• Title/Summary/Keyword: 불량율

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Nonparametric homogeneity tests of two distributions for credit rating model validation (신용평가모형에서 두 분포함수의 동일성 검정을 위한 비모수적인 검정방법)

  • Hong, Chong-Sun;Kim, Ji-Hoon
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.2
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    • pp.261-272
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    • 2009
  • Kolmogorov-Smirnov (K-S) statistic has been widely used for testing homogeneity of two distributions in the credit rating models. Joseph (2005) used K-S statistic to obtain validation criteria which is most well-known. There are other homogeneity test statistics such as the Cramer-von Mises, Anderson-Darling, and Watson statistics. In this paper, these statistics are introduced and applied to obtain criterion of these statistics by extending Joseph (2005)'s work. Another set of alternative criterion is suggested according to various sample sizes, type a error rates, and the ratios of bads and goods by using the simulated data under the similar situation as real credit rating data. We compare and explore among Joseph's criteria and two sets of the proposed criterion and discuss their applications.

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Criterion of Test Statistics for Validation in Credit Rating Model (신용평가모형에서 타당성검증 통계량들의 판단기준)

  • Park, Yong-Seok;Hong, Chong-Sun;Lim, Han-Seung
    • Communications for Statistical Applications and Methods
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    • v.16 no.2
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    • pp.239-347
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    • 2009
  • This paper presents Kolmogorov-Smirnov, mean difference, AUROC and AR, four well known statistics that have been widely used for evaluating the discriminatory power of credit rating models. Criteria for these statistics are determined by the value of mean difference under the assumption of normality and equal standard deviation. Alternative criteria are proposed through the simulations according to various sample sizes, type II error rates, and the ratio of bads, also we suggest the meaning of statistic on the basis of discriminatory power. Finally we make a comparative study of the currently used guidelines and simulated results.

A Study on Developing Building Fire Risk Assessment Model and Its Application in Nonlife Insurer's (손해보험회사의 건물의 화재위험도 평가 모형개발과 적용기법에 관한 연구)

  • Kim, Yong-Dal;Yoon, Myong-O
    • Proceedings of the Korea Institute of Fire Science and Engineering Conference
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    • 2010.10a
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    • pp.52-62
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    • 2010
  • 우리나라 손해보험 업계의 경영실적을 보면 2003년부터 2007까지 5년간 연평균 1조 1,130억원의 당기순이익이 발생하였으나 이는 투자이익에 기인한 것이고 손해보험사업 본업인 보험영업 손익에 있어서는 연평균 5,218억원의 손실을 기록하고 있다. 이와 같이 손실이 발생한 원인은 손해율 증감에 따른 보험요율의 조정미흡, 손해율상승 및 사업비 증가 등의 요인이 있으나 근본적인 요인은 해외 출수재의 불균등과 과다한 해외출재로 인한 수지차의 역조현상에 기인하고 있다. 특히 화재위험을 담보하고 있는 보험상품인 화재보험과 재산종합보험의 출재보험료는 약3,670억원으로써 전체 해외출재보험료에서 가장 높은 30.8%를 차지하고 있다. 이는 방재기술(Loss Control)의 활용미흡과 방재기술에 근간을 두고 있지 못한 보험인수 정책 즉 언더라이팅(Underwriting)기법의 낙후 때문이라고 할 수 있다. 따라서 전통적인 보험 상품인 화재보험에서 보험인수시 물건의 위험도를 측정할 수 있는 화재위험도 평가기법이 필요하고 이를 근간으로 위험을 인수하고 보유의 규모를 결정할 수 있는 체계의 구축이 필요한 실정이다. 이에 본 연구에서는 특정물건의 화재보험 인수과정에서 건물에 내재된 잠재 화재위험의 고저 또는 양 불량을 판정할 수 있는 화재위험도 평가 모형을 개발한 후 이 평가 모형에서 산출된 화재위험도보유계수를 활용하여 보유금액을 결정할 수 있는 보험인수 모형을 도출 하였다.

