• Title/Summary/Keyword: 확률적 위험도 분석

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Using the Binomial Option Pricing Model for Strategic Sales of CER's to Improve the Economic Feasibility of CDM projects (이항옵션가격 모형을 활용한 CER 판매전략 구축과 이를 통한 CDM 사업 수익성 향상 방안에 관한 연구)

  • Koo, Bonsang;Park, Jong-Ho;Kim, Cheong-Woon
    • Korean Journal of Construction Engineering and Management
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    • v.15 no.1
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    • pp.111-121
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    • 2014
  • The Clean Development Mechanism (CDM) allows New & Renewable Energy projects to make additional income by selling CER's, which represent the amount of Green House Gases(GHG) that is reduced in the project. However, forward contracts used to hedge fluctuating market prices does not allow projects to sell CER's at a premium. As an alternate approach to maximize CER revenue, CER's are modeled as a 'real option', in which CER's are sold only above the desired sales price. Using the Binomial Option Pricing model, the resultant lattices are used to determine whether to sell, defer or abandon the option at individual nodes. Overlaying Pascal's Triangle on the lattices also enabled the calculation of the annual probabilities for deferring CER sales without incurring downside losses. Application to an actual Landfill Gas project showed increased overall NPV, and that CER sales could be deferred at a maximum of 2 years. The proposed framework allows transparency in the analysis and provides valuable and strategical information when making investment decisions related to CER sales of CDM projects.

A Probabilistic Assessment of Human Health Risk from Arsenic-Contaminated Rice Grown Near The Mining Areas of Korea

  • Paik, Min-Kyoung;Kim, Won-Il;Yoo, Ji-Hyock;Kim, Jin-Kyoung;Im, Geon-Jae;Hong, Moo-Ki
    • Journal of Food Hygiene and Safety
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    • v.25 no.2
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    • pp.143-147
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    • 2010
  • Chronic exposure to Arsenic (As) causes significant human health effects including various cancers. Total As concentrations from 300 polished rice samples cultivated near the mining areas in Korea were analyzed to estimate a probabilistic assessment of human health risk from As-contaminated rice. The mean of total As concentrations in rice was 0.09 mg/kg and lognormal distribution model was set for total As concentrations. Human health risk for As in rice was estimated using gender-specific rice consumption data and average daily dose (ADD). While cancer risk (CR) and hazard quotient (HQ) were calculated using oral cancer slope factor (OCSF) and Reference dose (RfD) suggested by the U.S. EPA. Mean of CR posed by total As was 2.16 (for male) and 1.83 (for female) per 10,000. The HQ for general population from rice cultivated near the mining areas in Korea was below 1 as the $50^{th}$ percentile of general population. However, less than 10% of general population consuming rice cultivated near the mining areas would exceed 1.0. This result is similar with those from each gender-specific group.

A joint modeling of longitudinal zero-inflated count data and time to event data (경시적 영과잉 가산자료와 생존자료의 결합모형)

  • Kim, Donguk;Chun, Jihun
    • The Korean Journal of Applied Statistics
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    • v.29 no.7
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    • pp.1459-1473
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    • 2016
  • Both longitudinal data and survival data are collected simultaneously in longitudinal data which are observed throughout the passage of time. In this case, the effect of the independent variable becomes biased (provided that sole use of longitudinal data analysis does not consider the relation between both data used) if the missing that occurred in the longitudinal data is non-ignorable because it is caused by a correlation with the survival data. A joint model of longitudinal data and survival data was studied as a solution for such problem in order to obtain an unbiased result by considering the survival model for the cause of missing. In this paper, a joint model of the longitudinal zero-inflated count data and survival data is studied by replacing the longitudinal part with zero-inflated count data. A hurdle model and proportional hazards model were used for each longitudinal zero inflated count data and survival data; in addition, both sub-models were linked based on the assumption that the random effect of sub-models follow the multivariate normal distribution. We used the EM algorithm for the maximum likelihood estimator of parameters and estimated standard errors of parameters were calculated using the profile likelihood method. In simulation, we observed a better performance of the joint model in bias and coverage probability compared to the separate model.

