In this paper, the expected discounted penalty function is considered in the risk process with the time-correlated claims, that is, every main claim can cause a by-claim but the occurrence of the by-claim may be delay...In this paper, the expected discounted penalty function is considered in the risk process with the time-correlated claims, that is, every main claim can cause a by-claim but the occurrence of the by-claim may be delayed. By the renewal argument, it is shown that the expected value satisfies a system of integro-differential equations. Moreover, the explicit expression for the Laplace transform of the expected value is derived by means of Rouche＇s theorem. A numerical example is also given for illustrating the result.展开更多
In order to overcome the limitations of traditional methods in uncertainty analysis, a modified Bayesian network(BN), which is called evidence network(EN), was proposed with evidence theory to handle epistemic uncerta...In order to overcome the limitations of traditional methods in uncertainty analysis, a modified Bayesian network(BN), which is called evidence network(EN), was proposed with evidence theory to handle epistemic uncertainty in probabilistic risk assessment(PRA). Fault trees(FTs) and event trees(ETs) were transformed into an EN which is used as a uniform framework to represent accident scenarios. Epistemic uncertainties of basic events in PRA were presented in evidence theory form and propagated through the network. A case study of a highway tunnel risk analysis was discussed to demonstrate the proposed approach. Frequencies of end states are obtained and expressed by belief and plausibility measures. The proposed approach addresses the uncertainties in experts' knowledge and can be easily applied to uncertainty analysis of FTs/ETs that have dependent events.展开更多
基金Project supported by the National Natural Science Foundation of China(Grant Nos.10301011,70271069)
文摘In this paper, the expected discounted penalty function is considered in the risk process with the time-correlated claims, that is, every main claim can cause a by-claim but the occurrence of the by-claim may be delayed. By the renewal argument, it is shown that the expected value satisfies a system of integro-differential equations. Moreover, the explicit expression for the Laplace transform of the expected value is derived by means of Rouche＇s theorem. A numerical example is also given for illustrating the result.
基金Project(71201170)supported by the National Natural Science Foundation of China
文摘In order to overcome the limitations of traditional methods in uncertainty analysis, a modified Bayesian network(BN), which is called evidence network(EN), was proposed with evidence theory to handle epistemic uncertainty in probabilistic risk assessment(PRA). Fault trees(FTs) and event trees(ETs) were transformed into an EN which is used as a uniform framework to represent accident scenarios. Epistemic uncertainties of basic events in PRA were presented in evidence theory form and propagated through the network. A case study of a highway tunnel risk analysis was discussed to demonstrate the proposed approach. Frequencies of end states are obtained and expressed by belief and plausibility measures. The proposed approach addresses the uncertainties in experts' knowledge and can be easily applied to uncertainty analysis of FTs/ETs that have dependent events.
