• Title/Summary/Keyword: 복합분포

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New composite distributions for insurance claim sizes (보험 청구액에 대한 새로운 복합분포)

  • Jung, Daehyeon;Lee, Jiyeon
    • The Korean Journal of Applied Statistics
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    • v.30 no.3
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    • pp.363-376
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    • 2017
  • The insurance market is saturated and its growth engine is exhausted; consequently, the insurance industry is now in a low growth period with insurance companies that face a fierce competitive environment. In such a situation, it will be an important issue to find the probability distributions that can explain the flow of insurance claims, which are the basis of the actuarial calculation of the insurance product. Insurance claims are generally known to be well fitted by lognormal distributions or Pareto distributions biased to the left with a thick tail. In recent years, skew normal distributions or skew t distributions have been considered reasonable distributions for describing insurance claims. Cooray and Ananda (2005) proposed a composite lognormal-Pareto distribution that has the advantages of both lognormal and Pareto distributions and they also showed the composite distribution has a higher fitness than single distributions. In this paper, we introduce new composite distributions based on skew normal distributions or skew t distributions and apply them to Danish fire insurance claim data and US indemnity loss data to compare their performance with the other composite distributions and single distributions.

An Approach for the Estimation of Mixture Distribution Parameters Using EM Algorithm (복합확률분포의 파라메타 추정을 위한 EM 알고리즘의 적용 연구)

  • Daeyoung Shim;SangGu Kim
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.22 no.4
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    • pp.35-47
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    • 2023
  • Various single probability distributions have been used to represent time headway distributions. However, it has often been difficult to explain the time headway distribution as a single probability distribution on site. This study used the EM algorithm, which is one of the maximum likelihood estimations, for the parameters of combined mixture distributions with a certain relationship between two normal distributions for the time headway of vehicles. The time headway distribution of vehicle arrival is difficult to represent well with previously known single probability distributions. But as a result of this analysis, it can be represented by estimating the parameters of the mixture probability distribution using the EM algorithm. The result of a goodness-of-fit test was statistically significant at a significance level of 1%, which proves the reliability of parameter estimation of the mixture probability distribution using the EM algorithm.

Effects of Specimen Geometry on Stress Distribution in Sandwich Specimen Under Combined Loads (복합하중을 받는 샌드위치 시편의 응력분포에 미치는 시편 형상의 영향)

  • Park, Su-Kyeong;Hong, Sung-Tae
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.34 no.11
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    • pp.1587-1592
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    • 2010
  • The effects of specimen geometry and loading conditions on the stress distribution in a sandwich specimen under combined loads are investigated by elastic finite element analysis. A commercial software NASTRAN is used in plain-strain two-dimensional finite element analysis of sandwich specimens; the analysis was performed for three different specimen shape factors and four different combined displacement conditions. The results of computational analysis suggest that the effect of the combined displacement angle, which is defined as the ratio of the shear displacement to the normal displacement, on the size of the non-homogeneous stress distribution is observed only in the case of the shear stress and von Mises stress. Also as the combined displacement angle increases, the size of the nonhomogeneous stress distribution decreases in the case of the shear stress and increases in the case of the von Mises stress. In addition, as the specimen shape factor, which is defined as the ratio of the specimen length to the height, increases, the size of the non-homogeneous stress distribution under combined displacement conditions decreases significantly.

A Basic Design and Characterization on Composite Bone Plate for Bone Fracture Healing (골절 치료를 위한 복합재료 고정판 기초 설계 및 특성 평가)

  • Kim, Ju-Ho;Chang, Seung-Hwan
    • Composites Research
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    • v.20 no.5
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    • pp.7-12
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    • 2007
  • This paper aims to enhance the efficiency of bone fracture healing with bone plate made of fiber reinforced composite materials. The composite bone plate was designed as the same dimension and shape as the existing stainless steel bone plate. To find out the appropriate stacking sequence of the composite bone plate the variations of strain distributions were calculated using FE analysis when the bone plates were applied to the fracture site. From the analysis result it was found that the composite bone plate whose Young's modulus is lower than that of metal bone plate gave more uniform strain distribution and provided appropriate condition for callus formation and its development.

Probabilistic Fiber Strength of Composite Pressure Vessel (복합재 압력용기의 확률 섬유 강도)

  • 황태경;홍창선;김천곤
    • Composites Research
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    • v.16 no.6
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    • pp.1-9
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    • 2003
  • In this paper, probabilistic failure analysis based on Weibull distribution function is proposed to predict the fiber strength of composite pressure vessel. And, experimental tests were performed using fiber strand specimens, unidirectional laminate specimens and composite pressure vessels to confirm the volumetric size effect on the fiber strength. As an analytical method, the Weibull weakest link model and the sequential multi-step failure model are considered and mutually compared. The volumetric size effect shows the clearly observed tendency towards fiber strength degradation with increasing stressed volume. Good agreement of fiber strength distribution was shown between test data and predicted results for unidirectional laminate and hoop ply in pressure vessel. The site effect on fiber strength depends on material and processing factors, the reduction of fiber strength due to the stressed volume shows different values according to the variation of material and processing conditions.

