• Title/Summary/Keyword: 확률론적 분석방법

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Actuarial analysis of a reverse mortgage applying a modified Lee-Carter model based on the projection of the skewness of the mortality (왜도 예측을 이용한 Lee-Carter 모형의 주택연금 리스크 분석)

  • Lee, Hangsuck;Park, Sangdae;Baek, Hyeyoun
    • The Korean Journal of Applied Statistics
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    • v.31 no.1
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    • pp.77-96
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    • 2018
  • A reverse mortgage provides a pension until the death for the insured or last survivor. Long-term risk management is important to estimate the contractual period of a reverse mortgage. It is also necessary to study prediction methods of mortality rates that appropriately reflect the improvement trend of the mortality rate since the extension of the life expectancy, which is the main cause of aging, can have a serious impact on the pension financial soundness. In this study, the Lee-Carter (LC) model reflects the improvement in mortality rates; in addition, multiple life model are also applied to a reverse mortgage. The mortality prediction method by the traditional LC model has shown a dramatic improvement in the mortality rate; therefore, this study suggests mortality projection based on the projection of the skewness for the mortality that has been applied to appropriately reflect the improvement trend of the mortality rate. This paper calculates monthly payments using future mortality rates based on the projection of the skewness of the mortality. As a result, the mortality rates based on this method less reflect the mortality improvement effect than the mortality rates based on a traditional LC model and a larger pension amount is calculated. In conclusion, this method is useful to forecast future mortality trend results in a significant reduction of longevity risk. It can also be used as a risk management method to pay appropriate monthly payments and prevent insufficient payment due to overpayment by the issuing institution and the guarantee institution of the reverse mortgage.

An Analysis of Intuitive Thinking of Elementary Students in Mathematical Problem Solving Process (수학 문제해결 과정에 나타난 초등학생들의 직관적 사고 분석)

  • You, Dae-Hyun;Kang, Wan
    • Education of Primary School Mathematics
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    • v.12 no.1
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    • pp.1-20
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    • 2009
  • The purposes of this study are to analyze elementary school student's intuitive thinking in the process of mathematical problem solving and to analyze elementary school student's errors of intuitive thinking in the process of mathematical problem solving. According to these purposes, the research questions can be set up as followings. (1) How is the state of illumination of the elementary school student's intuitive thinking in the process of mathematical problem solving? (2) What are origins of errors by elementary school student's intuitive thinking in the process of mathematical problem solving? In this study, Bogdan & Biklen's qualitative research method were used. The subjects in this study were 4 students who were attending the elementary school. The data in this study were 'Intuitine Thinking Test', records of observation and interview. In the interview, the discourses were recorded by sound and video recording. These were later transcribed and analyzed in detail. The findings of this study were as follows: First, If Elementary school student Knows the algorithm of problem, they rely on solving by algorithm rather than solving by intuitive thinking. Second, their problem solving ability by intuitive model are low. What is more they solve the problem by Intuitive model, their Self- Evidence is low. Third, in the process of solving the problem, intuitive thinking can complement logical thinking. Last, in the concept of probability and problem of probability, they are led into cognitive conflict cause of subjective interpretation.

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The Effect Analysis of COVID-19 vaccination on social distancing (코로나19 백신접종이 사회적 거리두기 효과에 미치는 영향분석)

  • Moon, Su Chan
    • Journal of the Korea Convergence Society
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    • v.13 no.2
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    • pp.67-75
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    • 2022
  • The purpose of this study is to present an appropriate management plan as a supplement to the scientific evidence of the currently operated distancing system for preventing COVID-19. The currently being used mathematical models are expressed as simultaneous ordinary differential equations, there is a problem in that it is difficult to use them for the management of entry and exit of small business owners. In order to supplement this point, in this paper, a method for quantitatively expressing the risk of infection by people who gather is presented in consideration of the allowable risk given to the gathering space, the basic infection reproduction index, and the risk reduction rate due to vaccination. A simple quantitative model was developed that manages the probability of infection in a probabilistic level according to a set of visitors by considering both the degree of infection risk according to the vaccination status (non-vaccinated, primary inoculation, and complete vaccination) and the epidemic status of the virus. In a given example using the model, the risk was reduced to 55% when 20% of non-vaccinated people were converted to full vaccination. It was suggested that management in terms of quarantine can obtain a greater effect than medical treatment. Based on this, a generalized model that can be applied to various situations in consideration of the type of vaccination and the degree of occurrence of confirmed cases was also presented. This model can be used to manage the total risk of people gathered at a certain space in a real time, by calculating individual risk according to the type of vaccine, the degree of inoculation, and the lapse of time after inoculation.

