Cumulative Shock Models
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.
| Veröffentlicht in: | Advances in Applied Probability. - Applied Probability Trust. - 22(1990), 2, Seite 504-507 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
1990
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| Zugriff auf das übergeordnete Werk: | Advances in Applied Probability |
| Schlagworte: | Shock Intershock time Stopped random walk Renewal theory First-passage times Strong law Central limit theorem Law of the iterated logarithm Moment convergence Insurance risk theory mehr... |