A decision-centric impact assessment of operational performance of the Yongdam Dam, South Korea (용담댐 기존운영에 대한 의사결정중심 기후변화 영향 평가)

  • Kim, Daeha;Kim, Eunhee;Lee, Seung Cheol;Kim, Eunji;Shin, June
    • Journal of Korea Water Resources Association
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    • v.55 no.3
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    • pp.205-215
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    • 2022
  • Amidst the global climate crisis, dam operation policies formulated under the stationary climate assumption could lead to unsatisfactory water management. In this work, we assessed status-quo performance of the Yongdam Dam in Korea under various climatic stresses in flood risk reduction and water supply reliability for 2021-2040. To this end, we employed a decision-centric framework equipped with a stochastic weather generator, a conceptual streamflow model, and a machine-learning reservoir operation rule. By imposing 294 climate perturbations to dam release simulations, we found that the current operation rule of the Yongdam dam could redundantly secure water storage, while inefficiently enhancing the supply reliability. On the other hand, flood risks were likely to increase substantially due to rising mean and variability of daily precipitation. Here, we argue that the current operation rules of the Yongdam Dam seem to be overly focused on securing water storage, and thus need to be adjusted to efficiently improve supply reliability and reduce flood risks in downstream areas.

Association of Suicidal Ideation With Dental Pain among Korean Adolescents (한국 청소년에서 치통과 자살 생각의 연관성)

  • Baek, Ju Won;Lee, Kuy Haeng;Yang, Chan-Mo
    • Korean Journal of Psychosomatic Medicine
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    • v.30 no.1
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    • pp.46-53
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    • 2022
  • Objectives : This study aimed to assess the possible association of dental pain with suicidal ideation among adolescents by analysing data from the 2018 Korean Youth Risk Behavior Survey, a nationwide online survey. Methods : Of 62,823 adolescent middle and high school students in Korea, 60,040 participants were selected for analysis, after excluding cases with missing values. Participants were given a questionnaire about their self-evaluation of health including dental pain and suicidal ideation. Logistic regression analysis demonstrated the relationships between dental pain and suicidal ideation after controlling for potential confounding factors. Results : The proportion of Korean adolescents reporting suicidal ideation was 13.3%. The proportion of adolescents who experienced dental pain was 23.4%. Compared to adolescents who did not report dental pain, adolescents who reported experiencing dental pain were significantly more likely to experience suicidal ideation (OR=1.94, p<0.001). In two multivariate models, the relationships between dental pain and suicidal ideation (AOR=1.24, p<0.001) were statistically significant. Conclusions : Dental pain was associated with increased risk of suicidal ideation among Korean adolescents, even when controlling for sociodemographic factors and other health conditions. It is necessary to consider screening adolescent patients who present with dental pain for suicidal ideation.

Change Detection of Land Cover Environment using Fuzzy Logic Operation : A Case Study of Anmyeon-do (퍼지논리연산을 이용한 토지피복환경 변화분석: 안면도 사례연구)

  • 장동호;지광훈;이현영
    • Korean Journal of Remote Sensing
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    • v.18 no.6
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    • pp.305-317
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    • 2002
  • The purpose of this study is to analyze the land cover environmental changes in the Anmyeon-do. Especially, it centers on the changes in the land cover environment through methods of GIS and remote sensing. The land cover environmental change areas were detected from remote sensing data, and geographic data sets related to land cover environment change were built as a spatial database in GIS. Fuzzy logic was applied for data representation and integration of thematic maps. In the natural, social, and economic environment variables, the altitude, population density, and the national land use planning showed higher fuzzy membership values, respectively. After integrating all thematic maps using fuzzy logic operation, it is possible to predict the change quantitatively. In the study area, a region where land cover change will be likely to occur is the one on a plain near the shoreline. In particular, the hills of less than 5% slope and less than 15m altitude, adjacent to the ocean, were quite vulnerable to the aggravation of coastal environment on account of current, large-scale development. In conclusions, it is expected that the generalized scheme used in this study is regarded as one of effective methodologies for land cover environmental change detection from geographic data.

