论文标题
涵盖所有依赖范围的Marshall-Olkin指数冲击模型
Marshall-Olkin exponential shock model covering all range of dependence
论文作者
论文摘要
在本文中，我们提出了一种新的Marshall-Olkin指数冲击模型。新的施工方法赋予了提出的模型进一步的能力，可以在每个组件上分配共同的关节冲击，从而适合在可靠性和信用风险等领域中应用。给定的模型具有奇异的部分，并支持正依赖性和负依赖性结构。给出了模型的主要依赖性特性，并给出了应力强度的分析。在对参数的估计器进行了性能分析后，研究了真实数据。最后，我们给出了所提出的模型及其主要属性的多元版本。
In this paper, we present a new Marshall-Olkin exponential shock model. The new construction method gives the proposed model further ability to allocate the common joint shock on each of the components, making it suitable for application in fields like reliability and credit risk. The given model has a singular part and supports both positive and negative dependence structure. Main dependence properties of the model is given and an analysis of stress-strength is presented. After a performance analysis on the estimator of parameters, a real data is studied. Finally, we give the multivariate version of the proposed model and its main properties.
