• The Korean Journal of Financial Studies
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• v.3 no.1
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• pp.115-140
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• 1996

이 논문(論文)은 효용함수가 감소절대위험회피(DARA)와 일정상대위험회피(CRRA)의 성격을 갖는 멱함수라는 가정 하에 투자자의 상대위험외피계수(相對危險回避係數)를 추정하였으며 추정된 상대위험회피계수를 이용하여 효용기준 자산가격결정모형의 기대수익률과 위험의 선형관계를 실증적으로 분석하였다. 상대위험회피계수(相對危險回避係數)(RRA)는 실제 소비자료를 이용하는 방법과 시장수익률을 이용하는 두 가지 방법에 의해 추정하였다. 실증적(實證的) 연구결과(硏究結果), 첫째 한국증권시장에서 투자자의 상대위험회피계수는 3과 4 사이에 존재하는 것으로 나타나 투자자의 효용함수가 멱함수 형태임이 확인되었다. 둘째 효용함수를 멱함수 이외 다른 2개 (2차형 함수, 대수함수)의 함수로 가정하고 효용기준 자산가격결정모형을 검증한 결과 멱함수 하에서만 자산의 기대수익률과 위험간에는 선형관계(線形關係)가 성립하는 것으로 나타났다.

• Proceedings of the Korean Institute of Navigation and Port Research Conference
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• 2016.05a
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• pp.294-296
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• 2016

VTSO(Vessel Traffic Service Operator)는 양 선박의 충돌위험 정도를 판단할 때, 선박들의 침로와 속력, DCPA(Distance to CPA)와 TCPA(Time to CPA) 그리고 양 선박의 조우상황 등을 종합적으로 고려한다. 이에 본 연구에서는 VTS관점에서 선박충돌 위험도를 구하기 위하여 CPA에서의 양 선박 상대방위에 따른 조우상황 위험도와 선박의 길이를 고려한 양 선박의 범퍼영역에 대한 근접 위험도를 이용하여 두 선박의 다양한 교차상황에 따른 선박 충돌위험 값을 비교하였다.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.16 no.2
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• pp.1036-1044
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• 2015

This paper estimates the relative risk aversion coefficients of apple farmers. Two hypothetical situations are designed and two-stage questionnaires are conducted for each situation. A utility function that has constant relative risk aversion was used, and it was assumed that the relative risk aversion coefficients follow a log-normal distribution. To reduce the hypothetical bias, the data was collected from repetitive questions. As a result, the mean and standard deviation of the relative risk aversion coefficients of apple farmers was 10.915 and 7.516, respectively. The relative risk aversion coefficients conditional on a survey response in each category were also measured. These findings can be used as parameters to analyze the effects of risk management tools.

• The Korean Journal of Applied Statistics
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• v.35 no.5
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• pp.619-629
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• 2022

The five major violent crimes including murder, robbery, rape·forced indecent act, theft, and violence are representative crimes that threaten the safety of members of society and occur frequently in real life. These crimes have negative effects such as lowering the quality of citizens' life. In the case of Seoul, the capital of Korea, the risk for the five major violent crimes is increasing because the population density of Seoul is increasing as a large number of people in the provinces move to Seoul. In this study, to reduce this risk, the relative risk for the occurrence of the five major violent crimes in Seoul is modeled using three spatio-temporal models. In addition, various risk factors are included to identify factors that significantly affect the relative risk of the five major violent crimes. The best model is selected in terms of the deviance information criterion, and the analysis results including various visualizations for the best model are provided. This study will help to establish efficient strategies to sustain people's safe everyday living by analyzing important risk factors affecting the risk of the five major violent crimes and the relative risk of each region.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.44 no.1
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• pp.12-22
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• 2016

Lidar-based hazard avoidance landing system for lunar lander calculates hazard cost with respect to the desired local landing area in order to identify hazard and designate safe landing point where the cost is minimum basically using slope and roughness of the landing area. In this case, if the parameters are only considered, chosen landing target can be designated near hazard threatening the lander. In order to solve this problem and select optimal safe landing point, hazard cost based on relative distance to hazard should not be considered as well as cost based on terrain parameters. In this paper, the effect of hazard cost based on relative distance to hazard on safe landing performance was analyzed and it was confirmed that landing site designation with two relative distances to hazard results in the best safe landing performance by an experiment using three-dimensional depth camera.

