Recursions for multivariate compound phase variables

Eisele, Karl-Theodor

doi:10.1016/j.insmatheco.2006.12.006

Insurance: Mathematics and Economics

2008

DOI: 10.1016/j.insmatheco.2006.12.006

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Recursions for multivariate compound phase variables

Karl-Theodor Eisele¹

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Cited by 5 publications

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Reliability assessment for discrete time shock models via phase‐type distributions

Eryılmaz

Kan

2020

Appl Stoch Models Bus & Ind

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In this paper, particular shock models are studied for the case when the times between successive shocks and the magnitudes of shocks have discrete phase‐type distributions. The well‐known shock models such as delta shock model, extreme shock model, and the mixed shock model which is obtained by combining delta and extreme shock models are considered. The probability generating function and recursive equation for the distribution of the system's lifetime are obtained for the cases when the interarrival times between shocks and the magnitudes of shocks are independent and when they are dependent. System reliability is computed for particular interarrival distributions such as geometric, negative Binomial and generalized geometric distributions.

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Reliability assessment for discrete time shock models via phase‐type distributions

Eryılmaz

Kan

2020

Appl Stoch Models Bus & Ind

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Optimal age replacement policy for discrete time parallel systems

Eryılmaz

Tank

2022

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On bivariate compound sums

Tank

Eryılmaz

2020

Journal of Computational and Applied Mathematics

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Recursions for multivariate compound phase variables

Cited by 5 publications

References 13 publications

Reliability assessment for discrete time shock models via phase‐type distributions

Reliability assessment for discrete time shock models via phase‐type distributions

Optimal age replacement policy for discrete time parallel systems

On bivariate compound sums

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