Quantitative Microbial Risk Assessment of Pathogenic Vibrio through Sea Squirt Consumption in Korea (우렁쉥이에 대한 병원성 비브리오균 정량적 미생물 위해평가)

  • Ha, Jimyeong;Lee, Jeeyeon;Oh, Hyemin;Shin, Il-Shik;Kim, Young-Mog;Park, Kwon-Sam;Yoon, Yohan
    • Journal of Food Hygiene and Safety
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    • v.35 no.1
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    • pp.51-59
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    • 2020
  • This study evalutated the risk of foodborne illness from Vibrio spp. (Vibrio vulnificus and Vibrio cholerae) through sea squirt consumption. The prevalence of V. vulnificus and V. cholerae in sea squirt was evaluated, and the predictive models to describe the kinetic behavior of the Vibrio in sea squirt were developed. Distribution temperatures and times were collected, and they were fitted to probabilistic distributions to determine the appropriate distributions. The raw data from the Korea National Health and Nutrition Examination Survey 2016 were used to estimate the consumption rates and amount of sea squirt. In the hazard characterization, the Beta-Poisson model for V. vulnificus and V. cholerae infection was used. With the collected data, a simulation model was prepared and it was run with @RISK to estimate probabilities of foodborne illness by pathogenic Vibrio spp. through sea squirt consumption. Among 101 sea squirt samples, there were no V. vulnificus positive samples, but V. cholerae was detected in one sample. The developed predictive models described the fates of Vibrio spp. in sea squirt during distribution and storage, appropriately shown as 0.815-0.907 of R2 and 0.28 of RMSE. The consumption rate of sea squirt was 0.26%, and the daily consumption amount was 68.84 g per person. The Beta-Poisson model [P=1-(1+Dose/β)] was selected as a dose-response model. With these data, a simulation model was developed, and the risks of V. vulnificus and V. cholerae foodborne illness from sea squirt consumption were 2.66×10-15, and 1.02×10-12, respectively. These results suggest that the risk of pathogenic Vibrio spp. in sea squirt could be considered low in Korea.

Factors related to COVID-19 Incidence and Mortality rate in Gyeongsangbuk-do, Korea (경상북도 지역의 코로나19 발생률 및 사망률 관련요인)

  • Kim, Dong-Hwi;Park, Sung-Jun;Kang, Hyun-Jun;Yeom, Eun-Jung;Yoo, Na-Eun;Lee, Jeong-Min;Nam, Eun-Ha;Park, Ji-Hyuk;Lee, Kwan
    • Journal of agricultural medicine and community health
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    • v.45 no.4
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    • pp.235-244
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    • 2020
  • Objectives: Gyeongsangbuk-do has entered a super-aged society with 20.7% of the population aged 65 and older. As of April 30, 2020, the death rate of COVID-19(3.8 people) in Gyeongsangbuk-do is higher than the national mortality rate (2.3 people), and the fatality rate of COVID-19 by age accounts for more than half of the total of 58.6%, so it is time to propose to prevent infectious diseases in the event of additional infectious disease disasters COVID-19. Methods: We collected daily data on the number of confirmed cases and deaths due to COVID-19 from 19 February to 30 April 2020. The data collected was evaluated using the SPSS 21.0 statistical package. Results: As a result of comparing the incidence and death-related factors of confirmed patients in Gyeongsangbuk-do, there were significant differences in age group (p<0.001), underlying disease (p<0.001), and residence type (p<0.033). Conclusion: Factors affecting the mortality rate of confirmed patients in Gyeongsangbuk-do have been combined with individual level factors(age, gender, underlying disease), which means individual characteristics that have existed since before the disease, and regional level factors(Type of Residence), which are external factors that enable the use of medical resources. Therefore, each local government is required to establish preventive measures considering individual and regional level factors.

