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On Standardization of the Reliability Basis of Structural Design

Conference Paper · July 2015

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12th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP12
Vancouver, Canada, July 12-15, 2015

On Standardization of the Reliability Basis of Structural Design


Milan Holický
Professor, Czech Technical University in Prague, Czech Republic
Johan V. Retief
Professor, Dept. of Civil Engineering, Stellenbosch University, South Africa
Dimitris Diamantidis
Professor, Ostbayerische Technische Hochschule, Regensburg, Germany
Celeste Viljoen
Senior Lecturer, Dept. of Civil Engineering, Stellenbosch University, South Africa

ABSTRACT: The principles of structural reliability are sufficiently advanced to be used extensively to
develop design standards even at international level. The concept of limit states is generally accepted
and implemented. Present standards are however to a large extent based on past experience, rather than
on quantitative reliability modeling. It appears that reliability principles and models can bridge the gap
between probabilistic assessment and operational design. Representative theoretical models are
presented to indicate how judgment based reliability concepts can be complemented or replaced by the
use of such models. The importance of reliability levels, reference period, design working life,
specified characteristic values of basic variables and methods to derive their design values from
reliability procedures are demonstrated. On this basis a standardized basis of structural design can be
formulated to convert the reliability principles (such as provided by ISO 2394) into operational design
procedures (such as used by EN 1990 and other standards). It is concluded that reliability principles
and models could contribute further to international harmonization of structural design.

1. INTRODUCTION
The implementation of the principles of reliability procedures are still dominated by
structural reliability in standards for structural judgment.
design has advanced beyond the first generation The premise of this paper is that the
of limit states design procedures. Standards for quantitative implementation of standardized
use in common design practice are essentially reliability concepts and models can contribute to
based on these concepts. further advancement of structural performance.
Advancement includes the standardization
of the principles of reliability. The Eurocode 2. RELIABILITY BASIS OF DESIGN
principle standard EN 1990 (2002) represents an
example of an operational design standard, based 2.1. Standardization based on Reliability
on the principles of reliability, as standardized in The Eurocode head standard EN 1990 (2002) is a
ISO 2394 (1998). The potential of the reliability prime example of an operational design standard
approach in achieving optimal structural expressed in terms of the reliability based partial
performance has not yet been fully exploited. factor limit states design format. Procedures for
Arguably reliability concepts mainly serve as the treatment of actions and their combinations
reference for schemes for the basis of design and and material independent provisions are
even for quantitative measures. In many cases stipulated. This serves as the common basis for
the balance of standards on specific actions, and
materials based resistance.

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12th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP12
Vancouver, Canada, July 12-15, 2015

The concepts of reliability from which EN management; reliability classes, limit states and
1990 is derived are summarized in its Annex C design situations; general design verification
and further elaborated by Gulvanessian et al formats for actions, their combinations and
(2002) and the JCSS background documentation resistance.
(1996). This body of information serves as the Taking the target level of reliability as a
model for the reliability basis of structural given starting point, reliability models should
design. provide for its application in terms of reliability
The general principles on the reliability of classes, design life and reference period, design
structures are standardized at an international situations, partitioning it into actions and their
level in ISO 2394 (1998). In revision ISO FDIS combination, resistance and failure modes.
2394 (2014) a distinction is made between risk- The selection of design variables that need
based, reliability-based and semi-probabilistic to be expressed probabilistically as basic
design. Alternative versions of the operational variables provides another entry point into the
semi-probabilistic approach are the design value, process. Typically material properties are based
partial factor or load and resistance factor design on the specifications for their production. The
(LRFD) methods. Conversion of the reliability reliability models for actions are based on a
principles and general format for the semi- classification system and on the data and
probabilistic approach presented in ISO FDIS procedures for determining action values and
2394 still requires substantial additional input. their effects. Geometrical properties are typically
This results in various degrees of divergence in taken at nominal values. Cases where special
the design standards. treatment is required, such as imperfections or
At the international level ISO 22111 (2007) geotechnical material properties need to be
is nominally equivalent to EN 1990; but without identified; also cases where simplifications can
any guidance on the application of the principles be made, such as material properties which are
of reliability. Extension of this standard to only indirectly related to resistance.
include an annex to present standardized Structural analysis is only used to determine
operational reliability procedures as outlined in action effects at element level. Therefore it is
this paper could serve as a platform for typically treated generically in terms of various
international unification between suites of levels of approximation. However, it provides an
standards nationally. The standards AIJ (2004), important link between element reliability and
ASCE-7 (2010), AS/NZS 1170.0 (2011), CSA integral structural reliability, specifically when
S408 (2011) and SANS 10160-1 (2011) provide considering robustness.
examples of national unification. Finally, probability models of the basic
The compilation of a set of operational variables are required to be used for the
reliability models and procedures could enhance calibration of the set of partial factors required
further development of the rational basis of by the set of design situations, in accordance
design for structural performance in a with the design verification format. Provision
harmonized manner. should also be made for model uncertainty.
This process should be extended from the
2.2. Outline of Reliability Procedures inclusive basis of design to the partitioned
The reliability models under consideration here treatment of actions and structural resistance.
are limited to those from which quantitative Allowance can thereby be made for the specific
design parameters are derived. The models and characteristics of the respective actions, materials
design procedures are nevertheless directly and structural types, whilst unified consistency is
coupled to the scheme of measures with the maintained with the overall performance levels
nature of reliability management, such as the derived from the basis of design.
prerequisites for competence and quality

