• Communications for Statistical Applications and Methods
• /
• v.17 no.5
• /
• pp.713-724
• /
• 2010

Calculating or estimating the proper insurance premium is very important decision making process for both the policyholder and the insurance company. The credibility theory is one of the most important theories in actuarial science to get the proper premium. In this research, we introduce the rule of relative exposure volume, the square root rule and the B$\ddot{u}$hlmann credibility, and estimate the new premiums based on these methods. By real data analysis, the accuracy of these credibility methods are compared.

• The Korean Journal of Applied Statistics
• /
• v.26 no.2
• /
• pp.321-333
• /
• 2013

Credibility theory is one of important theories in actuarial science to produce proper insurance premium. In this paper, new partial credibilities are proposed and introduced with widely accepted credibility theories such as rule of relative exposure volume, square root rule, B$\ddot{u}$hlmann credibility and B$\ddot{u}$hlmann-Straub credibility. Also, with credibilities estimated by current and newly suggested, the performance of the accuracy for estimating the risk is compared through real data analysis and we show that the newly suggested methods are improving the performance by reducing the error.

• The Korean Journal of Applied Statistics
• /
• v.24 no.2
• /
• pp.279-292
• /
• 2011

Credibility theory is one of the most important theories of actuarial science to calculate the proper insurance premium. In this paper, the rule of relative exposure volume, the square root rule, the B$\"{u}$hlmann credibility and B$\"{u}$hlmann-Straub credibility with the basic concept of credibility have been introduced, Also, we estimate new premiums based on these methods for real data. As a result, the rule of relative exposure volume provides the highest accuracy.

• The Journal of the Institute of Internet, Broadcasting and Communication
• /
• v.15 no.5
• /
• pp.75-84
• /
• 2015

A data allocation technique is essential to improve the performance of data broadcast systems. This paper explores the issues for allocating data items on broadcast channels to process multiple-data queries in the environment where query profiles and query request rates are given, and proposes a new data allocation scheme named IDAS. The proposed scheme employs the strategy that the broadcast frequency of each data is determined by the square root value of its relative access probability. IDAS could enhance the performance of query response time since it can process queries of high request rate fast and show a resonable degree of query data adjacency. Simulation is performed to evaluate the performance of the proposed scheme. The simulation results show that IDAS outperforms other schemes in terms of the average response time.

• Journal of Advanced Navigation Technology
• /
• v.14 no.6
• /
• pp.1002-1009
• /
• 2010

I made the axon to the electrical transmission model and then constructed electrical equivalent model using Kirhhoff's current law and voltage law in this paper. I calculated various axon parameters in order to analyze the electrical potential hehavior versus minute distance chang of axon. The transmission velocity of unmyelinated nerve is proportional to square root of axon diameter, while that of myelinated nerve is directly proportional to its diameter. Because the transmission of myelin sheath is independent of voltage unlike unmyelinated sheath, the Hodgkin-Huxley model across the membrane is not so precise.

