Article ID: | iaor1990783 |
Country: | Israel |
Volume: | 26 |
Issue: | 4 |
Start Page Number: | 1 |
End Page Number: | 7 |
Publication Date: | Dec 1989 |
Journal: | Journal of Applied Probability |
Authors: | Yamada Keigo . |
The paper considers an additive shock process where shocks occur according to a Poisson point process and they are accumulated in an appropriate way to the damage. It is shown that suitably normalized shock processes converge weakly to a process which is represented as a sum of a stable process and a deterministic process.