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Stimulation Effect of Early Growth in Crops by Low Dose Radiation (저선량 방사선에 의한 작물 초기생육 촉진효과)

  • Kim, Jae-Sung;Song, Hi-Sup;Kim, Jin-Kyu;Lee, Young-Keun;Lee, Young-Bok
    • Korean Journal of Environmental Agriculture
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    • v.17 no.2
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    • pp.156-159
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    • 1998
  • Germination rate and early growth in crop such as rice,soybean,and perilla were observed after irradiation of $^{\gamma}$-ray (Co-60) in order to determine the effects of low does radiation. The low dose radiation was able to improve the early growth in crops and their agricultural charaters. Germination rate of 2Gy-irradiatied rice seeds was high and also were seeding height and fresh weight of the 0.5 Gy-irradiated. Germination rate and early growth of soybean were high in 4Gy-irradiated group. Perilla gew ot so promisingly after after low dose irradiation,however there slightly increasing effects on germination rate, seeding height and fresh weightat 2Gt-, 1Gy-, and 1Gy irradiated group, respectively.

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Effect of Conidial Number and Nutrition on the Germination of Conidia in Septoria glycines (분생포자수 및 영양상태가 대두갈색무늬병균의 분생포자 발아에 미치는 영향)

  • Oh Jeung Haing;Chung Hoo Sup
    • Korean journal of applied entomology
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    • v.23 no.1 s.58
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    • pp.61-67
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    • 1984
  • Conidial germination of Septoria glycines Hemmi, brown spot fungus of soybean, was studied by slide germination test. Poor conidial germination of S. glycines was observed on sterile distilled water, but potato dextrose agar(PDA) and distilled water floated with soybean leaf disc furnished a satisfactory medium for conidial germination. Exogenous supply of carbon source was essential for conidial germination, while phosphorous and potassium were not evident as that for carbon. Soluble starch was the most suitable as a carbon source for conidial germination and followed by D-glucose, D-galactose and lactose in that order. Maximum germination was attained in the $5\times10^{-2}mol$. concentration of glucose. Germination was decreased with increment of conidial concentration and was almost completely suppressed in the density of 10,000 conidia per $mm^2$. It suggested existing a self-inhibitor(s). Non-washed conidia germinated more than washed conidia and this was obvious when the conidia density was over $2\times10^3$ conidia per $mm^2$ on the dry agar block.

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Effects of $GA_3$ on Seed Germination and Seedling Survival Rate of Acanthopanax senticosus Maxim. (가시오갈피의 $GA_3$처리에 따른 종자발아와 유묘생존)

  • Li, Cheng-Hao;Lim, Jung-Dae;Kim, Myong-Jo;Yu, Chang-Yeon
    • Korean Journal of Medicinal Crop Science
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    • v.11 no.3
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    • pp.207-211
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    • 2003
  • This experiment was carried out to investigate the effects of $GA_{3}$ and cold stratification as presown treatments on seed germination, seedling emergence and final survival rate of Acanthopanax senticosus Maxim. Seeds collected 145 days after-ripening period followed by 10 days of cold stratification was effective in promoting germination. Dehisced seeds treated with 500 ppm of $GA_{3}$ for 3 days was also effective in promoting germination. However, seedling emergence rate remained low in both treatment. Seedling emergence rate was higher for seeds germinated in Heungnong-Bio and Klasman-Bio than in vermiculite, perlite, vermiculite-perlite mixture, or sand. After 40 days of cold stratification, seedling emergence was significantly higher in the 500 ppm $GA_{3}$ treatment than nontreatment for both dehisced and non-dehisced seeds. However, for dehisced seeds, $GA_{3}$ treatment before sowing resulted in decreased final seedling survival rate.

Thermal and Ventilative Characteristics of Single-Span Oak Mushroom Production Facility as Affected by Area of Roof Opening and Shading Rates (단동 표고재배시설의 천창면적과 차광율에 따른 온도 및 환기특성)

  • 손정익
    • Journal of Bio-Environment Control
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    • v.9 no.2
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    • pp.120-126
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    • 2000
  • The quality of oak mushoom(Lentinus edodes(Berk) Sing) is sensitively affected by environmental factors, especially moisture by the rain during the growing period. To protect mushrooms from being wet, plastic-covered facilities with side openings are mostly being used. However, the indoor temperature and humidity f the facility without roof opening become higher due to its poor ventilation, and consequently reduce the productivity and quality as well. In this study, we analyzed the ventilation rates and indoor temperatures of improved facilities as affected by the area of roof opening and shading rate by the model. The indoor temperature decreased by more than 2.5$^{\circ}C$ as the shading rate increased from 50% to 90%, and especially the effect of wind speed on indoor temperature was significantly great under as low as 50% of shading rate. The ventilation rate became higher under wind speed of 1~2m.s-1 regardless of the shading rate. As the wind speed increased from 0m.s-1 to 2m.s-1, the indoor temperature decreased by more than 2.$0^{\circ}C$. Moreover, the indoor temperature became lower with increasing roof opening ratio, but showed no significant differences at more than 50% of roof opening ratio. At lower shading rate, the indoor temperature sensitively decreased with increasing area of roof opening. Additionally, we obtained the higher ventilation performance with the area of roof opening more or less equal to side opening, regardless of the wind speed and shading rate.

