Title :
Tail effects of uncertainty modeling in QRA
Author :
Maes, Marc A. ; Huyse, Luc
Author_Institution :
Dept. of Civil Eng., Calgary Univ., Alta., Canada
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;
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
DOI :
10.1109/ISUMA.1995.527682
