The breakdown point is one the central notions to quantify the global
robustness of a procedure. Since its introduction in Hampel (1968), several
variants of this definition have been given in the literature. We propose (yet
another) simple supplementary notion of breakdown point which is useful in
situations where we have no obvious equivariance: Extending the Finite Sample
Breakdown Point (FSBP) of Donoho and Huber (1983), we propose the Expected
Finite Sample Breakdown Point (EFSBP) to produce less configuration-dependent
values while still preserving the finite sample aspect of the former
definition. We illustrate the concept in the case of joint estimation of scale
and shape in a generalized Pareto distribution (GPD).