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Mixed Shock Models

Allan Gut
Bernoulli
Vol. 7, No. 3 (Jun., 2001), pp. 541-555
DOI: 10.2307/3318501
Stable URL: http://www.jstor.org/stable/3318501
Page Count: 15
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Mixed Shock Models
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Abstract

Traditionally, shock models are of two kinds. The failure (of a system) is related either to the cumulative effect of a (large) number of shocks or it is caused by a shock which is larger than some critical level. The present paper is devoted to a mixed model, in which the system is supposed to break down either because of one (very) large shock, or as a result of many smaller ones.

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