• The Korean Journal of Financial Studies
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• v.7 no.1
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• pp.119-131
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• 2001

Fama-French(1992)가 미국 주식시장에서 기대수익률 결정요인으로서의 베타의 유용성에 의문을 제기한 이래, 위험의 척도로서 베타가 강력한 도전을 받고 있다. 그러나, Grundy-Malkiel(1996)은 미국 주식시장의 하락장세에서는 베타가 위험의 적절한 척도라는 실증적 증거를 발견하였다. 본 논문에서는 Grundy-Malkiel의 방법론을 이용하여 한국 주식시장의 하락장세에서도 베타가 위험의 적절한 척도인지를 분석하였다. 1980년 1월부터 1996년 12월까지의 주식수익률 자료를 이용하여 실증분석한 결과 베타가 하락장세에서는 위험의 적절한 척도임을 발견하였다.

• The Journal of Engineering Geology
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• v.17 no.2 s.52
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• pp.163-176
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• 2007

Landslides which is one of the major natural hazard is defined as a mass movement of weathered material rock and debris due to gravity and can be triggered by complex mechanism. It causes enormous property damages and losses of human lift directly and indirectly. In order to mitigate landslide risk effectively, a new method is required to develope for better understanding of landslide risk based on the damaged cost produce, investment priority data, etc. In this study, we suggest a new evaluation method for slope stability using risk analysis. 30 slopes including 10 stable slopes, 10 slopes of possible failure and 10 failed slopes along the national and local roads are examined. Risk analysis comprises the hazard analysis and the consequence analysis. Risk scores evaluated by risk analysis show very clear boundaries for each category and are the highest for the failed slopes and the lowest for the stable slopes. The evaluation method for slope stability suggested by this research may define the condition and stability of slope more clearly than other methods suggested by others.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.18 no.4
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• pp.660-668
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• 2017

In this study, we conducted an assessment of the risks posed by the noxious chemicals often handled at the analysis centers of organizations involved in Work Environment Measurement (WEM) using the Chemical Hazard Risk Management (CHARM) system. For this purpose, six organizations involved in WEM located in Seoul and Gyeonggi, which conducted the risk assessment, were selected and, as a result, 29 materials were selected as chemical substances presenting a risk of exposure. In terms of their physical properties, there were 16 liquid and 10 solid materials, and for the special management materials (CMR), the findings were as follows: 'Carcinogenic' 1A - 11 and 1B - 1 (2 - 8); 'Mutagenic' 1A - 4 and 1B - 3 (2 - 8); and 'Repro-toxic' 1A - 0 and 1B - 1 (2 - 6). In the risk estimation, 30.4%, 66.1% and 3.6% of the materials presented 'low', 'average' and 'high' risks, respectively. In addition, two of these six institutions had materials presenting a 'high' risk. This study is significant in that the risk assessment was conducted using CHARM, a chemical substance assessment tool. It is expected that the results will be utilized as the basic data for safety assessment, the establishment of a plan for emergency measures and drawing up a safety management manual, and the institutional and legal management of accidents and risks in the analysis centers of organizations involved in WEM and the management of chemicals by drawing attention to the risks involved.

• Journal of the Institute of Electronics Engineers of Korea CI
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• v.41 no.6
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• pp.13-22
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• 2004

This study proposes a risk analysis methodology for information system security management in which the complexity on the procedure that the existing risk analysis methodology is reduced to the least. The proposed risk analysis methodology is composed of 3 phases as follows: beforehand processing phase, counter measure setting phase, post processing phase. The basic risk analysis phase is a basic security management phase in which fixed items are checked when the information security system is not yet established or a means for the minimum security control is necessary for a short period of time. In the detailed risk analysis phase, elements of asset a vulnerability, and threat are analysed, and using a risk degree production table produced from these elements, the risk degree is classified into 13 cases. In regard to the risk, the 13 types of risk degree will execute physical, administrative, and technical measures through ways such as accepting, rejecting, reducing, and transferring. Also, an evaluation on a remaining risk of information system is performed through a penetration test, and security policy set up and post management phase is to be carried out.

