Lifetime properties of a cumulative shock model with a cluster structure

Author:

Bai Jian-Ming,Zhang Zhe George,Li Ze-Hui

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research,General Decision Sciences

Reference27 articles.

1. Agrafiotis, G. K., & Tsoukalas, M. Z. (1995). On excess-time correlated cumulative processes. Journal of the Operational Research Society, 46, 1269–1280.

2. Albrecherab, H., & Asmussen, S. (2006). Ruin probabilities and aggregate claims distributions for shot noise Cox processes. Scandinavian Actuarial Journal, 2, 86–110.

3. Bai, J. M., Li, Z. H., & Kong, X. B. (2006). Generalized shock models based on a cluster point process. IEEE Transactions on Reliability, 55, 542–550.

4. Bai, J. M., & Xiao, H. M. (2008). A class of new cumulative shock models and its application in insurance risk. Journal of Lanzhou University (Natural Sciences), 44, 132–136.

5. Daley, D. J., & Vere-Jones, D. (2003). An introduction to the theory of point processes, Vol. I (2nd ed.). New York: Springer.

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