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7th International Conference on Reliability of Materials and Structures (RELMAS 2008). June 17 - 20, 2008 ; Saint Petersburg, Russia. pp 354-358. Reprint with corrections in red Introduction Analysis of advanced structures working under extreme heavy loading such as nuclear power plants and piping system should take into account the randomness of loading, geometrical and material parameters. The existing reliability are restricted mostly to the elastic working regime, e.g. allowable local stresses. Development of the limit and shakedown reliability-based analysis and design methods, exploiting potential of the shakedown working regime, is highly needed. In this paper the application of a new algorithm of probabilistic limit and shakedown analysis for shell structures is presented, in which the loading and strength of the material as well as the thickness of the shell are considered as random variables. The reliability analysis problems may be efficiently solved by using a system combining the available FE codes, a deterministic limit and shakedown analysis, and the First and Second Order Reliability Methods (FORM/SORM). Non-linear sensitivity analyses are obtained directly from the solution of the deterministic problem without extra computational costs.