Perturbed-Law based sensitivity Indices for sensitivity analysis in structural reliability

In the field of sensitivity analysis of model outputs, the most popular methods are those based on the variance decomposition of the output, such as the Sobol’ indices, as they allow defining easy-to-interpret indices measuring the contribution of each input variable to the overall output dispersion. However, these indices are not adapted to the analysis of the impact of inputs on output quantities characterizing extreme events, such as a failure probability, a quantile or a failure domain.