10 - Safety and Security
INTEGRATION OF VINE COPULA DEPENDENCE STRUCTURES INTO SUBSET SIMULATION FOR ACCIDENT PROBABILITY QUANTIFICATIONS
L. Höhndorf¹, C. Wang¹, P. Koppitz¹, S. Weiß¹, S. Olmos, Evelop Airlines, Spain; C. Czado, Technical University of Munich, Mathematical Statistics, Germany; F. Holzapfel¹; ¹Technical University of Munich, Flight System Dynamics, Germany
The objective of this project is to increase the quality of subset simulations, a tool to estimate accident probabilities of very small magnitude (i.e. 1e-8 or lower). Within this project, Vine Copulas, a highly sophisticated technique to represent dependencies (especially in high dimensions) are integrated into a subset simulation algorithm to achieve the quality improvement.