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12th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP12
Vancouver, Canada, July 12-15, 2015

3. RELIABILITY PRINCIPLES variables (particularly the variable and accidental


actions) are related (ISO 2394, 1998).
3.1. General In some cases the reference period coincides
Reliability and risk-based semi-probabilistic with the design working life, but it may not
design, as presented in ISO 2394 (1989) and always be so. For example, the reliability of a
implemented in EN 1990 (2002), include the structure with a design service life of 50 years
design value and partial factors methods. The may be verified using data related to the
principles of reliability are presented in general reference period of 1 year. Then the relevant
terms in various references, such as the JCSS target reliability index related to 1 year should be
Probabilistic Model Code (JCSS 2001). greater than the reliability index related to 50
Due to several “safe” assumptions and years. If the design service life coincides with the
simplifications, the operational procedures based reference period, then the target reliability is
on these principles may lead to conservative and almost independent of the number of years
uneconomic design (Holický and Schneider (neglecting discounting). The reliability index for
2001). Moreover, these standards provide only the design service life of 5 years would be almost
vaguely formulated provisions concerning the the same as for 50 years. However, the
target reliability level related to failure characteristics of time variant basic variables will
consequences, relative costs of safety measures, be dependent on the design working life.
reference periods and to the working design life. Probabilistic reliability methods are based
Two equivalent indicators of reliability level on the comparison of the failure probability pf
are used in general: the failure probability pf and with its target value pt or the reliability index 
the reliability index . Their mutual relationship with its target value t. It is generally required to
can be expressed as design the structure in such a way that the
pf = Φ(–) (3.1) determined level of reliability is close to the
target values.
Hereafter Φ denotes the standardized normal
The target values of the reliability index t
distribution. The reliability index  is more given in ISO 2394 (1998) and EN 1990 (2002)
frequently used in standards, as its numerical were derived mainly from previous reliability
values are more convenient than the values of the studies of structural members made from
failure probability pf. different materials. However, the obtained
3.2. Target reliability level reliability indices depend on many factors (the
The target reliability level depends primarily on type of component, loading conditions and
the consequences of failure and the relative costs structural materials) and, consequently, have a
of safety measures. The last parameter will be great scatter. It is also known that the results of
further analyzed in this contribution. When any reliability study are significantly dependent
discussing the target reliability, the design on the assumed theoretical models used to
working life should be distinguished from the describe the basic variables (Holický 2009).
reference period. The design working (service) Another possibility for specifying the target
life is understood as the assumed period for reliability index, or the target failure probability,
which a structure or a structural member is to be is the economic optimization (Rackwitz 2000),
used for its intended purpose with anticipated Holický and Retief (2011) and Holický (2014),
maintenance, but without a substantial repair or requirement for human safety from the
being necessary. The reference period is used as individual or social point of view, when the
a basis for reliability verification. It is the period expected number of fatalities is taken into
of time to which properties of all the basic account (Fisher et al 2012). Commonly, the
lethal accident rate of 10–6 per year, which

