Multivariate approach to design coastal and off-shore structures

Salvadori, G., Tomasicchio, G.R.., D'Alessandro, F. 2013. Multivariate approach to design coastal and off-shore structures. A frequent statistical problem in many coastal and off-shore engineering situations is to estimate the probability of structural failure expressed in terms of Return Period and Design Quantile. Usually, an univariate analysis is carried out to quantify the risk of failure. However, coastal and off-shore structures typically fail because of the occurrence of a critical combination of all the variables at play in a sea storm: thus, it may be important to consider the joint occurrence of dangerous conditions. The present manuscript outlines an original approach, exploiting Copulas, in order to provide a consistent framework for the calculation of bivariate Return Periods and Design Quantiles, which can be generalized to the multivariate case.