Many important decision and risk analysis problems are complicated by dependencies between input variables. In such cases, standard one-variable-at-a-time sensitivity analysis methods are typically eschewed in favor of fully probabilistic, or n-way, analysis techniques which simultaneously model...

Abstract Modeling the dependence between uncertainties in decision and risk analyses is an important part of the problem structuring process. We focus on situations where correlated uncertainties are discrete, and extend the concept of the copula-based approach for modeling correlated continuous...