196 citations · 508 across the 11 of their papers we have counts for
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math.ST2010
Generalized extreme shock models with a possibly increasing threshold
Pasquale Cirillo, Jürg Hüsler
We propose a generalized extreme shock model with a possibly increasing failure threshold. While standard models assume that the crucial threshold for the system may only decrease…
stat.AP2010
A nonparametric urn-based approach to interacting failing systems with an application to credit risk modeling
Pasquale Cirillo, Jürg Hüsler, Pietro Muliere
In this paper we propose a new nonparametric approach to interacting failing systems (FS), that is systems whose probability of failure is not negligible in a fixed time horizon, a…
stat.OT2010★ 32 cited
Extreme shock models: an alternative perspective
Pasquale Cirillo, Jürg Hüsler
Extreme shock models have been introduced in Gut and Hüsler (1999) to study systems that at random times are subject to shock of random magnitude. These systems break down when som…