Asymptotic Behavior of Reliability Function for Multidimensional Aggregated Weibull Type Reliability Indices

机译：多维聚合型Wibull型可靠性指数的可靠性函数的渐近行为

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We derive asymptotic approximation of high risk probability (ruin probability) for multidimensional aggregated reliability index which is a linear combination of single independent indexes, whose reliability functions (distribution tails) behave like Weibull tails.

机译：我们推出了用于多维聚合可靠性指标的高风险概率（破坏概率）的渐近近似，这是单一独立索引的线性组合，其可靠性函数（分配尾部）表现得像Weibull尾部。

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《International Conference on Analytical and Computational Methods in Probability Theory》|2018年|540p|共14页
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Julia Farkas; Enkelejd Hashorva; Vladimir I. Piterbarg;
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中图分类 TP3-53;
关键词
Total reliability index computation Dependent reliability indexes; Multidimensional ruin probability Multidimensional distribution tails;

机译：总可靠性指数计算依赖性可靠性指标;多维毁灭性概率多维分布尾;

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4. Asymptotic Behavior of Reliability Function for Multidimensional Aggregated Weibull Type Reliability Indices [C] . Julia Farkas, Enkelejd Hashorva, Vladimir I. Piterbarg International Conference on Analytical and Computational Methods in Probability Theory . 2018

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Asymptotic Behavior of Reliability Function for Multidimensional Aggregated Weibull Type Reliability Indices

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