• The Sea:JOURNAL OF THE KOREAN SOCIETY OF OCEANOGRAPHY
• /
• v.23 no.4
• /
• pp.153-178
• /
• 2018

Most operational uses of wind speed data require measurements at, or estimates generated for, the reference height of 10 m above mean sea level (AMSL). On the Ieodo Ocean Research Station (IORS), wind speed is measured by instruments installed on the lighthouse tower of the roof deck at 42.3 m AMSL. This preliminary study indicates how these data can best be converted into synthetic 10 m wind speed data for operational uses via the Korea Hydrographic and Oceanographic Agency (KHOA) website. We tested three well-known conventional empirical neutral wind profile formulas (a power law (PL); a drag coefficient based logarithmic law (DCLL); and a roughness height based logarithmic law (RHLL)), and compared their results to those generated using a well-known, highly tested and validated logarithmic model (LMS) with a stability function (${\psi}_{\nu}$), to assess the potential use of each method for accurately synthesizing reference level wind speeds. From these experiments, we conclude that the reliable LMS technique and the RHLL technique are both useful for generating reference wind speed data from IORS observations, since these methods produced very similar results: comparisons between the RHLL and the LMS results showed relatively small bias values ($-0.001m\;s^{-1}$) and Root Mean Square Deviations (RMSD, $0.122m\;s^{-1}$). We also compared the synthetic wind speed data generated using each of the four neutral wind profile formulas under examination with Advanced SCATterometer (ASCAT) data. Comparisons revealed that the 'LMS without ${\psi}_{\nu}^{\prime}$ produced the best results, with only $0.191m\;s^{-1}$ of bias and $1.111m\;s^{-1}$ of RMSD. As well as comparing these four different approaches, we also explored potential refinements that could be applied within or through each approach. Firstly, we tested the effect of tidal variations in sea level height on wind speed calculations, through comparison of results generated with and without the adjustment of sea level heights for tidal effects. Tidal adjustment of the sea levels used in reference wind speed calculations resulted in remarkably small bias (<$0.0001m\;s^{-1}$) and RMSD (<$0.012m\;s^{-1}$) values when compared to calculations performed without adjustment, indicating that this tidal effect can be ignored for the purposes of IORS reference wind speed estimates. We also estimated surface roughness heights ($z_0$) based on RHLL and LMS calculations in order to explore the best parameterization of this factor, with results leading to our recommendation of a new $z_0$ parameterization derived from observed wind speed data. Lastly, we suggest the necessity of including a suitable, experimentally derived, surface drag coefficient and $z_0$ formulas within conventional wind profile formulas for situations characterized by strong wind (${\geq}33m\;s^{-1}$) conditions, since without this inclusion the wind adjustment approaches used in this study are only optimal for wind speeds ${\leq}25m\;s^{-1}$.

• Proceedings of the Korea Water Resources Association Conference
• /
• 2008.05a
• /
• pp.2270-2275
• /
• 2008

수문학적 하도추적법의 하나인 Muskingum 모형은 미 육군공병단(U.S. Army Corps of Engineers)에 의해서 미국 Ohio 주의 Muskingum 유역에 홍수조절계획으로 처음 사용되었으며 모형의 구조 및 입력자료의 단순성에 비하여 비교적 우수한 결과를 모의할 수 있는 것으로 알려져 있다. 1938년 McCarthy에 의해서 개발되었고 구간내 총저류량은 prism 저류와 wedge 저류로 구분하여 prism 저류는 유출량에 wedge 저류는 유입량과 유출량의 차에 직접 비례한다는 가정하에 추적식을 개발하였다. 이후 지속적인 연구가 이뤄져 1985년 O'Donnel은 측방유입량(lateral inflow)을 상류단의 유입량에 비례하는 형태로 3-매개변수 muskingum 모형을 제안하여 추적계수의 결정을 선형대수(linear algebra)에서 동차(homogeneous)연립방정식 해를 구하는 Cramer 법칙인 matrix 기법을 적용하였다. 본 연구에서는 홍수사상으로부터 측방유입량이 고려되고 추적계수 결정에 있어서 직접 계산이 가능한 O'Donnel(1985)이 제안한 3-매개변수 muskingum 모형을 적용하였다. 추적계수들의 결정은 직접 matrix 기법을 적용하였고 적용대상은 낙동강 유역의 낙동 지점을 상류단으로 구미 지점을 하류단으로 선정하였다. 홍수사상은 낙동강 유량측정 조사사업 2005년${\sim}$2007년 보고서에 수록된 수문자료를 선정하여 관측치와 계산치를 비교하였고 홍수사상에 적용하여 수문곡선을 추정하였으며, 각각의 매개변수가 추적구간에 어떠한 영향을 미치는지 변수간의 관계를 분석하였다. 또한, 관측치와 계산치의 적합도 검증은 평균제곱근오차(root mean squar error; RMSE)와 모형 효율성 계수(model efficiency; ME)를 산정하여 분석하였으며, 하도 구간내 저류량은 대상구간에 대한 유입량과 유출량의 가중합에 비례한다는 선형모형을 적용하였다.

