mixed $delta$-shock model

In this study, a mixed $delta$-shock model with discrete-time is defined by combining $delta$-shock and extreme shock models. In this model, a system with multiple states fails in two ways: first, when k interarrival times between two consecutive shocks with magnitude larger than the critical threshold $gamma$ are in $[delta_1, delta _2], delta_1 < delta _2$; and second, when the interarrival time between two consecutive shocks is less than $delta_1$. The lifetime of the system and the Markov chain of the system's lifetime under the proposed mixed $delta$-shock model is obtained. Also, the mean lifetime of the system is calculated and a numerical example for validating the analytical results is established here.