Since the FSE has been introduced, designers have been equipped with tools that allow optimising the performance of structures in fire. Vulnerability assessment, evaluated by stochastic approach has become of increasing interest in the international research, also driven by insurance company needs. The paper shows the application of probabilistic tools for assessing mechanical behaviour at elevated temperature of common structural typologies (i.e. steel, concrete and composite beams with or without axial restraints) at different load levels. The fluid dynamic aspects are included in the statistical analysis, with natural fires selected in order to analyse the influence of the specific fire load and the ventilation condition of the compartment by means of a two-zone model. Results are summarized in fragility curves giving time collapse or maximum displacement limit state attainment. In future, fragility curves could be built for complex structures to provide a tool for insurance companies that allows rapid assessment of structural vulnerability to fire.