• Journal of the Korean Society of Marine Environment & Safety
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• v.29 no.2
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• pp.238-247
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• 2023

Liquefied petroleum gas (LPG) is an attractive fuel for ships considering its current technology and economic viability. However, safety guidelines for LPG-fueled ships are still under development, and there have been no cases of applying LPG propulsion systems to small and medium-sized ships in Korea. The purpose of this study was to perform an objective risk assessment for the first marine LPG engine system and propose safe operational standards. First, hazard and operability (HAZOP) analysis was used to divide the engine system into five nodes, and 58 hazards were identified. To compensate for the subjectivity of qualitative evaluation using HAZOP analysis, fuzzy set theory was used, and additional risk factors, such as detectability and sensitivity, were included to compare the relative weights of the risk factors using a fuzzy analytical hierarchy process. As a result, among the five risk factors, those with a major impact on risk were determined to be the frequency and severity. Finally, the fuzzy technique for order of preference by similarity to ideal solution (TOPSIS) was applied to select the risk rank more precisely by considering the weights of the risk factors. The risk level was divided into 47 groups, and the major hazard during the operation of the engine system was found through the analysis to be gas leakage during maintenance of the LPG supply line. The technique proposed can be applied to various facilities, such as LPG supply systems, and can be utilized as a standard procedure for risk assessment in developing safety standards for LPG-powered ships.

• Journal of the Korean Institute of Gas
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• v.23 no.1
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• pp.54-61
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• 2019

As the market for portable electronic devices expands, the demand for Lithium Ion Battery (LIB) is also increasing. LIB has higher efficiency than other secondary batteries, but there is a risk of explosion / fire due to thermal runaway reaction. Especially, Electric Vehicles (EV) equipped with a large capacity LIB cell also has a danger due to a large amount of toxic gas generated by a fire. Therefore, it is necessary to analyze the risk of toxic gas generated by EV fire to minimize accident damage. In this study, the flow of toxic gas generated by EV fire was numerically analyzed using Computational Fluid Dynamic. Scenarios were established based on literature data and EV data to confirm the effect distance according to time and exposure standard. The purpose of this study is to analyze the risk of toxic gas caused by EV fire and to help minimize the loss of life and property caused by accidents.

• Proceedings of the Korea Water Resources Association Conference
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• 2021.06a
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• pp.479-479
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• 2021

최근 기상이변으로 인한 자연재해 발생이 증가하고 있고, 그에 따라 도시의 재난 대응력 강화가 국내에서는 물론 국제적으로도 중요한 이슈가 되고 있다. 특히 쇠퇴지역은 재난재해 발생 시 인적·물적 피해가 일반 지역 보다 상대적으로 크며, 복구에도 많은 시간과 예산이 소요되므로 대응책 마련을 위한 도시재생지역의 정밀한 재난재해의 위험성 분석 기술이 필요하다. 이에 본 연구에서는 도시재생사업 대상지(311개)에 대한 재난재해 유형별 위험성 및 회복성을 종합적으로 분석하는 종합진단 기법을 개발하고, 이를 적용한 프로토타입 시스템을 개발하였다. 재난재해의 범위는 「재난 및 안전관리 기본법」을 준용하여 이에 도시재생사업 시행에 영향을 받아 재난재해 발생에 따른 위험정도가 변화할 가능성이 높은 자연재해 (폭우, 폭염, 폭설, 강풍, 지진)5종과 사회재난 (화재, 붕괴, 폭발) 3종 총 8종으로 정의하였다. 종합진단 기법은 기후변화에 관한 정부간 협의체(IPCC) 위험도 평가 방법을 준용하여 위험요소 (위해성·취약성·노출성)와 대비·대응요소 (회복성)로 구분하고, 전문가 자문회의를 거쳐 재난재해에 특히 취약한 쇠퇴지역의 특성을 반영할 수 있는 종합진단지수 산정식을 개발하였다. 또한 쇠퇴지역 재난재해 종합진단 시스템은 도시재생 업무를 수행하는 사용자가 신속히 정보를 분석하고 활용에 용이하도록 Web-GIS 기반으로 설계하였으며, 종합진단 기법에 의해 산정된 분석결과를 100m × 100m 격자 단위의 등급으로 가시화한다. 분석 결과는 지속적인 연구 개발을 통해 최적의 도시재생사업 의사결정 지원 서비스를 위한 기초 분석 자료로 연계하여 활용되며, 분석 DB는 클라우드 서비스 기반의 도시재생 데이터 플랫폼을 통해 공유된다.