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12th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP12
Vancouver, Canada, July 12-15, 2015

corresponds to the reliability index t,1 = 4.7, is dependence) then t,1 = t,n is independent of the
accepted by some codes. This value corresponds reference period n.
to the target reliability index accepted in EN
1990 (2002) for an ultimate limit state associated 3.3. The design value method
with medium consequences of failure, and for the The design value method, also called the “semi-
reference period of one year, n = 1. probabilistic method” (in EN 1990 2002), is a
The reliability index t,n for a reference very important step from probabilistic design
period of n years and an independence period of methods toward operational partial factors
k years (k < n) may be then approximated as methods. The design value method is directly
linked to the basic principle, according to which
(t,n) = [(t,1)]n/k (3.2) it should be verified that no limit state is
Figure 3.1 shows the variation of t,n with t,1 for exceeded when the design values of all basic
n = 5, 25, 50 and 100. Variation of t,n with n for variables are used in the models of structural
resistance R and action effect S. Thus, if the
t,1=4 and k =1, 5 and 10 is shown in Figure 3.2.
design values Sd and Rd of S and R are
determined by taking into account the design
values of all basic variables, then a structure is
considered as reliable when
Sd < Rd (3.3)
where the design values Sd and Rd are
symbolically expressed as
Sd = S{Fd1,Fd2,… ad1,ad2,... d1,d2,...} (3.4)
Rd = R{Xd1,Xd2, ... ad1,ad2,... d1,d2,...} (3.5)
Here, S denotes a function describing the action
effect, R a function describing the structural
Figure 3.1: Variation of n with 1 for k =1. resistance, F is a general symbol for actions, X
for material properties, a for geometrical
4.5 properties, and  for model uncertainties. The
βn subscript ‘d’ refers to design values.
4
If only two variables S and R are considered,
k= 10 then the design values Sd and Rd may be found
using the following formulae
3.5 k= 5 P(S > Sd ) = (+S) (3.6)
k= 1 P(R  Rd ) = ( R) (3.7)
3
where  is the target reliability index, S and R,
n with ||  1, are the weight (sensitivity) factors
2.5
0 10 20 30 40 50 determined by the First Order Reliability Method
Figure 3.2: Variation of n with n for 1 = 4 0. (FORM). The sensitivity factor S is negative for
It follows from Equation (3.2) and Figures 3.1, unfavorable actions and action effects, the
3.2 that for n = 50 and k = 1 year (annual resistance sensitivity factor R is positive. In EN
independence) t,50 = 3.0 corresponds 1990 it is recommended to accept the values S =
approximately to t,1 = 4.0, if n=k (full  0.7; R = 0.8.

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12th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP12
Vancouver, Canada, July 12-15, 2015

