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Related papers: Competing risks within shock models

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A system is considered, which is subject to external and possibly fatal shocks, with dependence between the fatality of a shock and the system age. Apart from these shocks, the system suffers from competing soft and sudden failures, where…

Probability · Mathematics 2014-09-03 Sophie Mercier , H. H. Pham

Competing risk models are survival models with several events of interest acting in competition and whose occurrence is only observed for the event that occurs first in time. This paper presents a Bayesian approach to these models in which…

In this paper, we propose a method that provides a useful technique to compare relationship between risks involved that takes customer become defaulter and debt collection process that might make this defaulter recovered. Through estimation…

Applications · Statistics 2014-08-20 Mauro R. Oliveira , Francisco Louzada

In this paper, a new reliability model has been developed for a single system degrading stochastically which experiences soft and hard failure. Soft failure occurs when the physical deterioration level of the system is greater than a…

Statistics Theory · Mathematics 2019-03-04 Nooshin Yousefi , David W. Coit

This paper deals with the assessment of the performance of a system under a finite planning horizon. The system is subject to two dependent causes of failure: internal degradation and sudden shocks. We assume that internal degradation…

Systems and Control · Electrical Eng. & Systems 2024-09-21 Nuria Caballé , Inma T. Castro

In this paper, a competing risks model is analyzed based on improved adaptive type-II progressive censored sample (IAT-II PCS). Two independent competing causes of failures are considered. It is assumed that lifetimes of the competing…

Methodology · Statistics 2023-02-20 Subhankar Dutta , Suchandan Kayal

We consider a network consisting of $n$ components (links or nodes) and assume that the network has two states, up and down. We further suppose that the network is subject to shocks that appear according to a counting process and that each…

Applications · Statistics 2015-07-16 S. Zarezadeh , S. Ashrafi , M. Asadi

A load sharing system has several components and the failure of one component can affect the lifetime of the surviving components. Since component failure does not equate to system failure for different system designs, the analysis of the…

Applications · Statistics 2023-07-20 Tim Pesch , Erhard Cramer , Edward Cripps , Adriano Polpo

Competing risks models can involve more than one time scale. A relevant example is the study of mortality after a cancer diagnosis, where time since diagnosis but also age may jointly determine the hazards of death due to different causes.…

Methodology · Statistics 2024-08-28 Angela Carollo , Hein Putter , Paul H. C. Eilers , Jutta Gampe

Using a set of heterogeneous competing systems with intra-system cooperation and inter-system aggression, we show how the coevolution of the system parameters (degree of organization and conditions for aggression) depends on the rate of…

Adaptation and Self-Organizing Systems · Physics 2015-05-13 Jose M. Albornoz , Antonio Parravano

Contemporary insurance theory is concentrated on models with different types of polices and shock events may influence the payments on some of them. Jordanova (2018) considered a model where a shock event contributes to the total claim…

Probability · Mathematics 2022-06-28 Pavlina Jordanova , Evelina Veleva , Kosto Mitov

We propose a generalized extreme shock model with a possibly increasing failure threshold. While standard models assume that the crucial threshold for the system may only decrease over time, because of weakening shocks and obsolescence, we…

Statistics Theory · Mathematics 2010-10-21 Pasquale Cirillo , Jürg Hüsler

We investigate the failure mechanisms of load sharing complex systems. The system is composed of multiple nodes or components whose failures are determined based on the interaction of their respective strengths and loads (or capacity and…

Adaptation and Self-Organizing Systems · Physics 2014-02-03 Shahnewaz Siddique , Vitali Volovoi

The paper investigates a discrete time Binomial risk model with different types of polices and shock events may influence some of the claim sizes. It is shown that this model can be considered as a particular case of the classical compound…

Probability · Mathematics 2022-10-12 Pavlina K. Jordanova , Evelina Veleva

In the competing risks problem, an important role is played by the cumulative incidence function (CIF), whose value at time $t$ is the probability of failure by time $t$ from a particular type of failure in the presence of other risks. In…

Statistics Theory · Mathematics 2007-06-13 Hammou El Barmi , Hari Mukerjee

In this paper, we extend the vertical modeling approach for the analysis of survival data with competing risks to incorporate a cured fraction in the population, that is, a proportion of the population for which none of the competing events…

Methodology · Statistics 2015-08-18 M. A. Nicolaie , J. M. G. Taylor , C. Legrand

Engineered and infrastructure systems deteriorate (e.g., loss capacity) as a result of adverse environmental or external conditions. Modeling deterioration is essential to define optimum design strategies and inspection and maintenance…

Optimization and Control · Mathematics 2014-09-19 Mauricio Junca , Mauricio Sanchez-Silva

In survival analysis, cure models have gained much importance due to rapid advancements in medical sciences. More recently, a subset of cure models, called destructive cure models, have been studied extensively under competing risks…

Methodology · Statistics 2021-09-20 Narayanaswamy Balakrishnan , Sandip Barui

External or internal shocks may lead to the collapse of a system consisting of many agents. If the shock hits only one agent initially and causes it to fail, this can induce a cascade of failures among neighoring agents. Several critical…

Risk Management · Quantitative Finance 2015-06-11 Claudio J. Tessone , Antonios Garas , Beniamino Guerra , Frank Schweitzer

In this paper, we introduce a bivariate tempered space-fractional Poisson process (BTSFPP) by time-changing the bivariate Poisson process with an independent tempered $\alpha$-stable subordinator. We study its distributional properties and…

Probability · Mathematics 2024-11-20 Ritik Soni , Ashok Kumar Pathak , Antonio Di Crescenzo , Alessandra Meoli
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