• 제목/요약/키워드: Bayesian credibility model

검색결과 5건 처리시간 0.019초

A Study on the Time-Dependent Bonus-Malus System in Automobile Insurance

  • Kang, Jung-Chul
    • Journal of the Korean Data and Information Science Society
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    • 제16권4호
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    • pp.1147-1157
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    • 2005
  • Bonus-Malus system is generally constructed based on claim frequency and Bayesian credibility model is used to represent claim frequency distribution. However, there is a problem with traditionally used credibility model for the purpose of constructing bonus-malus system. In traditional Bonus-Malus system adopted credibility model, individual estimates of premium rates for insureds are determined based solely on the total number of claim frequency without considering when those claims occurred. In this paper, a new model which is a modification of structural time series model applicable to counting time series data are suggested. Based on the suggested model relatively higher premium rates are charged to insured with more claim records.

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Event date model: a robust Bayesian tool for chronology building

  • Philippe, Lanos;Anne, Philippe
    • Communications for Statistical Applications and Methods
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    • 제25권2호
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    • pp.131-157
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    • 2018
  • We propose a robust event date model to estimate the date of a target event by a combination of individual dates obtained from archaeological artifacts assumed to be contemporaneous. These dates are affected by errors of different types: laboratory and calibration curve errors, irreducible errors related to contaminations, and taphonomic disturbances, hence the possible presence of outliers. Modeling based on a hierarchical Bayesian statistical approach provides a simple way to automatically penalize outlying data without having to remove them from the dataset. Prior information on individual irreducible errors is introduced using a uniform shrinkage density with minimal assumptions about Bayesian parameters. We show that the event date model is more robust than models implemented in BCal or OxCal, although it generally yields less precise credibility intervals. The model is extended in the case of stratigraphic sequences that involve several events with temporal order constraints (relative dating), or with duration, hiatus constraints. Calculations are based on Markov chain Monte Carlo (MCMC) numerical techniques and can be performed using ChronoModel software which is freeware, open source and cross-platform. Features of the software are presented in Vibet et al. (ChronoModel v1.5 user's manual, 2016). We finally compare our prior on event dates implemented in the ChronoModel with the prior in BCal and OxCal which involves supplementary parameters defined as boundaries to phases or sequences.

지문 등록을 위한 템플릿 융합 알고리즘 (Template Fusion for Fingerprint Recognition)

  • 류춘우;문지현;김학일
    • 대한전자공학회논문지SP
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    • 제41권2호
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    • pp.51-64
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    • 2004
  • 본 논문은 다수의 지문 특징점 템플릿(fingerprint minutiae template)을 융합하여 하나의 슈퍼 템플릿(super-template)을 생성하는 새로운 알고리즘을 제안한다. 슈퍼 템플릿은 지문의 올바른 특징점 정보만으로 구성된 템플릿을 의미하는 것으로써 된 연구에서 제안하는 재귀적 베이지안 추정(recursive Bayesian estimation) 방법으로 특징점의 신뢰도를 추정하여 논은 신뢰도를 가지는 특징점만으로 슈퍼 템플릿을 생성한다. 본 논문에서는 지문 영상이 순차적으로 획득될 때, 나중에 획득된 지문 영상 특징점 정보에 재귀적 베이지안 추정 기법을 적용하여 먼저 획득된 영상의 특징점들에 대한 신뢰도를 추정한다. 적용된 재귀적 베이지안 추정 방법은 여러 영상에서 공통적으로 발견된 특징점에 대해 그 신뢰도를 증가시키는 반면, 다른 영상에서 발견되지 않는 특징점의 신뢰도는 감소시킨다. 같은 방법으로, 특징점의 타입(분기점과 단점)에 대한 신뢰도도 추정할 수 있다. 본 논문은 실험을 통해 제안한 알고리즘에 의한 슈퍼 템플릿이 인증 성능을 크게 향상시킬 수 있음을 보였다.

확률론적 안전성평가를 위한 일반 기기 신뢰도 데이타 베이스 구축 절차와 적용 (Development Procedure of Generic Component Reliability Data Base in PSA and Its Application)

  • 황미정;김길유;임태진;정원대;김태운
    • 한국안전학회지
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    • 제12권4호
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    • pp.241-248
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    • 1997
  • 건설중이거나 기기 이력이 부족한 원자력 발전소에 대한 확률론적 안전성평가에 사용되는 일반 기기 신뢰도 데이타를 기 개발된 일반 데이타 및 발전소 데이타를 취합하여 구한다. 이를 위해 본 논문에서 사용한 계산 Code는 모수적 선험적 베이지안 방법에 근거하여 3단계 베이지안 방법으로 한국 원자력연구소에서 개발한 MPRDP Code이다. 일반 자료원에서 주로 자료를 취합하였으므로 각 문헌들 사이에 존재할 수 있는 종속성을 고려하여 Code에서 처리하였다. 본 논문에서는 결과로 얻어진 기기 신뢰도 자료표의 일부분을 보여준다.

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담정격(膽正格) 랄침(剌鍼)이 밤번 근무 후 간호사의 자율신경에 미치는 영향 (Effects of Sa-am Acupuncture (Damjeonggyeok) on Autonomic Nervous System in Night Nurses)

  • 김회권;이상훈;김용석
    • Journal of Acupuncture Research
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    • 제24권4호
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    • pp.13-23
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    • 2007
  • Objectives : The aim of the present study was to assess the effects of Sa-am acupuncture (Damjeonggyeok) on autonomic nervous system in night nurses by heart rate variability. Methods : Five night nurses were divided into two groups. We checked their HRV once after sleeping for night and 5 times after working for night, 4 times after operation. We operate Sa-am acupuncture (Damjeonggyeok) and sham acupuncture twice by turns for group A and in reverse order for group B. We checked responses of HRV change after operations. Statistical analysis was performed by using the SPSS Win. Ver. 13.0 for analysis about correlation between data, and Baysian analysis using WinBUGS(Ver. 1.4) for comparison between Sa-am acupuncture (Damjeonggyeok) and sham acupuncture. Results : The median overall decrease for difference in responses of low-frequency power in normalized units (LF (NU)) was -16.56 (-28.88, -6.446), the median overall increase for difference in responses to high-frequency power in normalized units (HF (NU)) was 16.25 (8.104, 28.6) and for the median overall decrease for difference in responses to the ratio of low- to high-frequency power (LF/HF) was -1.846 (-3.922, -0.069), 95% credibility intervals being shown in brackets. VAS of stress was correlated with LF (NU) and HF (NU), LF/HF (p<0.0l). Conclusion : Sa-am acupuncture (Damjeonggyeok) might have sympatholytic and parasympathomimetic effects.

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