4. PARTIAL FACTOR METHOD the uncertainty of a welded connection capacity


(about 1.15). Similarly, uncertainty of the
4.1. Design values of basic variables bending moment capacity of a reinforced
The design values of the basic variables, Xd, are concrete beam will be lower than uncertainty of
commonly expressed in terms of the its shear capacity.
characteristic values Xk, i.e. values with a
prescribed or intended probability of being 4.2. Partial factors for time invariant variables
exceeded. The characteristic values describe the Partial factor for resistance m is defined in
basic variable by quantities independent of the Equation (4.1) by fractiles Xk and Xd. Taking into
required design working life and reliability level. account the general expression for fractiles of
The characteristic values Xk are used to random variables, the factor m may be written as
derive the design values Xd through division or
X k  X  u0.05  X 1  u0.05 wX
multiplication by the appropriate partial factors. m   
For material properties X or action F the design Xd  X  u p X 1  u p wX (4.3)
values can be expressed as p  (0.8 )
Xd = Xk/M or for actions Fd = F Fk (4.1) where wX denotes coefficients of variation of X,
where M denotes the partial factor of material u0.05 or up denotes 5%- or p-fractile of the
properties and F the partial factor of action. standardised random variable having the same
Both partial factors M and F are in most cases probability distribution as the resistance X (5%-
greater than 1. The above expressions for the fractile u0.05 is commonly accepted for specifying
design values of actions F and material the characteristic values Xk).
properties X may be modified depending on the Consider a permanent load G (self-weight)
type of verified structural member and with a normal distribution. It is assumed that the
construction material. characteristic value Gk of G is defined as the
Both partial factors M and F should include mean G : Gk = G. The design value Gd is
model uncertainties, which may significantly Gd =GGG =G + 0.7G =G(1+0.7 wG)
affect the reliability of a structure. The partial (4.4)
factor F may be split into the load intensity
uncertainty factor f and model uncertainty factor In Equation (4.4) G denotes the mean, G the
Sd. Similarly, the partial factor M may be split standard deviation, wG the coefficient of
into the material property factor m and variation and G =  0.7 the sensitivity factor.
resistance model uncertainty factor Rd (EN 1990 The partial factor G of G is given as
2002). Generally, it holds that g = Gd / Gk = (1 + 0.7 wG) (4.5)
F = f Sd, M = m Rd (4.2) 4.3. Partial factors for variable loads
Numerical values of both the factors of model A similar procedure as for time-invariant
uncertainty depend on particular conditions and variables can be used for the estimation of the
should be derived from previous experience and partial factors q for variable loads Q. Assuming
available experimental data. The load effect the Gumbel distribution, the characteristic value
factor Sd may be expected within the interval is usually defined as 0.98 fractile of annual
from 1.05 to 1.15. The resistance factor Rd extremes (or extremes related to a certain basic
depends on the construction materials and reference period) and is given by Equation (4.6)
behaviour of the structural member. For and the design value Qd related to the design
example, the uncertainty of the bending capacity working life or other reference period is given by
of a steel beam will be lower (about 1.05) than Equation (4.7)

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12th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP12
Vancouver, Canada, July 12-15, 2015

Qk = Q (1  wQ (0.45 + 0.78 ln(ln(0.98)))) (4.6) partial factor q = 1.32; for the model uncertainty
Sd = 1.05, then from Equation (4.2):
Qd = Q (1  wQ (0.45 – 0.78T ln(N) +
Q = q Sd = 1.321.05 = 1.39  1.4
+ 0.78 ln( ln( (S)))))
–1
(4.7)
In Equations (4.6) and (4.7) commonly assumed
Gumbel distribution is considered (Holický q
2009), Q denotes the mean, wQ the coefficient of 1.8

variation of extreme values of Q determined for T=1.0


the basic reference periods (that is, for example 1
or 5 years), N denotes the ratio of the working
1.6
T=0.8
design life, for example 50 years (or other T=0.6
reference period), and the basic reference period. 1.4

As an example, the period ratio N = 10 (= 50/5) T=0.5


is considered below. Finally, S =  0.7 is the 1.2
sensitivity factor of Q, and T is the time
wQ
sensitivity factor given by the ratio w’Q / wQ
1
,where w’Q denotes the coefficient of variation of 0 0.2 0.4 0.6 0.8

