In order to consider the time-dependent characteristic of risk factors of hydropower project,the method of stochastic process simulating structure resistance and load effect is adopted.On the basis of analyzing the st...In order to consider the time-dependent characteristic of risk factors of hydropower project,the method of stochastic process simulating structure resistance and load effect is adopted.On the basis of analyzing the structure characteristics and mode of operation,the operation safety risk rate assessment model of hydropower project is established on the comprehensive application of the improved analytic hierarchy process,the time-dependent reliability theory and the risk rate threshold.A scheme to demonstrate the time-dependent risk rate assessment method for an example of the earth-rock dam is particularly implemented by the proposed approach.The example shows that operation safety risk rate is closely related to both the service period and design standard;considering the effect of time-dependent,the risk rate increases with time and the intersection of them reflects the technical service life of structures.It could provide scientific basis for the operation safety and risk decision of the hydropower project by predicting the trend of risk rate via this model.展开更多
This paper establishes some asymptotic formulas for the infinite-time ruin probabilities of two kinds of dependent risk models. One risk model considers the claim sizes as a modulated process, and the other deals with...This paper establishes some asymptotic formulas for the infinite-time ruin probabilities of two kinds of dependent risk models. One risk model considers the claim sizes as a modulated process, and the other deals with negatively upper orthant dependent claim sizes. In the two models, the inter-arrival times are both assumed to be negatively lower orthant dependent.展开更多
基金Foundation for Innovative Research Groups of the National Natural Science Foundation of China(No. 51021004)
文摘In order to consider the time-dependent characteristic of risk factors of hydropower project,the method of stochastic process simulating structure resistance and load effect is adopted.On the basis of analyzing the structure characteristics and mode of operation,the operation safety risk rate assessment model of hydropower project is established on the comprehensive application of the improved analytic hierarchy process,the time-dependent reliability theory and the risk rate threshold.A scheme to demonstrate the time-dependent risk rate assessment method for an example of the earth-rock dam is particularly implemented by the proposed approach.The example shows that operation safety risk rate is closely related to both the service period and design standard;considering the effect of time-dependent,the risk rate increases with time and the intersection of them reflects the technical service life of structures.It could provide scientific basis for the operation safety and risk decision of the hydropower project by predicting the trend of risk rate via this model.
基金This research is supported by National Science Foundation of China under Grant No. 10671139 and the Science Foundation of Jiangsu Province under Grant No. 11071182.
文摘This paper establishes some asymptotic formulas for the infinite-time ruin probabilities of two kinds of dependent risk models. One risk model considers the claim sizes as a modulated process, and the other deals with negatively upper orthant dependent claim sizes. In the two models, the inter-arrival times are both assumed to be negatively lower orthant dependent.