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Prognostic Significance of Cyclin E and p27 in Stage 1 Non-Small Cell Lung Cancer (제1병기 비소세포폐암에서 Cyclin E와 p27의 발현과 예후)

  • 조봉균;조성래;천봉권
    • Journal of Chest Surgery
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    • v.36 no.1
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    • pp.7-14
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    • 2003
  • Cyclin I plays a pivotal role in the regulation of G1-S transition and could consequently be a deregulated molecule in tumors. The activity of the cdk2-cyclin E complex is increased by degradation of cdk inhibitor p27kip1. Little is known about the expression and prognostic significance of cyclin E and p27 in non-small cell lung cancer(NSCLC). Material and Method: The expression of cyclin E and p27 in eighty-one cases of resected stage I NSCLC tissues and its relation to major clinico-pathological factors, including histology, differentiation, size of tumor, pleural invasion and survival rate were studied and analyzed. Immunohistochemical analysis with monoclonal antibodies specific for cyclin E and p27 were performed by ABC method. Result: Expression rates of cyclin E and p27 in stage I NSCLC tissues were 29.6% and 28.4% respectively. Cyclin E was expressed higher in cases of pleural invasion(p=0.04), and p27 was expressed higher in diameter of tumor less than 3cm(p=0.015). The 5-years survival rate was lower in cases of Positive expression of cyclin E than in cases of negative expression of cyclin E(44.4% vs 68.2%, p=0.015), and the 5-years survival rate was 72.2% in positive expression of p27 and 56.2% in negative expression of p27(p=0.09). The 5-years survival rate was higher in negative expression of cyclin E and positive expression of p27 than in cases of positive expression of cyclin I and negative expression of p27 (73.5% vs 36.3%, p=0.0029). In multivariate analysis, expression of cyclin I was an unfavorable prognostic factor(RR=3.578, p=0.006) and p27 was a favorable prognostic factor(RR=0.183, p=0.019) independently. Conclusion: Cyclin E and p27 may play a pivotal role for the biological behavior of stage I NSCLC, so that the expressions of cyclin I and p27 nay be new prognostic markers.

Presown Seed Treatments to Elevate Seedling Emergence of Codonopsis pilosula $N_{ANNF}$ (만삼의 입묘율 향상을 위한 파종전 종자처리의 모형화)

  • Kang, Jin-Ho;Shim, Young-Do;Jeon, Byong-Sam
    • Korean Journal of Medicinal Crop Science
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    • v.9 no.2
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    • pp.99-107
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    • 2001
  • Germination of Codonopsis pilosula seeds and afterward their seedling emergence have been occasionally very poor due to their dormancy and structural defects. The study was done to determine the treatment effects of priming, $GA_3$, agitation and washing during and after priming, drying and water imbibition after drying on germination of its seeds and then of the successive three combined treatment after priming on the its seedling emergence to model its presown seed treatment. While agitation at the speed of 10 rpm was made or not, priming using $Ca(NO_3)_2$ and $GA_3$ under their different concentrations and light quality illuminated for 12 hours a day were done separately. Then their two best results were compared to determine the better one. Using the above determined best result, washing was done 3 minutes in the tap water or not, and drying of washed seeds was made under 4 different lights, and water imbibition of the dried seeds with differed period were successively done to deduce its presown seed treatment. In the comparison of the best germination rate of priming and $GA_3$, the former showed considerably higher rate than the latter; the priming treatment was done at agitated $Ca(NO_3)_2$ 150 mM solution under darkness or 12 hour red light illumination a day for 2 days. Washing after priming enhanced the rate compared to no-washing. Drying was the best way at which seeds washed were desiccated under $35^{\circ}C$ and 4 hour red light illumination. Water imbibition immediately before sowing must be made for 2 days. Seedling emergence rate was the highest at the seeds from successive 4 treatments, priming, washing, drying and water imbibition before sowing of two others, the priming and washing, or the priming, washing and water imbibition, meaning that its presown seed treatment must follow the procedure of the above 4 successive ones.