the time-dependent component of Q , and wQ Figure 4.1: Variation of q with the coefficient of
denotes the coefficient of variation of the total Q. variation wQ for the reliability index  = 3.0, N = 50
When Q depends on time-dependent components and T = 0.5, 0.6, 0.8 and 1.0, assuming a Gumbel
only, w’Q = wQ and T = 1. Note that the distribution.
reliability index β in Equation (4.7) is related to
the design working life (for example to the However, Gumbel distribution may be a rather
reference period of 50 years) and not to the basic conservative assumption for wind action as it has
reference period (for example to 1 or 5 years). a relatively high positive skewness (1.14)
The partial factor q of Q is given as (EN enhancing occurrence of great values. If other
1990 2002) distribution with lower skewness was more
q = Qd / Qk (4.8) appropriate, then the partial factor for wind loads
might be lower.
The partial factor q of a variable action Q
defined by Equation (4.8) depends on the 5. APPLIED RELIABILITY BASIS
parameters wQ, S,  (used also in the case of The principles and models presented above
time-invariant basic variables), the partial factor should be used to derive an outline of a standard
of variable actions Q depends also on the period for the reliability basis of design. This is partly
ratio N and on the time sensitivity factor T. based on experience with adaptation of the
Figure 4.1 shows the variation of q with the comprehensive EN 1990 (2002) to SANS 10160-
coefficients of variation wQ for  = 3, assuming a 1 (2011) with its scope limited to buildings.
Gumbel distribution of Q, and the period ratio N The entry point for quantitative reliability
= 50 (the reference period 50 times greater than procedures is the target level of reliability t,n
the basic reference period) and selected time with typical values for t,50 ranging between 3.0
sensitivity factors T. and 3.8. The way in which t,n is adjusted for
Consider wind action, with a coefficient of reference period and reliability classes should be
variation of annual intensities wQ = 0.3: Assume given. Separation into target levels for different
that N = 50 and T = 0.6. For the reliability index standards on actions and resistance is based on
 = 3.0 it follows from Figures 4.1 that the Equations (3.6) and (3.7). Further differentiation

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12th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP12
Vancouver, Canada, July 12-15, 2015

of reliability levels for limit states and design improve unification between separate standards
situations should be provided. for actions and materials; equally important is
Standard practice for the specification of unification from structural steel to geotechnical
basic variables (Xk) should be taken into account design.
when accounting for the reliability properties of Provisions that need to be considered
representative (characteristic) values. Specified include the specification of characteristic values
Xk values should therefore be independent of of basic variables and how these values are
reliability levels, design working life and only be related to specification, testing and quality
dependent on the distribution type and measurement. Differentiation between classes of
variability. failure modes such as ductility, stability,
When the characteristic values of basic composite behavior, connections in terms of
variables are not specified independently as input reliability classes and design situation should be
to the design process, such a specification is also reflected.
included as part of the design process, e.g. by The systematic development of the
specifying for variable actions (Qk) at the p = standardized reliability basis for structural
0.98 annual maximum fractile. For geotechnical resistance can be based on how EN 1990 (2002)
strength properties fractile values for the mean or relates to the Eurocode standards for the
extreme value should be specified, depending on respective materials and the way in which the fib
whether global or local failure modes are Model Code 2010 (Bigaj-van Vliet &
considered. Vrouwenvelder 2013) treats this topic.
The formulation of action combination
schemes for the various design situations 6. CONCLUSIONS
represents a key element in the reliability basis of Within the extensive value chain of standardized
design. This scheme ties together the respective reliability-based design procedures (JCSS-PMC,
combinations of permanent, variable and ISO 2394, EN 1990/CSA S408/SANS 10160-1),
accidental actions and the associated expressions dedicated reliability models will advance the
of resistance for the specified design situations. implementation of quantitative reliability based
A combination of EN 1990 Equations design. This should further complement the
6.10(a&b) could serve as the fundamental an extensive role of judgment-based prerequisites
action combination scheme. Design formats can and requirements which are conceptually based
be derived by adaptation and simplification in on principles of reliability.
terms of the partial factors (γG,i; γQ,i) and Standardization of the structural design is
combination factors (ξ; ψ0,i). The three schemes unavoidably based on the probabilistic theory of
allowed by EN 1990 and one by SANS 10160-1 structural reliability. In particularly the First
can all be derived from Equation (5.1) for the Order Reliability Method (FORM) can be
permanent (Gk,i) and variable (Qk,i) actions. effectively used for estimating the reliability
elements used in various forms of the partial
∑ 𝜉𝛾𝐺,𝑖 𝐺𝑘,𝑖 + 𝛾𝑄,1 𝜓0,1 𝑄𝑘,1 + ∑ 𝛾𝑄,𝑖 𝜓0,𝑖 𝑄𝑘,𝑖 factor method. It provides operational techniques
𝑖>1 for estimating the design points, partial and
(5.1) reduction factors and for calibration procedures.
For resistance an equivalent treatment to that of However, present standards based on partial
actions is required. The general principles of factor methods are often conservative due to
reliability given in ISO 2394 (1998 & 2914) various “safe” assumptions and simplifications.
should be developed to provide a common basis Consequently, application of these standards may
for the various structural materials and the lead to rather uneconomical structures. Present
diverse set of failure modes. This should provide standards are also difficult to use for the design
of structures having unusual requirements

