Reliability Assessment for Censored $${\boldsymbol{\delta}}$$ δ -Shock Models
Author
Abstract
Suggested Citation
DOI: 10.1007/s11009-022-09972-z
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Ming Ma & Zehui Li, 2010. "Life behavior of censored δ-shock model," Indian Journal of Pure and Applied Mathematics, Springer, vol. 41(2), pages 401-420, April.
- Willmot, Gordon E. & Cai, Jun, 2001. "Aging and other distributional properties of discrete compound geometric distributions," Insurance: Mathematics and Economics, Elsevier, vol. 28(3), pages 361-379, June.
- Embrechts, Paul & Maejima, Makoto & Teugels, Jozef L., 1985. "Asymptotic Behaviour of Compound Distributions," ASTIN Bulletin, Cambridge University Press, vol. 15(1), pages 45-48, April.
- Eisele, Karl-Theodor, 2006. "Recursions for compound phase distributions," Insurance: Mathematics and Economics, Elsevier, vol. 38(1), pages 149-156, February.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Koutras, Vasileios M. & Koutras, Markos V. & Yalcin, Femin, 2016. "A simple compound scan statistic useful for modeling insurance and risk management problems," Insurance: Mathematics and Economics, Elsevier, vol. 69(C), pages 202-209.
- S. Pitts, 1994. "Nonparametric estimation of compound distributions with applications in insurance," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 46(3), pages 537-555, September.
- Eisele, Karl-Theodor, 2008. "Recursions for multivariate compound phase variables," Insurance: Mathematics and Economics, Elsevier, vol. 42(1), pages 65-72, February.
- Gathy, Maude & Lefèvre, Claude, 2010. "On the Lagrangian Katz family of distributions as a claim frequency model," Insurance: Mathematics and Economics, Elsevier, vol. 47(1), pages 76-83, August.
- Li, Shuanming & Garrido, José, 2002. "On the time value of ruin in the discrete time risk model," DEE - Working Papers. Business Economics. WB wb021812, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa.
- Franck Adékambi, 2019. "Moments Of Phase-Type Aging Modeling For Health Dependent Costs," Advances in Decision Sciences, Asia University, Taiwan, vol. 23(2), pages 37-64, June.
- Govorun, Maria & Latouche, Guy & Loisel, Stéphane, 2015.
"Phase-type aging modeling for health dependent costs,"
Insurance: Mathematics and Economics, Elsevier, vol. 62(C), pages 173-183.
- Maria Govorun & Guy Latouche & Stéphane Loisel, 2015. "Phase-type aging modeling for health dependent costs," Post-Print hal-01084274, HAL.
- Christian Genest & Johanna G. Nešlehová, 2020. "A Conversation With Paul Embrechts," International Statistical Review, International Statistical Institute, vol. 88(3), pages 521-547, December.
- Eryilmaz, Serkan, 2016. "A new class of lifetime distributions," Statistics & Probability Letters, Elsevier, vol. 112(C), pages 63-71.
- Li, Gang & Cheng, Kan & Jiang, Xiaoyue, 2006. "Negative ageing property of random sum," Statistics & Probability Letters, Elsevier, vol. 76(7), pages 737-742, April.
- Sangüesa, C., 2008. "Error bounds in approximations of random sums using gamma-type operators," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 484-491, April.
- Eryilmaz, Serkan, 2017. "On compound sums under dependence," Insurance: Mathematics and Economics, Elsevier, vol. 72(C), pages 228-234.
- Pavlova, Kristina P. & Cai, Jun & Willmot, Gordon E., 2006. "The preservation of classes of discrete distributions under convolution and mixing," Insurance: Mathematics and Economics, Elsevier, vol. 38(2), pages 391-405, April.
- Cihangir Kan & Serkan Eryilmaz, 2021. "Reliability assessment of a discrete time cold standby repairable system," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(3), pages 613-628, October.
- Dheeraj Goyal & Nil Kamal Hazra & Maxim Finkelstein, 2022. "On the Time-Dependent Delta-Shock Model Governed by the Generalized PóLya Process," Methodology and Computing in Applied Probability, Springer, vol. 24(3), pages 1627-1650, September.
- Vasileios M. Koutras & Markos V. Koutras & Spiros D. Dafnis, 2022. "A Family of Induced Distributions," Methodology and Computing in Applied Probability, Springer, vol. 24(3), pages 1833-1848, September.
- Nadarajah, Saralees & Chan, Stephen & Afuecheta, Emmanuel, 2013. "On the characteristic function for asymmetric Student t distributions," Economics Letters, Elsevier, vol. 121(2), pages 271-274.
- Cai, Jun & Willmot, Gordon E., 2005. "Monotonicity and aging properties of random sums," Statistics & Probability Letters, Elsevier, vol. 73(4), pages 381-392, July.
- Govorun, Maria & Latouche, Guy & Loisel, Stéphane, 2015.
"Phase-type aging modeling for health dependent costs,"
Insurance: Mathematics and Economics,
Elsevier, vol. 62(C), pages 173-183.
- Maria Govorun & Guy Latouche & Stéphane Loisel, 2014. "Phase-type aging modeling for health dependent costs," Working Papers hal-01084274, HAL.
- Harri Nyrhinen, 2015. "On real growth and run-off companies in insurance ruin theory," Papers 1511.01763, arXiv.org.
More about this item
Keywords
Matrix-geometric distribution; Matrix-exponential distribution; Phase-type distribution; Compound geometric distribution; Reliability; Shock model;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:metcap:v:24:y:2022:i:4:d:10.1007_s11009-022-09972-z. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.