• Korean Journal of Remote Sensing
• /
• v.32 no.2
• /
• pp.73-86
• /
• 2016

In this study, an algorithm to estimate Aerosol Optical Thickness (AOT) over small cities during nighttime has been developed by using the radiance from artificial light sources in small cities measured from Visible Infrared Imaging Radiometer Suite (VIIRS) sensor's Day/Night Band (DNB) aboard the Suomi-National Polar Partnership (Suomi-NPP) satellite. The algorithm is based on Beer's extinction law with the light sources from the artificial lights over small cities. AOT is retrieved for cloud-free pixels over individual cities, and cloud-screening was conducted by using the measurements from M-bands of VIIRS at infrared wavelengths. The retrieved nighttime AOT is compared with the aerosol products from MODerate resolution Imaging Spectroradiometer (MODIS) aboard Terra and Aqua satellites. As a result, the correlation coefficients over individual cities range from around 0.6 and 0.7 between the retrieved nighttime AOT and MODIS AOT with Root-Mean-Squared Difference (RMSD) ranged from 0.14 to 0.18. In addition, sensitivity tests were conducted for the factors affecting the nighttime AOT to estimate the range of uncertainty in the nighttime AOT retrievals. The results of this study indicate that it is promising to infer AOT using the DNB measaurements over small cities in Korea at night. After further development and refinement in the future, the developed retrieval algorithm is expected to produce nighttime aerosol information which is not operationally available over Korea.

• Journal of the Korean Data and Information Science Society
• /
• v.24 no.4
• /
• pp.689-699
• /
• 2013

This paper studies the partial credibility application method by assuming the empirical prior or noninformative prior informations in auto insurnace business where intensive rating segmentation is expanded because of premium competition. Expanding of rating factor segmetation brings the increase of pricing cells, as a result, the number of cells for partial credibility application will increase correspondingly. This study is trying to suggest more accurate estimation method by considering the Bayesian framework. By using empirically well-known or noninformative information, inducing the proper posterior distribution and applying the Bayes estimate which is minimizing the error loss into the credibility method, we will show the advantage of Bayesian inference by comparison with current approaches. The comparison is implemented with square root rule which is a widely accepted method in insurance business. The convergence level towarding to the true risk will be compared among various approaches. This study introduces the alternative way of redcuing the error to the auto insurance business fields in need of various methods because of more segmentations.

• Korean Chemical Engineering Research
• /
• v.45 no.3
• /
• pp.249-257
• /
• 2007

The periodic square wave (PSW) model was successfully applied to the optimal design of a batch-storage network. The network structure can cover any type of batch production, distribution and inventory system, including recycle streams. Here we extend the coverage of the PSW model to multitasking semi-continuous processes as well as pure continuous and batch processes. In previous solutions obtained using the PSW model, the feedstock composition and product yield were treated as known constants. This constraint is relaxed in the present work, which treats the feedstock composition and product yield as free variables to be optimized. This modification makes it possible to deal with the pooling problem commonly encountered in oil refinery processes. Despite the greater complexity that arises when the feedstock composition and product yield are free variables, the PSW model still gives analytic lot sizing equations. The ability of the proposed method to determine the optimal plant design is demonstrated through the example of a high density polyethylene (HDPE) plant. Based on the analytical optimality results, we propose a practical process optimality measure that can be used for any kind of process. This measure facilitates direct comparison of the performance of multiple processes, and hence is a useful tool for diagnosing the status of process systems. The result that the cost of a process is proportional to the square root of average flow rate is similar to the well-known six-tenths factor rule in plant design.