• Journal of Navigation and Port Research
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• v.28 no.1
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• pp.1-8
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• 2004

The final goal of this research is to establish the relative dangerousness D/B for factors on seakeeping performance. This D/B is, essential to develope the seakeeping performance evaluation system built-on-ship. The system is composed of the apparatus for measuring a vertical acceleration to be generated by the ship's motions, computer for calculating the synthetic seakeeping performance index and monitor for displaying the evaluating diagram of navigational safety of ship. In this paper, a methodology on the establishment of the relative dangerousness D/B for factors on seakeeping performance is presented by a numerical simulations, playing an important role on the algorithm of the program for calculating the synthetic seakeeping performance index. Finally, It is investigated whether the relative dangerousness D/B can be realized an accurate values according to the loading conditions, weather conditions, wave directions and present ship's speed of a model ship.

• Proceedings of the Korean Society of Disaster Information Conference
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• 2017.11a
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• pp.205-206
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• 2017

도로교통공단 교통사고 분석시스템(TAAS)에 따르면 2016년 기준 전체사고의 약 11%가 고령운전자 사고이며, 고령운전자 사고로 인한 사망자수는 759명에 달한다. 본 연구에서는 고령운전자의 신체적 특징을 감안하여 전기(65세~74세), 중기(75세~84세), 후기(85세 이후)로 나누고 로지스틱 회귀분석을 이용하여 고령운전자의 연령대별 사고특성과 사망사고에 영향을 미치는 요인을 파악하고 그 특성을 고려한 안전대책을 제시하고자 하였다. 분석결과 차량단독사고일 때 고령자 전 연령대에서 사고위험도가 높게 나타났으며, 도로이탈로 인한 사고인 경우 다른 사고요인에 비해 위험도가 높게 나타났다. 사고원인별로 살펴보면 안전운전의무 불이행, 중앙선침범으로 인한 사고인 경우가 높았으며, 기상상태별로 볼 때 전기고령자에서 중기, 후기 고령자로 갈수록 흐릴 때의 사고위험도가 높아지는 것으로 나타났다.

• Journal of the Korean Data and Information Science Society
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• v.20 no.2
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• pp.349-356
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• 2009

In this study, we suggest the estimation method of the relative risk for the unemployment statistics of a small area such as si, gun, gu in Korea. The considered method are the usual pooled estimator, weighted estimator with the inverse of log-variance as weights, and the Jackknife estimator. And we compare with the efficiency of the three estimators by estimating the bias and mean square errors using real data from the 2002 Economically Active Population Survey of Gyeonggi-do. We compute the unemployed rate of male and female in small areas, and then estimate the common relative risk for the unemployed rate between male and female. Also, the stability and reliability of the three estimators for the common relative risk was evaluated using the RB(relative bias) and the RRMSE(relative root mean square error) of these estimators. Finally, the Jackknife estimator turned out to be much more efficient than the other estimators.

• Journal of the Institute of Convergence Signal Processing
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• v.8 no.2
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• pp.98-105
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• 2007

In this paper, we propose the method and system which determines the condition for safe and unsafe lane changing. To determine the condition, first, the system sets up the Region of Interest(ROI) on the neighboring lane. Second, a dangerous vehicle is extracted during the line changing. Third, the condition is determined to wm or not by calculating the moving direction, relative distance md relative velocity. To set up the ROI, the only one side lane is detected and the interested region is expanded. Using the coordinate transformation method, the accuracy of the ROI raised. To correctly extract the vehicle on the neighboring lane, the Adaptive Background Update method and Image Segmentation method which uses the feature of the travelling road are used. The object which is extracted by the dangerous vehicle is calculated the relative distance, the relative velocity and the moving average. And then in order to ring, the direction of the vehicle and the condition for safe and unsafe is determined. As minimizes the interested region and uses the feature of the travelling road, the computational quantity is reduced and the accuracy is raised and a stable result on a travelling road images which demands a high speed calculation is showed.

• Journal of Radiation Protection and Research
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• v.24 no.3
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• pp.131-142
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• 1999

By using the Korean demographic data and the modified relative risk projection model given in the Committee on the Biological Effect of Ionizing Radiation (BEIR) report-V under the U.S. National Academy of Science, the radiogenic excess risk in Korean population has been evaluated. On the basis of this risk, a safety goal for the safe operation of domestic nuclear power plants has been further derived in terms of personal dose. The baseline risk of death due to all causes in Korea and the trivial risk level, which the society considers safe, were estimated to be $5.2{\times}10^{-3}$ and $5.2{\times}10^{-6}$, respectively. The radiogenic excess cancer risk in Korea has been estimated to be $5.2{\times}10^{-3}$ for tie case of acute exposure to 0.1 Gy and $3.7{\times}10^{-3}$ for the case of chronic lifetime exposure to 1.0 mGy/y. On the basis of these risks estimate, the resulting safety goal for one year opeation of a reactor was 0.05 mSv, which is quite identical with the ALARA guideline prescribed by the USNRC in the Appendix I, 10CFR50.