Consideration of the tail dependence of copula functions in the selection of combinations of natural hazards

Abstract

In accordance with the Federal rules and regulations of the Russian Federation (paragraphs 2.8, 2.9 of RR-064-17) and international standards (IAEA SSG-3), the OUAE (the object of the use of atomic energy) project should provide information on interrelated processes, phenomena and factors of natural origin identified during engineering surveys and studies, and the parameters of relevant combinations of external hazards are determined, for which an analysis of their impact on the safety of the NPP as part of the NPP design and beyond-design accidents should be performed. Combinations of hazards can have a stronger impact on the safety of the station than each impact considered separately, and the frequency of occurrence of the combination can be comparable to the frequency of occurrence of individual impacts. Currently, probabilistic approaches are not presented in the regulatory documents of the Russian Federation and international norms. The paper [1] presents a methodology based on the theory of copula functions, the practice of which has shown that the determination of the frequency and intensity of combinations is influenced by taking into account the empirical parameters of the distribution function: correlation coefficients, tail dependencies. The analysis of the effect of taking into account the value of tail dependencies on the result of choosing a model copula function within the selection of combinations of external natural factors that should be taken into account in the project of the OUAE is carried out. It is shown that the approach presented in [1] needs to be supplemented with an estimate of the value of the upper tail dependence based on statistical data, since due to a more complete application of the properties of copula functions, the depth of justification of the results increases.