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12th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP12
Vancouver, Canada, July 12-15, 2015

concerning reliability and design working life. Gulvanessian H, Calgaro J-A, Holický M (2002).
Operational procedures applicable by practicing Designer’s Guide to EN 1990 Eurocode
designers are needed. Basis of Structural Design. Thomas
An important aspect thereby is the Telford.
suitability of theoretical probabilistic models for Holický M. (2009). Reliability analysis for
time- variant actions. Using the traditional structural design. SUN MeDIA
Gumbel distribution to describe variable actions Stellenbosch, ZA, ISBN 978-1-920338-11-
may lead to an overestimation of the resulting 4, 199 pages.
design values (particularly for imposed load and Holický, M. and Retief, J. (2011). Theoretical
climatic actions) and excessive (unrealistic high) Basis of the Target Reliability. In: 9th
partial factors. International Probabilistic Workshop.
Furthermore, the specification of various Braunschweig: Technische Universität, pp.
reliability elements in the standards for structures 91-101. ISBN 978-3-89288-201-5.
is always partly based on tradition and past Holický M. (2014) Optimum reliability levels for
experience. Such an approach is fully justified structures, 2nd International Conference on
for climatic actions and traditionally-used Vulnerability and Risk Analysis and
construction materials. Consequently, it might Management (ICVRAM2014), 13 - 16 July
lead to considerably diverse reliability elements 2014, University of Liverpool, UK,
being used in different countries. That is why a Michael Beer, Ivan S.K. Au & Jim W. Hall
number of reliability elements and parameters in (editors)
the present standards differ and are open Holický M. and Schneider J. (2001). “Structural
according to national choice. Here, again, the Design and Reliability Benchmark Study”,
theory of structural reliability may be an In.: Safety, Risk and Reliability – Trends
extremely useful tool to clarify different views. in Engineering, International Conference in
Malta, ISBN 3-85748-102-4, pp. 929-938.
7. REFERENCES ISO 2394 (1998), FDIS (2014). General
AIJ (2004) Recommendations of Design Loads principles on reliability for structures.
on Structures by Architectural Institute of International Organization for Standard-
Japan ization, Geneva, Switzerland, 73 pages.
ASCE-7 (2010) Minimum Design Loads for ISO 22111 (2007). Bases for design of structures
Buildings and Other Structures. – General requirements. International
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Actions, Part 0: General Principles Switzerland, 23 pages.
Bigaj-van Vliet, A., Vrouwenvelder, A. (2013) JCSS (1996). Background Documentation –
Reliability in the performance-based Eurocode 1 Project Team Eurocode 1.1,
concept of fib Model Code 2010. ECCS, Brussels. 200 pages.
Structural Concrete V 14 No 4, 309-319. JCSS (2001). Joint Committee for Structural
CSA S408 (2011). Guidelines for the Safety. Probabilistic Model Code, ISBN
development of limit states design 978-3-909386-79-6
standards. Canadian Standards Rackwitz, R. (2000), Optimization — the basis of
Association, 62 pages. code-making and reliability verification.
EN 1990 (2002) Eurocode: Basis of structural Structural Safety, 22(1): p. 27-60.
design, CEN, Brussels. 114 pages. SANS 10160-1 (2011). Basis of structural
Fischer, K., Barnardo-Viljoen, C., and Faber, M., design. South African Bureau of Standards,
H. (2012). Deriving target reliabilities from Pretoria, South Africa. 82 pages.
the LQI, LQI Symposium in Kgs. Lyngby,
Denmark.

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