An innovating analysis of the Nataf transformation from the copula viewpoint-Reference-Cited by-同舟云学术

An innovating analysis of the Nataf transformation from the copula viewpoint

Published:2009-07 Issue:3 Volume:24 Page:312-320
ISSN:0266-8920
Container-title:Probabilistic Engineering Mechanics
language:en
Short-container-title:Probabilistic Engineering Mechanics

Author:

Lebrun Régis,Dutfoy Anne

Publisher

Elsevier BV

Subject

Mechanical Engineering,Ocean Engineering,Aerospace Engineering,Condensed Matter Physics,Nuclear Energy and Engineering,Civil and Structural Engineering,Statistical and Nonlinear Physics

Reference11 articles.

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3. Structural reliability methods;Ditlevsen,1996

4. Dutfoy A, Dutka-Malen I, Lebrun R, Conty R. et al. Open TURNS, an open source initiative to treat uncertainties, risks’N statistics in a structured industrial approach. In: ESREL 2007 conference. 2007

5. Modeling dependence with copulas and applications to risk management;Embrechts,2003

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