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Realistic variation of shock models

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  • Gut, Allan
  • Hüsler, Jürg

Abstract

The standard assumptions in shock models are that the failure (of a system) is related either to the cumulative effect of a (large) number of shocks or that failure is caused by a shock that exceeds a certain critical level. The present paper is devoted to both types but with variation of the scheme. We consider that a shock can partly harm the system which implies a lower critical boundary for the following shocks to be fatal. For the cumulative model we deal with the case that only the sum of the most recent shocks implies a system failure. In addition, we consider the combination of both models with some link functions.

Suggested Citation

  • Gut, Allan & Hüsler, Jürg, 2005. "Realistic variation of shock models," Statistics & Probability Letters, Elsevier, vol. 74(2), pages 187-204, September.
  • Handle: RePEc:eee:stapro:v:74:y:2005:i:2:p:187-204
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    References listed on IDEAS

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    1. Li, Haijun & Shaked, Moshe, 1995. "On the first passage times for Markov processes with monotone convex transition kernels," Stochastic Processes and their Applications, Elsevier, vol. 58(2), pages 205-216, August.
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    Cited by:

    1. Yi Jiang, 2020. "A new δ-shock model for systems subject to multiple failure types and its optimal order-replacement policy," Journal of Risk and Reliability, , vol. 234(1), pages 138-150, February.
    2. Levitin, Gregory & Finkelstein, Maxim & Dai, Yuanshun, 2020. "Mission abort policy optimization for series systems with overlapping primary and rescue subsystems operating in a random environment," Reliability Engineering and System Safety, Elsevier, vol. 193(C).
    3. Montoro-Cazorla, Delia & Pérez-Ocón, Rafael, 2016. "A warmstandby system under shocks and repair governed by MAPs," Reliability Engineering and System Safety, Elsevier, vol. 152(C), pages 331-338.
    4. Finkelstein, Maxim & Marais, Francois, 2010. "On terminating Poisson processes in some shock models," Reliability Engineering and System Safety, Elsevier, vol. 95(8), pages 874-879.
    5. Cirillo, Pasquale & Hüsler, Jürg, 2009. "An urn approach to generalized extreme shock models," Statistics & Probability Letters, Elsevier, vol. 79(7), pages 969-976, April.
    6. Montoro-Cazorla, Delia & Pérez-Ocón, Rafael, 2018. "Constructing a Markov process for modelling a reliability system under multiple failures and replacements," Reliability Engineering and System Safety, Elsevier, vol. 173(C), pages 34-47.
    7. Ji Cha & Maxim Finkelstein & Francois Marais, 2014. "Survival of systems with protection subject to two types of external attacks," Annals of Operations Research, Springer, vol. 212(1), pages 79-91, January.
    8. Montoro-Cazorla, Delia & Pérez-Ocón, Rafael, 2015. "A shock and wear model with dependence between the interarrival failures," Applied Mathematics and Computation, Elsevier, vol. 259(C), pages 339-352.
    9. Gregory Levitin & Maxim Finkelstein & Hong‐Zhong Huang, 2019. "Optimal Abort Rules for Multiattempt Missions," Risk Analysis, John Wiley & Sons, vol. 39(12), pages 2732-2743, December.
    10. Levitin, Gregory & Finkelstein, Maxim & Xiang, Yanping, 2020. "Optimal multi-attempt missions with cumulative effect," Reliability Engineering and System Safety, Elsevier, vol. 203(C).
    11. Levitin, Gregory & Finkelstein, Maxim & Huang, Hong-Zong, 2020. "Optimal mission abort policies for multistate systems," Reliability Engineering and System Safety, Elsevier, vol. 193(C).
    12. Levitin, Gregory & Finkelstein, Maxim & Xiang, Yanping, 2020. "Optimal abort rules and subtask distribution in missions performed by multiple independent heterogeneous units," Reliability Engineering and System Safety, Elsevier, vol. 199(C).
    13. Levitin, Gregory & Finkelstein, Maxim, 2018. "Optimal mission abort policy for systems in a random environment with variable shock rate," Reliability Engineering and System Safety, Elsevier, vol. 169(C), pages 11-17.
    14. Levitin, Gregory & Finkelstein, Maxim, 2019. "Optimal loading of elements in series systems exposed to external shocks," Reliability Engineering and System Safety, Elsevier, vol. 192(C).
    15. Gregory Levitin & Maxim Finkelstein, 2018. "Optimal mission abort policy with multiple shock number thresholds," Journal of Risk and Reliability, , vol. 232(6), pages 607-615, December.
    16. Ranjkesh, Somayeh Hamed & Hamadani, Ali Zeinal & Mahmoodi, Safieh, 2019. "A new cumulative shock model with damage and inter-arrival time dependency," Reliability Engineering and System Safety, Elsevier, vol. 192(C).
    17. Levitin, Gregory & Finkelstein, Maxim & Xiang, Yanping, 2020. "Optimal aborting rule in multi-attempt missions performed by multicomponent systems," European Journal of Operational Research, Elsevier, vol. 283(1), pages 244-252.
    18. Montoro-Cazorla, Delia & Pérez-Ocón, Rafael, 2014. "A redundant n-system under shocks and repairs following Markovian arrival processes," Reliability Engineering and System Safety, Elsevier, vol. 130(C), pages 69-75.
    19. Levitin, Gregory & Finkelstein, Maxim & Dai, Yuanshun, 2018. "Mission abort policy balancing the uncompleted mission penalty and system loss risk," Reliability Engineering and System Safety, Elsevier, vol. 176(C), pages 194-201.
    20. Levitin, Gregory & Finkelstein, Maxim, 2017. "Effect of element separation in series-parallel systems exposed to random shocks," European Journal of Operational Research, Elsevier, vol. 260(1), pages 305-315.
    21. Zhao, Xian & Wang, Siqi & Wang, Xiaoyue & Cai, Kui, 2018. "A multi-state shock model with mutative failure patterns," Reliability Engineering and System Safety, Elsevier, vol. 178(C), pages 1-11.
    22. Levitin, Gregory & Finkelstein, Maxim & Li, Yan-Feng, 2020. "Balancing mission success probability and risk of system loss by allocating redundancy in systems operating with a rescue option," Reliability Engineering and System Safety, Elsevier, vol. 195(C).
    23. Cirillo, Pasquale & Hüsler, Jürg, 2011. "Extreme shock models: An alternative perspective," Statistics & Probability Letters, Elsevier, vol. 81(1), pages 25-30, January.
    24. Eryilmaz, Serkan, 2015. "Assessment of a multi-state system under a shock model," Applied Mathematics and Computation, Elsevier, vol. 269(C), pages 1-8.
    25. Montoro-Cazorla, Delia & Pérez-Ocón, Rafael, 2014. "Matrix stochastic analysis of the maintainability of a machine under shocks," Reliability Engineering and System Safety, Elsevier, vol. 121(C), pages 11-17.

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