Probabilistic risk analysis: Foundations and methods
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Reliability, availability, maintenance, inspection in operations research (90B25)
Probabilistic risk analysis (PRA for short) is concerned with the quantification of risks, usually in the context of high technology installations. Typical examples come from the aerospace, nuclear or chemical industry and all involve events that (almost) never occur. This book on PRA has two major aims. One is to provide an introduction, both to the main tools used in PRA and to some recent developments in PRA modeling. The other is a thorough discussion of uncertainty to clarify both the scope and the limits of mathematical and especially probabilistic methods for its modeling and analysis. The book consists of four parts subdivided into a total of 18 chapters. Part I gives an introduction to the subject of PRA with emphasis on its history, its scope and a list of resources and references. Part II contains theoretical issues and background material. This includes a detailed discussion of uncertainty and the basics about probability and statistical inference used later. Part III is about system analysis and quantification. It presents tools for modeling engineering systems and techniques to quantify the uncertainties appearing in them. The modeling aspects are mainly addressed in the three chapters on fault and event trees, fault tree analysis, and dependent failures. Quantification includes the four chapters on reliability data bases, expert opinion, human reliability, and software reliability. Part IV finally discusses uncertainty modeling and risk measurement. The focus here is on the importance as well as the modeling of dependent uncertainties, on optimal decisions under uncertainty and on the presentation and measurement of uncertainties and risks. The chapters in this part address decision theory; influence diagrams and belief nets, as techniques for representing high-dimensional distributions and decision problems; the increasingly important area of project risk management; probabilistic inversion techniques for uncertainty analysis; uncertainty analysis; and risk measurement and regulation, in particular with relation to mortality.
- Time series with infinite-order partial copula dependence
- Conditional independence and chain event graphs
- Supplier quality improvement: the value of information under uncertainty
- The vine philosopher
- Two-stage stochastic, large-scale optimization of a decentralized energy system: a case study focusing on solar PV, heat pumps and storage in a residential quarter
- Expert judgement for dependence in probabilistic modelling: a systematic literature review and future research directions
- A new method of level-2 uncertainty analysis in risk assessment based on uncertainty theory
- Modelling, making inferences and making decisions: The roles of sensitivity analysis
- Composite multilinearity, epistemic uncertainty and risk achievement worth
- The selection of corrosion prior distributions for risk based integrity modeling
- Modeling strength and failure variability due to porosity in additively manufactured metals
- Introduction and overview of structured expert judgement
- Customized structural elicitation
- Adversarial risk analysis as a decomposition method for structured expert judgement modelling
- Structured expert judgement for decisions on medicines policy and management
- Testing the effectiveness of debiasing techniques to reduce overprecision in the elicitation of subjective continuous probability distributions
- Building bridges between mathematics, insurance and finance. An interview with Paul Embrechts
- Bayesian analysis of rare events
- Expert elicitation for reliable system design. (With comments and rejoinder)
- Advances in data combination, analysis and collection for system reliability assessment
- Risk metrics of loss function for uncertain system
- Bayesian probability boxes in risk assessment
- On the NBU ageing notion within the competing risks model
- Modelling of dependence between critical failure and preventive maintenance: the repair alert model
- Sampling-based flood risk analysis for fluvial dike systems
- Risk analysis of complex and uncertain systems
- A Bayesian paired comparison approach for relative accident probability assessment with covariate information
- Reliability analysis of a satellite structure with a parametric and a non-parametric probabilistic model
- Satisfying safety goals by probabilistic risk assessment.
- Risk logical and probabilistic models in business and identification of risk models
- A study of interactions in the risk assessment of complex engineering systems: an application to space PSA
- Risk assessment. Theory, methods and applications.
- Quantitative risk assessment. The scientific platform
- Considerations of uncertainty in regulatory decision making
- Risk assessment and risk management: review of recent advances on their foundation
- Foundations of Risk Measurement. I. Risk As Probable Loss
- Risk analysis. Techniques, tools, and trends
- An introduction to the basics of reliability and risk analysis
- scientific article; zbMATH DE number 4139144 (Why is no real title available?)
- Intrinsic ordering, combinatorial numbers and reliability engineering
- Dependence models arising from the Lagrangian probability distributions
- scientific article; zbMATH DE number 1264871 (Why is no real title available?)
- A flexible Markov chain approach for multivariate credit ratings
- scientific article; zbMATH DE number 2026004 (Why is no real title available?)
- scientific article; zbMATH DE number 1509416 (Why is no real title available?)
- Quantum Bayesian perspective for intelligence reservoir characterization, monitoring and management
- scientific article; zbMATH DE number 194471 (Why is no real title available?)
- scientific article; zbMATH DE number 2119173 (Why is no real title available?)
- Offshore risk assessment. Vol 2. Principles, modelling and applications of QRA studies
- Ereignisrisiko
- The Hurwicz Decision Rule’s Relationship to Decision Making with the Triangle and Beta Distributions and Exponential Utility
- The total bootstrap median: a robust and efficient estimator of location and scale for small samples
- Quantitative mission risk assessment of the satellite propulsion subsystem using PRA method
- From axiomatics of quantum probability to modelling geological uncertainty and management of intelligent hydrocarbon reservoirs with the theory of open quantum systems
- Encyclopedia of Quantitative Risk Analysis and Assessment
- Foundations of Risk Analysis
- On the exact solution of a generalized Pólya process
- Aggregating expert judgement
- Constructing imprecise probability distributions
- Combined analysis of unique and repetitive events in quantitative risk assessment
- Subset simulation for probabilistic computer models
- Competing risks and shock models governed by a generalized bivariate Poisson process
- Risk quantization by magnitude and propensity
- Rejoinder to: ``Specifying prior distribution in reliability applications
- A comprehensive framework for verification, validation, and uncertainty quantification in scientific computing
- Adversarial risk analysis: an overview
- Bivariate tempered space-fractional Poisson process and shock models
- Forensic science and how statistics can help it
- Vine copula based structural equation models
- Catastrophic risk: indication, quantitative assessment and management of rare extreme events using a non-expected utility framework
- Semiparametric and parametric distributional forecasting of univariate time series using non-Gaussian ARMA models based on D-vines
- Shock models driven by a bivariate mixture tempered space fractional Poisson process
- Bivariate shock models driven by the geometric counting process
- Probabilistic risk analysis using ordered weighted averaging (OWA) operators
- Meta densities and the shape of their sample clouds
- Causal analysis with chain event graphs
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