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A device is subject to damage. The damage occurs randomly in time according to a pure jump process. The device has a threshold and it fails once the damage exceeds the threshold. We show that life distribution properties of the threshold right tail probability are inherited as corresponding properties of the survival probability, under suitable conditions on the parameters of the damage process. Moreover we discuss an optimal replacement problem for such devices.
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Mohamed Abdel‐Hameed (1984) studied this question.
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