Lifetime properties of a cumulative shock model with a cluster structure

Jian-Ming Bai, Zhe Zhang () and Ze-Hui Li

Annals of Operations Research, 2014, vol. 212, issue 1, 41 pages

Abstract: This paper studies a generalized cumulative shock model with a cluster shock structure. The system considered is subject to two types of shocks, called primary shocks and secondary shocks, where each primary shock causes a series of secondary shocks. The lifetime behavior of such a system becomes more complicated than that of a classical model with only one class of shocks. Under a non-homogeneous Poisson process of primary shocks, we analyze the lifetime behavior of the system with light-tailed and heavy-tailed distributed secondary shocks. We show some important characteristics of lifetime of this type of system. Our model, as an extension of the classical shock models, has wide applications in maintenance engineering, operations management, and insurance risk assessment. Copyright Springer Science+Business Media New York 2014

Keywords: Cumulative shock model; Cluster point process; Lifetime; Light-tailed distribution; Regular-tailed distribution (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/s10479-012-1255-6

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