Prediction of Laminate Composite Strength Using Probabilistic Approach (확률분포를 이용한 복합재료의 강도예측)

  • 조영준;강태진;이경우
    • Composites Research
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    • v.13 no.1
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    • pp.33-39
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    • 2000
  • A numerical approach for predicting the ultimate strength of laminate composites has been studied using the Weibull distribution of the strengths of lamina plies. The probabilistic initial failure strengths of laminates were calculated using Tsai-Hill failure criterion. The ultimate strength of the laminate composites has been predicted using progressive failure analysis. The experimental results show that the strength prediction based on the Weibull distribution of ply strength reasonably agrees well with the experimentals better than equal strength assumption.

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physical Properties of Sheath-Core Fibers of Polypropylene and Titanium Dioxide Filled Polypropylene (폴리프로필렌 이산화티타늄 첨가 폴리플로필렌의 이성분 복합섬유의 물리적 성질)

  • 한성수
    • The Korean Journal of Rheology
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    • v.6 no.2
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    • pp.147-156
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    • 1994
  • 폴리프로필렌 이산화티타늄 첨가 폴리프로필렌을 심초형 복합 방사하여 첨가제를 섬유의 중심부분, 또 표면부분에 차별분포시켰다. TiO2의 함량이 증가함에 따라 점도(η)와 저장탄성계수(G')는 증가하였다. 전자현미경으로 파단면의 모폴로지를 관찰한 결과 TiO2와 함량이 증가함에 따라 감소하는 경향을 보였다. TiO2의 함량 증가에 따라 강력, 절단신도, 그리고 탄성계수는 감소하였다. 복합방사한 섬유의 TiO2 함량이 2% 미만일 때는 homo PP 보다 강력이 좋아졌다. 복합 섬유의 탄성계수는 중심부에 homo PP가 분포한 경우가 더 컸 고 강력과절단 신도는 중심부에 filled PP가 분포한 경우가 더 컸다.

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제어봉 낙하 반응도 측정에서 중성자원, 감마, 중성자 분포 함수의 복합적인 영향 분석

  • 전병진;박상준;이지복
    • Proceedings of the Korean Nuclear Society Conference
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    • 1997.10a
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    • pp.251-258
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    • 1997
  • 임계 근처에서 반응도 미터로 계단식 반응도 변화를 측정할 때는 중성자원과 감마의 영향 하에서도 정확한 반응도를 결정할 수 있으며, 중성자원과 감마를 측정할 수도 있다. 중성자원과 감마의 영향은 없으나 중성자 분포 함수만 변하는 경우에는 계산으로 예측한 분포 함수의 변화로 측정된 중성자 신호를 보정하여 반응도를 예측할 수 있다. 그러나 중성자원, 감마, 분포 함수가 복합적으로 작용하는 경우에 대하여는 이러한 방법을 적용할 수 없다. 이 매 중성자원과 감마의 영향만 있는 경우에 적용하는 방법을 쓰면 분포 함수의 변화가 측정 결과에 어떤 영향을 미치는지 분석하였다. 그 결과 분포 함수의 변화도 어느 정도 측정이 가능하며, 계산으로 예측하는 분포 함수의 변화로 측정 결과를 단순 보정하여 실제 반응도를 예측할 수 있는 것으로 나타났다.

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Nonlinear Analysis of Adhesive Tubular Joints with Composite Adherends subject to Torsion (비틀림 하중을 받는 복합재료 튜브형 접합부의 비선형 해석)

  • Oh Je-Hoon
    • Composites Research
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    • v.19 no.3
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    • pp.29-36
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    • 2006
  • Since composite materials have anisotropic properties that depend on their stacking angle and sequence, the analysis of joints with isotropic adherends is limited in describing the behavior of the adhesive Joint with composite adherends. In this study, the nonlinear solution for adhesive joints with composite adherends was derived by incorporating the nonlinear behavior of the adhesive into the analysis. The behavior of the laminated composite tube was first analyzed, and the stress distributions of the composite tubular adhesive joint were calculated by including the nonlinear properties of the adhesive. The effect of the stacking sequence of composite adherends and bonding length on torque capacities of joints was examined, and results of the nonlinear analysis were also compared with those of the linear analysis.

Effects of 12-Week Complex Training Program on Foot-Pressure Patterns of the Elderly Women (12주간 복합운동이 여성 노인의 족저압력에 미치는 영향)

  • Lee, Joong-Sook;Yang, Jeong-Ok;Lee, Bom-Jin;Park, Sang-Mook
    • Korean Journal of Applied Biomechanics
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    • v.19 no.1
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    • pp.117-126
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    • 2009
  • The purpose of this study was to investigate the effects of 12-week complex training program on foot pressure patterns of the elderly women. The training program consisted of aerobic exercise and muscular training for 12 weeks. Two stages of walking were given to the participants before and after treatment: (a) straight walking; and (b) turn at $45^{\circ}$ while walking. Data related to foot-pressure distribution(FPD) while walking were collected from each stage and analyzed. Results indicated that in both stage of walking, the mean of the foot pressure(FP) was significantly reduced after the participation in the program. Results also revealed that in all stages, the patterns of the FPD and the center of pressure(COP) were widely lower and more stable. Based on the results of this study, it was concluded that participating in a 12-week complex program bas impact on the gait patterns of the elderly women, reducing the foot pressure on their shoes.