A note on cumulative shock models

A note on cumulative shock models

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Article ID: iaor1988828
Country: Israel
Volume: 25
Issue: 1
Start Page Number: 220
End Page Number: 223
Publication Date: Mar 1988
Journal: Journal of Applied Probability
Authors:
Abstract:

A shock model in which the time intervals between shocks are in the domain of attraction of a stable law of order less than 1 or relatively stable is considered. Weak limit theorems are established for the cumulative magnitude of the shocks and the first time the cumulative magnitude exceeds z without any assumption on the dependence between the intershock interval and shock magnitude.

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