Fragility curves (FCs) are key tools for seismic probabilistic safety assessments that are performed at the level of the nuclear power plant (NPP). These statistical methods relate the probabilistic seismic hazard loading at the given site to the required performance of the NPP safety functions. In the present study, we investigate how the tools of non-stationary extreme value analysis can be used to model in a flexible manner the tail behaviour of the engineering demand parameter as a function of the considered intensity measure. We focus the analysis on the dynamic response of an anchored steam line and of a supporting structure under seismic solicitations. The failure criterion is linked to the exceedance of the maximum equivalent stress at a given location of the steam line. A series of three-component ground-motion records (∼300) were applied at the base of the model to perform non-linear time history analyses. The set of numerical results was then used to derive a FC, which relates the failure probability to the variation in peak ground acceleration (PGA). The probabilistic model of the FC is selected via information criteria completed by diagnostics on the residuals, which support the choice of the generalised extreme value (GEV) distribution (instead of the widely used log-normal model). The GEV distribution is here non-stationary, and the relationships of the GEV parameters (location, scale and shape) are established with respect to PGA using smooth non-linear models. The procedure is data-driven, which avoids the introduction of any a priori assumption on the shape or form of these relationships. To account for the uncertainties in the mechanical and geometrical parameters of the structures (elastic stiffness, damping, pipeline thicknesses, etc.), the FC is further constructed by integrating these uncertain parameters. A penalisation procedure is proposed to set to zero the variables of little influence in the smooth non-linear models. This enables us to outline which of these parametric uncertainties have negligible influence on the failure probability as well as the nature of the influence (linear, non-linear, decreasing, increasing, etc.) with respect to each of the GEV parameters.