1. Allianz Life Insurance Ltd., Stuttgart, Germany 2. TU Dresden, Institut für Mathematische Stochastik, Mommsenstra?e 13, 01062, Dresden, Germany
Abstract:
The availability of a stochastic repairable system depends on the failure behaviour and on repair strategies. In this paper, we deal with a general repair model for a system using auxiliary counting processes and corresponding intensities which include various degrees of repair (between minimal repair and perfect repair). For determining the model parameters we need estimators depending on failure times and repair times: maximum likelihood (ML) estimator and Bayes estimators are considered. Special results are obtained by the use of Weibull-type intensities and random observation times.