Applications of Fuzzy Theory on The Location Decision of Logistics Facilities (퍼지이론을 이용한 물류단지 입지 및 규모결정에 관한 연구)

  • 이승재;정창무;이헌주
    • Journal of Korean Society of Transportation
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    • v.18 no.1
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    • pp.75-85
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    • 2000
  • In existing models in optimization, the crisp data improve has been used in the objective or constraints to derive the optimal solution, Besides, the subjective environments are eliminated because the complex and uncertain circumstances were regarded as Probable ambiguity, In other words those optimal solutions in the existing models could be the complete satisfactory solutions to the objective functions in the Process of application for industrial engineering methods to minimize risks of decision-making. As a result of those, decision-makers in location Problems couldn't face appropriately with the variation of demand as well as other variables and couldn't Provide the chance of wide selection because of the insufficient information. So under the circumstance. it has been to develop the model for the location and size decision problems of logistics facility in the use of the fuzzy theory in the intention of making the most reasonable decision in the Point of subjective view under ambiguous circumstances, in the foundation of the existing decision-making problems which must satisfy the constraints to optimize the objective function in strictly given conditions in this study. Introducing the Process used in this study after the establishment of a general mixed integer Programming(MIP) model based upon the result of existing studies to decide the location and size simultaneously, a fuzzy mixed integer Programming(FMIP) model has been developed in the use of fuzzy theory. And the general linear Programming software, LINDO 6.01 has been used to simulate, to evaluate the developed model with the examples and to judge of the appropriateness and adaptability of the model(FMIP) in the real world.

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Study on the Methodology of the Microbial Risk Assessment in Food (식품중 미생물 위해성평가 방법론 연구)

  • 이효민;최시내;윤은경;한지연;김창민;김길생
    • Journal of Food Hygiene and Safety
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    • v.14 no.4
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    • pp.319-326
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    • 1999
  • Recently, it is continuously rising to concern about the health risk being induced by microorganisms in food such as Escherichia coli O157:H7 and Listeria monocytogenes. Various organizations and regulatory agencies including U.S.FPA, U.S.DA and FAO/WHO are preparing the methodology building to apply microbial quantitative risk assessment to risk-based food safety program. Microbial risks are primarily the result of single exposure and its health impacts are immediate and serious. Therefore, the methodology of risk assessment differs from that of chemical risk assessment. Microbial quantitative risk assessment consists of tow steps; hazard identification, exposure assessment, dose-response assessment and risk characterization. Hazard identification is accomplished by observing and defining the types of adverse health effects in humans associated with exposure to foodborne agents. Epidemiological evidence which links the various disease with the particular exposure route is an important component of this identification. Exposure assessment includes the quantification of microbial exposure regarding the dynamics of microbial growth in food processing, transport, packaging and specific time-temperature conditions at various points from animal production to consumption. Dose-response assessment is the process characterizing dose-response correlation between microbial exposure and disease incidence. Unlike chemical carcinogens, the dose-response assessment for microbial pathogens has not focused on animal models for extrapolation to humans. Risk characterization links the exposure assessment and dose-response assessment and involve uncertainty analysis. The methodology of microbial dose-response assessment is classified as nonthreshold and thresh-old approach. The nonthreshold model have assumption that one organism is capable of producing an infection if it arrives at an appropriate site and organism have independence. Recently, the Exponential, Beta-poission, Gompertz, and Gamma-weibull models are using as nonthreshold model. The Log-normal and Log-logistic models are using as threshold model. The threshold has the assumption that a toxicant is produce by interaction of organisms. In this study, it was reviewed detailed process including risk value using model parameter and microbial exposure dose. Also this study suggested model application methodology in field of exposure assessment using assumed food microbial data(NaCl, water activity, temperature, pH, etc.) and the commercially used Food MicroModel. We recognized that human volunteer data to the healthy man are preferred rather than epidemiological data fur obtaining exact dose-response data. But, the foreign agencies are studying the characterization of correlation between human and animal. For the comparison of differences to the population sensitivity: it must be executed domestic study such as the establishment of dose-response data to the Korean volunteer by each microbial and microbial exposure assessment in food.

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