Study on Gamer Participation 2.0- Focus on Gamers' Communication Mediation (O-S-O-R) Model and Gamers' Communicative Ecology (게이머 참여 2.0 메커니즘 연구-게이머 커뮤니케이션 매개 O-S-O-R 모델과 게이머 커뮤니케이션 생태를 중심으로)

  • Jung, Chang Won
    • The Journal of the Korea Contents Association
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    • v.22 no.9
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    • pp.95-103
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    • 2022
  • This study aims to understand a gamer participatory mechanism by comparing Gamer Participation 1.0(Bartz Liberation War) and Gamer Participation 2.0(Truck Demonstration). The process of gamers' political participation is analyzed by applying the communication-mediated O-S-O-R model with the case of gamers' truck protests caused by probability items' issue. This study found out that changes in the social, technological, and discursive layers that constitute the gamer's communication ecology led to diversification of communication channels and changes in the perception of games. Gamers utilized the technological layer of the media environment that presupposes immediate mutual communication, expressed opinions on issues in the mobilization process, and shared the necessity of participation to derive collective mobilization. Through communication, gamers were able to participate in socio-political issues with high participation thresholds. This study is significant in that it discussed the gamers' democratic citizenship and role as issue publics. The study suggests that the need for theoretical and methodological expansion to analyze various participatory cases.

A Characterization of Oil Sand Reservoir and Selections of Optimal SAGD Locations Based on Stochastic Geostatistical Predictions (지구통계 기법을 이용한 오일샌드 저류층 해석 및 스팀주입중력법을 이용한 비투멘 회수 적지 선정 사전 연구)

  • Jeong, Jina;Park, Eungyu
    • Economic and Environmental Geology
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    • v.46 no.4
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    • pp.313-327
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    • 2013
  • In the study, three-dimensional geostatistical simulations on McMurray Formation which is the largest oil sand reservoir in Athabasca area, Canada were performed, and the optimal site for steam assisted gravity drainage (SAGD) was selected based on the predictions. In the selection, the factors related to the vertical extendibility of steam chamber were considered as the criteria for an optimal site. For the predictions, 110 borehole data acquired from the study area were analyzed in the Markovian transition probability (TP) framework and three-dimensional distributions of the composing media were predicted stochastically through an existing TP based geostatistical model. The potential of a specific medium at a position within the prediction domain was estimated from the ensemble probability based on the multiple realizations. From the ensemble map, the cumulative thickness of the permeable media (i.e. Breccia and Sand) was analyzed and the locations with the highest potential for SAGD applications were delineated. As a supportive criterion for an optimal SAGD site, mean vertical extension of a unit permeable media was also delineated through transition rate based computations. The mean vertical extension of a permeable media show rough agreement with the cumulative thickness in their general distribution. However, the distributions show distinctive disagreement at a few locations where the cumulative thickness was higher due to highly alternating juxtaposition of the permeable and the less permeable media. This observation implies that the cumulative thickness alone may not be a sufficient criterion for an optimal SAGD site and the mean vertical extension of the permeable media needs to be jointly considered for the sound selections.

Probabilities of Pulmonary and Cardiac Complications and Radiographic Parameters in Breast Cancer Radiotherapy (유방암의 방사선치료에서 방사선학적 지표에 따른 폐 및 심장의 부작용 확률)

  • Noh, O-Kyu;Park, Sung-Ho;Ahn, Seung-Do;Choi, Eun-Kyung;Lee, Sang-Wook;Song, Si-Yeol;Yoon, Sang-Min;Kim, Jong-Hoon
    • Radiation Oncology Journal
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    • v.28 no.1
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    • pp.23-31
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    • 2010
  • Purpose: To evaluate the relationship between the normal tissue complication probability (NTCP) of 3-dimensional (3-D) radiotherapy and the radiographic parameters of 2-dimensional (2-D) radiotherapy such as central lung distance (CLD) and maximal heart distance (MHD). Materials and Methods: We analyzed 110 patients who were treated with postoperative radiotherapy for breast cancer. A two-field tangential technique, a three-field technique, and the reverse hockey stick method were used. The radiation dose administered to whole breast or the chest wall was 50.4 Gy, whereas a 45 Gy was administered to the supraclavicular field. The NTCPs of the heart and lung were calculated by the modified Lyman model and the relative seriality model. Results: For all patients, the NTCPs of radiation-induced pneumonitis and cardiac mortality were 0.5% and 0.7%, respectively. The NTCP of radiation-induced pneumonitis was higher in patients treated with the reverse hockey stick method than in those treated by other two techniques (0.0%, 0.0%, 3.1%, p<0.001). The NTCP of radiation-induced pneumonitis increased with CLD. The NTCP of cardiac mortality increased with MHD ($R^2=0.808$). Conclusion: We found a close correlation between the NTCP of 3-D radiotherapy and 2-D radiographic parameters. Our results are useful to reanalyze the previous 2-D based clinical reports about breast radiation therapy complications as a viewpoint of NTCP.

