A subset simulation based approach with modified conditional sampling and estimator for loss exceedance curve computation
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DOI: 10.1016/j.ress.2018.05.003
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References listed on IDEAS
- Alban, Andres & Darji, Hardik A. & Imamura, Atsuki & Nakayama, Marvin K., 2017. "Efficient Monte Carlo methods for estimating failure probabilities," Reliability Engineering and System Safety, Elsevier, vol. 165(C), pages 376-394.
- Bansal, Sahil & Cheung, Sai Hung, 2017. "On the evaluation of multiple failure probability curves in reliability analysis with multiple performance functions," Reliability Engineering and System Safety, Elsevier, vol. 167(C), pages 583-594.
- Cadini, F. & Gioletta, A., 2016. "A Bayesian Monte Carlo-based algorithm for the estimation of small failure probabilities of systems affected by uncertainties," Reliability Engineering and System Safety, Elsevier, vol. 153(C), pages 15-27.
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