Correlated sampling techniques used in Monte Carlo simulation for risk assessment

International Journal of Pressure Vessels and Piping

Volumn 85, Issue 9, 2008, Pages 662-669

  Wu, Yun Fu ^a  

^a TAIWAN POWER COMPANY   (Taiwan)

Author keywords

Importance; Monte Carlo simulation; Risk assessment; Sensitivity; System availability reliability

Indexed keywords

COMPUTER NETWORKS; COSMIC RAY DETECTORS; HEALTH RISKS; INFORMATION SYSTEMS; NUCLEAR INDUSTRY; OCCUPATIONAL RISKS; RISK ASSESSMENT; RISK MANAGEMENT; RISKS; SAFETY ENGINEERING; SYSTEMS ENGINEERING;

COMPONENT IMPORTANCE; COMPUTING TIME; CORRELATED SAMPLING; DETERMINISTIC METHODS; ELSEVIER (CO); INTEGRATED ANALYSIS; MATHEMATICAL ANALYSES; MONTE CARLO SIMULATION (MCS); MONTE CARLO SIMULATION METHOD (MCSM); SYSTEM ENGINEERS; TIME BEHAVIOR;

MONTE CARLO METHODS;

EID: 45849087315     PISSN: 03080161     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijpvp.2007.11.004     Document Type: Article

References (5)

1. Vesely WE, et al. Fault tree handbook, USNRC Report; 1981.
2. Atomic Energy Council. Probabilistic risk assessment of Kuosheng nuclear power station (1985), Atomic Energy Council of the Republic of China
3. Lambert H.E., and Davis B.J. The use of the computer code importance with SETS input, NUREG/CR-1965 (1984), Nuclear Regulatory Commission, Washington DC, USA
4. Henley E.J., and Kumamoto H. Reliability engineering and risk assessment (1981), Prentice-Hall Inc., Englewood Cliffs, NJ, USA
5. Gandini A. Importance and sensitivity analysis in assessing system reliability. IEEE Trans Reliab R-39 (1990)