Modeling of dependent competing risks by first passage times of Wiener processes

Consider the competing risks situation for a component which may be subject to either a failure or a preventive maintenance action, where the latter will prevent the failure. It is then reasonable to expect a dependence between the time to failure and the time to preventive maintenance. This paper briefly reviews some modeling approaches and introduces a new approach based on modeling of the degradation of a component by means of Wiener processes, with failure corresponding to the first crossing of a certain level, and potential time for maintenance corresponding to the crossing of a certain lower degradation level.

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