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   Articles with "shock model" as a keyword



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A dynamic bivariate common shock model with cumulative effect and its actuarial application

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recommendations! Published in 2018 at "Scandinavian Actuarial Journal"

DOI: 10.1080/03461238.2018.1470562

Abstract: Abstract Standard actuarial theory of multiple life insurance traditionally postulates independence for the remaining lifetimes mainly due to computational convenience rather than realism. In this paper, we propose a general common shock model for modelling… read more here.

Keywords: model; shock model; common shock; cumulative effect ... See more keywords

Parameter estimation of the censored δ-shock model on uniform interval

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recommendations! Published in 2017 at "Communications in Statistics - Theory and Methods"

DOI: 10.1080/03610926.2016.1140780

Abstract: ABSTRACT The censored δ-shock model is a special kind of shock model and it has very important research values in the reliability theory. In this paper, we discuss the parameter estimation of the censored δ-shock… read more here.

Keywords: parameter estimation; model; shock model; censored shock ... See more keywords
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A Reliability Modeling Method Based on Phase-Type Distribution Aiming at Shock Model

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recommendations! Published in 2020 at "IEEE Access"

DOI: 10.1109/access.2020.3018821

Abstract: The traditional shock model generally describes the magnitude of the cumulative damage caused by a random shock sequence and compares the magnitude with a predetermined threshold to obtain the failure time of a component. There… read more here.

Keywords: phase type; modeling method; shock model; model ... See more keywords

A Parameter Estimation Method of Shock Model Constructed with Phase-Type Distribution on the Condition of Interval Data

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recommendations! Published in 2020 at "Mathematical Problems in Engineering"

DOI: 10.1155/2020/1424105

Abstract: The phase-type distribution (also known as PH distribution) has mathematical properties of denseness and closure in calculation and is, therefore, widely used in shock model constructions describing occurrence time of a shock or its damage.… read more here.

Keywords: parameter estimation; shock model; interval data; distribution ... See more keywords

Reliability assessment of system under a generalized cumulative shock model

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recommendations! Published in 2019 at "Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability"

DOI: 10.1177/1748006x19864831

Abstract: Reliability assessment of system suffering from random shocks is attracting a great deal of attention in recent years. Excluding internal factors such as aging and wear-out, external shocks which lead to sudden changes in the… read more here.

Keywords: system; cumulative shock; shock model; model ... See more keywords
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Reliability analysis and optimal replacement for a k-out-of-n system under a δ -shock model

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recommendations! Published in 2022 at "Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability"

DOI: 10.1177/1748006x221082762

Abstract: Consider a k-out-of-n system which is subject to shocks that arrive at random times. This study develops δ -shock model, among the variants of well-known shock models, for such system which consists of independent components.… read more here.

Keywords: system; time; shock model; reliability ... See more keywords