property ⋮ A Mixture Model of Proportional Reversed Hazard Rate ⋮ Towards Practical and Synthetical Modelling of Repairable Systems

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