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Windstorms significantly impact the UK, causing extensive damage to property, disrupting society, and potentially resulting in loss of life. Accurate modelling and understanding of such events are essential for effective risk assessment and…

Atmospheric and Oceanic Physics · Physics 2024-09-18 Etron Yee Chun Tsoi

Road crashes remain a leading cause of preventable fatalities. Existing prediction models predominantly produce binary outcomes, which offer limited actionable insights for real-time driver feedback. These approaches often lack continuous…

Machine Learning · Computer Science 2026-04-01 Joyjit Roy , Samaresh Kumar Singh , Sushanta Das

This paper presents a new methodology for structural reliability analysis via stochastic finite element method (SFEM). A novel sample-based SFEM is firstly used to compute structural stochastic responses of all spatial points at the same…

Computational Physics · Physics 2020-08-19 Zhibao Zheng

System safety refers to a diverse engineering discipline assessing and improving various aspects of safety in socio-technical systems and their software-intensive sub-systems. While system safety has been a vital area of applied research…

Software Engineering · Computer Science 2018-12-21 Mario Gleirscher , Anne Nyokabi

Accurate prediction of structural failure modes under seismic excitations is essential for seismic risk and resilience assessment. Traditional simulation-based approaches often result in imbalanced datasets dominated by non-failure or…

Machine Learning · Computer Science 2026-02-12 Jungho Kim , Taeyong Kim

The reliability assessment of a machine learning model's prediction is an important quantity for the deployment in safety critical applications. Not only can it be used to detect novel sceneries, either as out-of-distribution or anomaly…

Machine Learning · Computer Science 2022-05-12 Steve Dias Da Cruz , Bertram Taetz , Thomas Stifter , Didier Stricker

In this paper, we measure systematic risk with a new nonparametric factor model, the neural network factor model. The suitable factors for systematic risk can be naturally found by inserting daily returns on a wide range of assets into the…

Computational Finance · Quantitative Finance 2018-09-14 Jeonggyu Huh

The collective risk model (CRM) for frequency and severity is an important tool for retail insurance ratemaking, macro-level catastrophic risk forecasting, as well as operational risk in banking regulation. This model, which is initially…

Applications · Statistics 2021-10-20 Jae Youn Ahn , Himchan Jeong , Yang Lu

This review article provides an overview of recent work in the modeling and analysis of recurrent events arising in engineering, reliability, public health, biomedicine and other areas. Recurrent event modeling possesses unique facets…

Methodology · Statistics 2007-08-03 Edsel A. Peña

In this paper, we present a unified framework for decision making under uncertainty. Our framework is based on the composite of two risk measures, where the inner risk measure accounts for the risk of decision given the exact distribution…

Optimization and Control · Mathematics 2015-01-07 Pengyu Qian , Zizhuo Wang , Zaiwen Wen

In this paper, we present a novel data-driven approach to quantify safety for non-linear, discrete-time stochastic systems with unknown noise distribution. We define safety as the probability that the system remains in a given region of the…

Systems and Control · Electrical Eng. & Systems 2024-10-10 Frederik Baymler Mathiesen , Licio Romao , Simeon C. Calvert , Luca Laurenti , Alessandro Abate

We consider the problem where a modeller conducts sensitivity analysis of a model consisting of random input factors, a corresponding random output of interest, and a baseline probability measure. The modeller seeks to understand how the…

Risk Management · Quantitative Finance 2022-06-01 Silvana M. Pesenti

Several scenario-based frameworks exist to aid in vehicle system development and safety assurance. However, there is a need for approaches that combine different types of datasets that offer varying levels of case severity, data richness,…

Surrogate safety measures can provide fast and pro-active safety analysis and give insights on the pre-crash process and crash failure mechanism by studying near misses. However, validating surrogate safety measures by connecting them to…

Machine Learning · Computer Science 2022-10-05 Jiajian Lu , Offer Grembek , Mark Hansen

Several collective risk models have recently been proposed by relaxing the widely used but controversial assumption of independence between claim frequency and severity. Approaches include the bivariate copula model, random effect model,…

Applications · Statistics 2019-06-11 Rosy Oh , Jae Youn Ahn , Woojoo Lee

To meet the Basel II regulatory requirements for the Advanced Measurement Approaches, the bank's internal model must include the use of internal data, relevant external data, scenario analysis and factors reflecting the business environment…

Risk Management · Quantitative Finance 2009-04-08 P. V. Shevchenko , M. V. Wüthrich

Although general-purpose AI systems offer transformational opportunities in science and industry, they simultaneously raise critical concerns about safety, misuse, and potential loss of control. Despite these risks, methods for assessing…

Computers and Society · Computer Science 2025-12-12 Malcolm Murray , Steve Barrett , Henry Papadatos , Otter Quarks , Matt Smith , Alejandro Tlaie Boria , Chloé Touzet , Siméon Campos

The lack of high-quality public cyber incident data limits empirical research and predictive modeling for cyber risk assessment. This challenge persists due to the reluctance of companies to disclose incidents that could damage their…

Risk Management · Quantitative Finance 2026-03-20 Jiayi Guo , Zhiyu Quan , Linfeng Zhang

Extracting interesting scenarios from real-world data as well as generating failure cases is important for the development and testing of autonomous systems. We propose efficient mechanisms to both characterize and generate testing…

For civil structures, structural damage due to severe loading events such as earthquakes, or due to long-term environmental degradation, usually occurs in localized areas of a structure. A new sparse Bayesian probabilistic framework for…

Applications · Statistics 2015-07-02 Yong Huang , James L. Beck
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