Survival of systems with protection subject to two types of external attacks

We consider a large system that, due to its importance and (or) large economic value, should be protected from possible harmful attacks. The attacker executes two types of attacks modeled by the corresponding shock processes: those that target the repairable defense system and those that target the non-repairable ‘main’ system itself. The quality of the performance of the defense system, i.e., the ability to neutralize the attacks on the main system depends on its state defined by the accumulated damage. In order to obtain the survival probabilities for the main system, we develop a new class of state-dependent extreme shock models, where the accumulated damage caused by the shock process of one type affects the probability of failure from shocks of the other type.