A subset simulation based approach with modified conditional sampling and estimator for loss exceedance curve computation

• Main Authors: Bansal, Sahil, Cheung, Sai Hung
• Other Authors: School of Civil and Environmental Engineering
• Format: Article
• Language: English
• Published: 2020
• Subjects: Engineering::Civil engineering; Simulation; Exceedance
• Online Access: https://hdl.handle.net/10356/139674
• Institution: Nanyang Technological University

A new stochastic simulation-based approach for the evaluation of loss exceedance curve without repeated reliability analyses, and the generation of samples of input random variables and any function of them conditioned on different levels of loss exceedance is proposed for a comprehensive risk and l...