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On New Classes of Extreme Shock Models and Some Generalizations

On New Classes of Extreme Shock Models and Some Generalizations

In extreme shock models, only the impact of the current, possibly fatal shock is usually taken into account, whereas in cumulative shock models, the impact of the preceding shocks is accumulated as well. A shock model which combines these two types is called a ā€˜combined shock modelā€™. In this paper ā€¦