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.
Competing risks within shock models / A., DI CRESCENZO; Longobardi, Maria. - In: SCIENTIAE MATHEMATICAE JAPONICAE. - ISSN 1346-0862. - STAMPA. - 67:21(2008), pp. 125-135.
Competing risks within shock models
LONGOBARDI, MARIA
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.File | Dimensione | Formato | |
---|---|---|---|
competingrisks.pdf
solo utenti autorizzati
Descrizione: pdf
Tipologia:
Altro materiale allegato
Licenza:
Dominio pubblico
Dimensione
235.56 kB
Formato
Adobe PDF
|
235.56 kB | Adobe PDF | Visualizza/Apri Richiedi una copia |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.