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Study on Reproductive and Pork Production Performance for Two-way and Three-way Crosses in Swine (이원교잡종(二元交雜種) 및 삼원교잡종(三元交雜種) 돼지의 산자(産仔) 및 산육능력(産肉能力)에 관(關)한 연구(硏究))

  • Park, Chang Sik;Lee, Kyu Seung
    • Korean Journal of Agricultural Science
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    • v.8 no.1
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    • pp.51-63
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    • 1981
  • The results of a crossbreeding experiment with a total of 315 litters and 325 pigs of Berkshires, Hampshires, Durocs, Landraces, Large Whites, eight different two-breed crosses and twelve different three-breed crosses, produced at Livestock Experiment Station from 1975 through 1979, are summarized as follows. 1. Number born alive per litter was largest in the D♂${\times}$(Lw♂${\times}$L♀) $F_1$ ♀ mating, followed by the D♂${\times}$(H♂${\times}$L♀) $F_1$ mating, and smallest in the Hampshires. The pigs in the 3rd-6th parities had larger litter size at birth than those in other parities. 2. Birth weight of pig was heaviest in L♂${\times}$Lw♀ mating and lightest in the Large White. The total litter weight at birth was heaviest in the D♂${\times}$(Lw♂${\times}$L♀) $F_1$ ♀ mating, followed by D♂${\times}$(H♂${\times}$L♀) $F_1$ ♀ and Lw♂${\times}$L♀ matings, and was smaller in Hampshires and Birkshires. 3. Litter size at weaning was largest in the D♂${\times}$(Lw♂${\times}$L♀) $F_1$ ♀ mating, followed by D♂${\times}$(H♂${\times}$L♀) $F_1$ ♀ and Lw♂${\times}$L♀ matings, and was smaller in Durocs and Hampshires. The pigs in the 3rd-6th parities had larger litter size at weaning than those in other parities. 4. The total litter weight at weaning was heaviest in the D♂${\times}$(Lw♂${\times}$L♀) $F_1$ ♀ mating, followed by H♂${\times}$(Lw♂${\times}$L♀) $F_1$♀ and Lw♂${\times}$L♀ matings, and was lighter in Durocs and Hampshires. The weaning weight of pig was largest in D♂${\times}$(Lw♂${\times}$L♀) $F_1$ ♀ mating and lightest in L♂${\times}$H♀ mating. 5. Survival rate at weaning was highest in L♂${\times}$Lw♀ mating, followed by D♂${\times}$(L♂${\times}$H♀) $F_1$ ♀ and D♂${\times}$(H♂${\times}$L♀) $F_1$ ♀ mating, and was lowest in Durocs. 6. The three-breed cross from D♂${\times}$(H♂${\times}$L♀) $F_1$ ♀ mating had the highest average gain and lowest feed requirement per unit gain, followed by the D♂${\times}$(Lw♂${\times}$L♀) $F_1$ ♀ and H♂${\times}$(Lw♂${\times}$L♀) $F_1$ ♀ matings. The Birkshires and Landraces ranked lowest among the 25 mating groups compared for both of the traits. Males had higher average daily gain than females by about 0.06kg and had lower feed requirement by about 0.14. 7. The three-breed crosses from D♂${\times}$(H♂${\times}$L♀) $F_1$ ♀, D♂${\times}$(Lw♂${\times}$L♀) $F_1$ ♀ and H♂${\times}$(Lw♂${\times}$L♀) $F_1$ ♀ matings reached 90kg body weight at younger age than the other groups. The D♂${\times}$(H♂${\times}$L♀) $F_1$ ♀ group reached 90kg at younger age than the Landrace by 39 days. 8. The dressing percentage and lean meat percentage tended to be higher in H♂${\times}$(Lw♂${\times}$L♀) $F_1$ ♀, H♂${\times}$L♀ and L♂${\times}$B♀ matings compared to the other mating groups. The loin-eye area was largest in the Lw♂${\times}$L♀ mating and smallest in the B♂${\times}$L♀ mating. Males had higher dressing percentage, higher lean meat percentage and lion-eye area than females. The backfat was thinnest in purebred Hampshire and was thickest in B♂${\times}$L♀ mating. 9. The results obtained in this study suggest that the two-breed cross from Lw♂${\times}$L♀ mating, and the three-breed crosses from D♂${\times}$(Lw♂${\times}$L-♀) $F_1$ ♀ and D♂${\times}$(H♂${\times}$L♀) $F_1$♀ matings are superior crossbreds for reproductive and pork prodnction performance.

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