• Proceedings of the Korea Society for Simulation Conference
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• 2000.11a
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• pp.16-21
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• 2000

본 연구는 대형 프로젝트의 위험분석을 위한 확률적 Network 시뮬레이션모델의 연구로서 Simulation방법으로 프로젝트의 성공 및 실패확률을 산정 하였다. 프로젝트의 주요 불확실성 요소(Uncertainty Factors)인 프로젝트의 수행기간(Time), 비용(Cost) 및 성과(Performance) 등의 계획은 실패 없이 추진되어야 하는 것이 중요하다. 연구 개발 및 신기술개발과 같이 대형 프로젝트의 경우, 그 성과 달성의 위험(Risk)성은 매우 크며 이러한 위험 예측 및 분석이 프로젝트의 성공적인 수행을 위하여 매우 중요 시 된다. 본 연구에서는 이를 위한 위험분석(Risk Analysis)의 방법으로 일반적으로 쉽게 사용할 수 있는 위험요인법(Risk Factor Analysis)과 확률적 Network 시뮬레이션모델을 제시하였으며 또한 이를 위한 Simulation프로그램을 개발하였으며 이를 신 기술개발 프로젝트에 응용하는 과정을 보였다. 본 연구에서 개발된 관련 프로그램을 보완 할 경우 대형 프로젝트의 각종 의사결정 시에 매우 유용하게 활용될 수 있으리라 생각된다.

• Proceedings of the Korea Information Processing Society Conference
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• 2017.04a
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• pp.605-608
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• 2017

최근에는 의료기기의 구성 요소 중 소프트웨어의 기능과 역할이 커지면서 의료기기 소프트웨어의 비중이 높아지고, 의료기기의 사용자의 생명과 안전에 직결되는 특성으로 인해 의료기기 소프트웨어 위험관리의 중요성은 더욱 강조되고 있다. 이를 위해 여러 표준들은 위험관리를 위한 다양한 요구사항들을 제시한다. 그러나 의료기기 소프트웨어 개발생명주기의 각 단계에서 수행되어야하는 위험관리 항목들은 분류되어있지 않다. 이로 인해 개발자들은 의료기기 개발 중에 직접 표준들의 연관성을 분석하여 위험관리 활동을 수행해야하는 어려움을 겪고 있다. 따라서 본 논문에서는 위험관리 프로세스의 항목들을 추출하고 PEMS(Programmable Electrical Medical System) 개발생명주기와 대응시켜 연관성을 분석하고, 이를 통해 의료기기 소프트웨어의 개발 중 효과적이고 체계적인 위험관리를 가능하게 한다.

• Journal of the Korean Institute of Gas
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• v.16 no.6
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• pp.48-54
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• 2012

Building above-ground membrane LNG storage tanks have been recently actively reviewed because they have advantages in ease of large capacity, environmental friendliness, and low possibility of gas leakage of the inner tank (slow increase of leakage speed). In this paper, the safety of membrane LNG storage tanks was ensured through comparative risk assessment of full-containment LNG storage tanks and membrane LNG storage tanks by using Fault Tree Analysis (FTA). Risk assessment results showed that both types of tanks have very similar level of risk except for the membrane storage tanks without additional safety equipments (early model).