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150322s1990 xx |||||o 00| ||eng c |
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|a 10.2307/1427554
|2 doi
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|a (DE-627)JST000680885
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|a (JST)1427554
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|a DE-627
|b ger
|c DE-627
|e rakwb
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|a eng
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|a Gut, Allan
|e verfasserin
|4 aut
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|a Cumulative Shock Models
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|c 1990
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|a Text
|b txt
|2 rdacontent
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|a Computermedien
|b c
|2 rdamedia
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|a Online-Ressource
|b cr
|2 rdacarrier
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|a We show that a theory for stopped two-dimensional random walks is well suited to describe cumulative shock models. Limit theorems for the lifetime/failure time of a system are provided.
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|a Copyright 1990 Applied Probability Trust
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|a Shock
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|a Intershock time
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|a Stopped random walk
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|a Renewal theory
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|a First-passage times
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|a Strong law
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|a Central limit theorem
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|a Law of the iterated logarithm
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|a Moment convergence
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|a Insurance risk theory
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|a Mathematics
|x Mathematical expressions
|x Mathematical theorems
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|a Applied sciences
|x Research methods
|x Modeling
|x Two dimensional modeling
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|a Mathematics
|x Applied mathematics
|x Statistics
|x Random walk
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|a Mathematics
|x Pure mathematics
|x Probability theory
|x Random variables
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650 |
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|a Mathematics
|x Pure mathematics
|x Arithmetic
|x Cumulativity
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|a Economics
|x Economic disciplines
|x Financial economics
|x Finance
|x Financial management
|x Financial risk
|x Insurance risk
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|a Physical sciences
|x Astronomy
|x Astronomical cosmology
|x Grand unified theory
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|a Applied sciences
|x Engineering
|x Automotive engineering
|x Stopping power
|x Stopping distances
|x Letters to the Editor
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|a research-article
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|i Enthalten in
|t Advances in Applied Probability
|d Applied Probability Trust
|g 22(1990), 2, Seite 504-507
|w (DE-627)269247009
|w (DE-600)1474602-5
|x 00018678
|7 nnns
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|g volume:22
|g year:1990
|g number:2
|g pages:504-507
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|u https://www.jstor.org/stable/1427554
|3 Volltext
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|u https://doi.org/10.2307/1427554
|3 Volltext
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|d 22
|j 1990
|e 2
|h 504-507
|