Basically, engineering structures are required to satisfy predefined performance targets such as successfully resisting external load actions. Due to the randomness nature of both the structure l property and the external attacks, however, the “absolute safety” of a structure cannot be achieved in engineering practice. Rather, the practical strategy is to control the probability of violating the performance requirements (e.g., structural safety) under an acceptable level. To that end, some probability based approaches are essentially needed to quantify the occurrence possibility of such undesired consequences. Under this context, the mathematical formulation of analytical tools for structural reliability assessment is the topic of this book.