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Shocks in homogeneous and heterogeneous populations

Author

Listed:
  • Maxim S. Finkelstein

    (Max Planck Institute for Demographic Research, Rostock, Germany)

Abstract

A system subject to a point process of shocks is considered. Shocks occur in accordance with a nonhomogeneous Poisson process. Different criterions of system failures are discussed in a homogeneous case. Two natural settings are analyzed. Heterogeneity is modeled by an unobserved univariate random variable (frailty). It is shown that reliability (safety) analysis for a heterogeneous case can differ dramatically from that for a homogeneous setting. A shock burn-in procedure for a heterogeneous population is described. The corresponding bounds for the failure rates are obtained.

Suggested Citation

  • Maxim S. Finkelstein, 2005. "Shocks in homogeneous and heterogeneous populations," MPIDR Working Papers WP-2005-024, Max Planck Institute for Demographic Research, Rostock, Germany.
    • Handle: RePEc:dem:wpaper:wp-2005-024
    DOI: 10.4054/MPIDR-WP-2005-024
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    References listed on IDEAS

    as
    1. James Vaupel & Kenneth Manton & Eric Stallard, 1979. "The impact of heterogeneity in individual frailty on the dynamics of mortality," Demography, Springer;Population Association of America (PAA), vol. 16(3), pages 439-454, August.
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    JEL classification:

    • J1 - Labor and Demographic Economics - - Demographic Economics
    • Z0 - Other Special Topics - - General

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