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Generalized shock models based on a cluster point process

文章来源: 作者:白建明 审核: 发布时间:2006年11月10日 点击数: 字号:【

        题目:Generalized shock models based on a cluster point process

        作者

Jian-Ming Bai(k9导福航网站入囗/ Lanzhou University)

Ze-Hui Li(k9导福航网站入囗/ Lanzhou University)

             Xin-Bing Kong(k9导福航网站入囗/ Lanzhou University)

         期刊

             IEEE TRANSACTIONS ON RELIABILITY(影响因子2.79)

             Volume: 55 Issue: 3,September 2006,Page(s):  542 - 550

         英文摘要

We review the principal progress of shock models during the last three decades. Our new model, the delta-shock model, and its latest developments are also introduced. Furthermore, for adapting shock models to a wider reliability field, we put forward a generalized framework for studying shock models, based on cluster point processes with cluster marks. In addition, we provide a noteworthy case under this framework as a concrete example in reliability with an insurance background, and give the asymptotic distribution of the risk process.

        中文摘要

本文回顾了最近三十年冲击模型研究的主要进展,介绍了我们提出的一个新模型(δ-冲击模型)及其最新成果。此外,我们基于簇生点过程,建立了冲击模型的一般化框架,该框架有利于描述和适应更为广泛的可靠性背景。最后,我们在上述框架下讨论了一个值得关注的应用案例,即保险风险背景下的可靠性问题,并给出了风险过程的渐近分布结果。

网址链接:http://ieeexplore.ieee.org/document/1688091/

doi:https://doi.org/10.1109/TR.2006.879661