Tail effects of uncertainty modeling in QRA

Author

Maes, Marc A. ; Huyse, Luc

Author_Institution

Dept. of Civil Eng., Calgary Univ., Alta., Canada

fYear

1995

Firstpage

133

Lastpage

138

Abstract

The paper discusses the general feeling of uneasiness engineers and scientists experience when they assume probability models for basic uncertainties governing a risk or reliability analysis. Specifically, the aspect of tail behaviour is addressed. It is well known that quantitative risk estimation is critically dependent on the tail behavior. The present paper focuses an tail heaviness and the effect of tail heaviness of basic uncertainties on the overall risk or failure probability. This is of interest to a model-based risk analysis as well as a structural reliability analysis. Two examples are included to illustrate some of the concepts introduced

Keywords

probability; reliability theory; risk management; structural engineering computing; uncertainty handling; failure probability; model-based risk analysis; quantitative risk estimation; reliability analysis; structural reliability analysis; tail effects; tail heaviness; uncertainty modeling; Civil engineering; Loss measurement; Measurement uncertainty; Probability; Random variables; Reliability engineering; Risk analysis; Stochastic processes; Tail; Usability;

fLanguage

English

Publisher

ieee

Conference_Titel

Uncertainty Modeling and Analysis, 1995, and Annual Conference of the North American Fuzzy Information Processing Society. Proceedings of ISUMA - NAFIPS '95., Third International Symposium on

Conference_Location

College Park, MD

Print_ISBN

0-8186-7126-2

Type

conf

DOI

10.1109/ISUMA.1995.527682

Filename

527682