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The effect of copulas on time-variant reliability involving time-continuous stochastic processes
16 references·4 citing·41 second hop
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References

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  • 2001Structural Reliability — Analysis and Prediction623 cited
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  • 2010Likelihood-Based Inference for Max-Stable Processes395 cited
  • 2008Analytical derivation of the outcrossing rate in time-variant reliability problems326 cited
  • 1991Vector Process Out‐Crossing as Parallel System Sensitivity Measure201 cited
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  • 2008A generalization of the Nataf transformation to distributions with elliptical copula163 cited
  • 2016Time-variant reliability assessment through equivalent stochastic process transformation140 cited
  • 2010The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisis137 cited
  • 2005Structural reliability software at the University of California, Berkeley135 cited

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  • 2013A new approach for reliability analysis with time-variant performance characteristics119 cited
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    • 2020On the quantification and efficient propagation of imprecise probabilities with copula dependence25 cited
    • 2024The first-order time-variant reliability expansion method21 cited
    • 2022Copula-based methods for global sensitivity analysis with correlated random variables and stochastic processes under incomplete probability information16 cited
    • 2024Application of the Rosenblatt transformation in First-Order System Reliability approximations12 cited