地震学报（英文版）2008，Vol.21Issue(3)：296-305,10.
Copula joint function and its application in probability seismic hazard analysis
Copula joint function and its application in probability seismic hazard analysis
摘要
Abstract
A mature mathematical technique called copula joint function is introduced in this paper, which is commonly used in the financial risk analysis to estimate uncertainty. The joint function is generalized to the n-dimensional Frank's cop-ula. In addition, we adopt two attenuation models proposed by YU and Boore et al, respectively, and construct a two-dimensional copula joint probabilistic function as an example to illustrate the uncertainty treatment at low prob- ability. The results show that copula joint function gives us a better prediction of peak ground motion than that resul-tam from the simple linear weight technique which is commonly used in the traditional logic-tree treatment of model uncertainties. In light of widespread application in the risk analysis from financial investment to insurance assessment, we believe that the copula-based technique will have a potential application in the seismic hazard analysis.关键词
uncertainty/ copula function/ seismic hazard analysis/ attenuation model/ Iognormal distributionKey words
uncertainty/ copula function/ seismic hazard analysis/ attenuation model/ Iognormal distribution分类
天文与地球科学引用本文复制引用
LI Yan-heng,SHI Bao-ping,ZHANG Jian..Copula joint function and its application in probability seismic hazard analysis[J].地震学报（英文版）,2008,21(3):296-305,10.基金项目
Project of Institute of Crustal Dynamics, China Earthquake Administration (ZDJ2007-1), One Hundred Individual Program of Chinese Academy of Sciences (99M2009M02) and National Natural Science Foundation of China (40574022). （ZDJ2007-1）
