Litteratur
Natvig, Bent: Pålitelighetsanalyse med teknologiske anvendelser, 1998. 3. utgave.
- Kapittel 1, 2, 3.1-3.6, 5, Appendix 2.
Natvig, Bent: Sannsynlighetsvurderinger i atomalderen, 1987. Universitetsforlaget.
- Del 1 Risikoanalyse og samfunn. Boken deles ut på forelesningen
Natvig, Bent og Gåsemyr, Jørund: On probabilistic risk analysis of technological systems, 1996. Radiation Protection Dosimetry. 68, 185-190.
- Artikkelen deles ut på forelesningen
Huseby, A. B., Naustdal, M. og Vårli, I. D.: System Reliability Evaluation using Conditional Monte Carlo Methods, 2003. Kapittel 1,2,3.
- Notatet deles ut på forelesningen
Annet
Eksempler på praktisk risiko- og pålitelighetsanalyse, (Gjennomgås på forelesningene i andre del av kurset).
Oppgavesamling for STK2400, (Tidligere eksamensoppgaver).
Description of the course
Contents
Coherent systems, representations of coherent systems by paths and cuts, reliability calculations for systems of independent components, reliability importance measures, associated random variables, bounds on system reliability, Monte Carlo simulation methods, case studies from applied risk and reliability analysis.
What do you learn?
The course covers the probability theoretical foundation needed to compute the reliability of a system, i.e., the probability that a system is functioning, given its logical structure and the reliabilities of the components in the system. Examples of such systems are nuclear power plants and oil platforms. The course serves as an introduction to more advanced studies in risk and reliability theory, but is also useful and relevant for students specializing in fields like engineering, insurance mathematics or mathematical finance.