Development of Sample Survey Design for the Industrial Research and Development Statistics (표본조사에 의한 기업 연구개발활동 통계 작성방안)

  • Cho, Seong-Pyo;Park, Sun-Young;Han, Ki-In;Noh, Min-Sun
    • Journal of Technology Innovation
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    • v.17 no.2
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    • pp.1-23
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    • 2009
  • The Survey on the Industrial Research and Development(R&D) is the primary source of information on R&D performed by Korea industrial sector. The results of the survey are used to assess trends in R&D expenditures. Government agencies, corporations, and research organizations use the data to investigate productivity determinants, formulate tax policy, and compare individual company performance with industry averages. Recently, Korea Industrial Technology Association(KOITA) has collected the data by complete enumeration. Koita has, currently, considered sample survey because the number of R&D institutions in industry has been dramatically increased. This study develops survey design for the industrial research and development(R&D) statistics by introducing a sample survey. Companies are divided into 8 groups according to the amount of R&D expenditures and firm size or type. We collect the sample from 24 or 8 sampling strata and compare the results with those of complete enumeration survey. The estimates from 24 sampling strata are not significantly different to the results of complete enumeration survey. We propose the survey design as follows: Companies are divided into 11 groups including the companies of which R&D expenditures are unknown. All large companies are included in the survey and medium and small companies are sampled from 70% and 3%. Simple random sampling (SRS) is applied to the small company partition since they show uniform distribution in R&D expenditures. The independent probability proportionate to size (PPS) sampling procedure may be applied to those companies identified as 'not R&D performers'. When respondents do not provide the requested information, estimates for the missing data are made using imputation algorithms. In the future study, new key variables should be developed in survey questionnaires.

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Application of the Fuzzy Set Theory to Analysis of Accident Progression Event Trees with Phenomenological Uncertainty Issues (현상학적 불확실성 인자를 가진 사고진행사건수목의 분석을 위한 퍼지 집합이론의 응용)

  • Ahn, Kwang-Il;Chun, Moon-Hyun
    • Nuclear Engineering and Technology
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    • v.23 no.3
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    • pp.285-298
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    • 1991
  • An example application of the fuzzy set theory is first made to a simple portion of a given accident progression event tree with typical qualitative fuzzy input data, and thereby computational algorithms suitable for application of the fuzzy set theory to the accident progression event tree analysis are identified and illustrated with example applications. Then the procedure used in the simple example is extended to extremely complex accident progression event trees with a number of phenomenological uncertainty issues, i.e., a typical plant damage state‘SEC’of the Zion Nuclear Power Plant risk assessment. The results show that the fuzzy averages of the fuzzy outcomes are very close to the mean values obtained by current methods. The main purpose of this paper is to provide a formal procedure for application of the fuzzy set theory to accident progression event trees with imprecise and qualitative branch probabilities and/or with a number of phenomenological uncertainty issues.

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An Investigation of Turbine Blade Ejection Frequency Considering Common Cause Failure in Nuclear Power Plants (공통원인고장을 고려한 원전 터빈블레이드 비산빈도계산)

  • Oh, Ji-Yong;Chi, Moon-Goo;Hwang, Seok-Won
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.36 no.4
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    • pp.373-378
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    • 2012
  • The objective of this research is to examine the probabilistic approach to evaluating turbine ejection frequency considering common-cause failure. This paper identifies basic turbine ejection mechanisms under high and low speeds and presents a detailed probabilistic methodology (fault tree) for assessing ejection frequency. The alpha factor methodology is applied to common-cause failure evaluations. The frequencies under different test schemes are compared and the propagation of uncertainty through the fault tree model is evaluated. The following conclusions were reached: (1) the turbine blade ejection frequency due to ductile failure under high speed is around 8.005E-7/yr; (2) if common-cause failure is considered, the frequency will be increased by 11% and 33% depending on the test scheme; and (3) if the parameter uncertainties are considered, the frequency is estimated to be in the range of 9.35E-7 to 1.13E 6, with 90% confidence.

A Methodology for Driving Risk Evaluation Based on Driving Speed Choice (Focusing on Impacts of Providing In-vehicle Traffic Warning Information) (주행속도선택 기반 주행위험도 평가방법론 개발 (차내 교통안전정보 제공 효과 평가를 중심으로))

  • Kim, Won-Cheol
    • Journal of Korean Society of Transportation
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    • v.29 no.1
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    • pp.95-102
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    • 2011
  • This paper presents a Driving Risk Model (DRM) based on driving speed choices using an Ordered Response Probit (ORP) model. The DRM is conceptualized based on the relation between speed deviation and the occurrence of crashes found by Solomon. The impacts of various driving risk factors are revealed by applying the DRM to evaluate the effectiveness of In-Vehicle Traffic Warning Information (IVTWI) in expressway driving. Regarding driving risk, the results show that: (1) the risk is lower among male drivers, those with more driving experience and those with less accident history, (2) the risk is higher when driving takes place on wet road surface, in the afternoon, and under conditions of low traffic volume, and (3) the risk is also higher on both downgraded and long curve sections. Additionally, the results provide evidence that provision of IVTWI can decrease the driving risk. The proposed DRM provides a solution for assessing the traffic safety impacts of countermeasures on roadways when there is a shortage of traffic accidents data.