• Journal of the Korean Data and Information Science Society
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• 제24권4호
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• pp.723-736
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• 2013

해약율의 추정은 최근 보험제도의 변화 (국제회계기준의 도입에 따른 현금흐름방식의 가격산출체계 시행, 무해약환급금 보험상품의 판매 허용 등)에 따라 보험료의 결정과 손익분석 그리고 리스크 관리 등에 있어서 중요한 요소로 부각되고 있다. 특히, 변액연금은 최저보증옵션으로 인하여 보험계약자의 해약요소가 중요시되고 다른 보험 상품에 비해 복잡하므로 차별성 있는 통계모형의 선택과 분석이 필요하다. 기존의 해약률 연구는 실태분석 또는 회귀분석을 위주로 모형화하는 것에 초점이 맞추어져 있었으나 본 연구에서는 변액연금 계약과 관련된 여러 변수와 최저보증옵션을 반영하기 위하여 생존분석기법 중 하나인 Cox 비례위험모형을 이용하여 해지율을 추정하였다. 변액연금 해지율에 영향을 미치는 주요변수로는 납입방법, 보험료, 보험기간 대비 유지기간, 계약자적립금 대비 최소보증금, 계약자연령이 있으며 본 연구에서는 이에 관하여 분석해보았다.

• 응용통계연구
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• 제34권6호
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• pp.957-968
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• 2021

역중도절단확률가중(inverse censoring probability weighting, ICPW)은 생존분석에서 흔히 사용되는 방법이다. 중도절단 회귀모형과 같은 ICPW 방법의 응용에 있어서 중도절단 확률의 정확한 추정은 핵심적인 요소라고 할 수 있다. 본 논문에서는 중도절단 확률의 추정이 ICPW 기반 중도절단 회귀모형의 성능에 어떠한 영향을 주는지 모의실험을 통하여 알아보았다. 모의실험에서는 Kaplan-Meier 추정량, Cox 비례위험(proportional hazard) 모형 추정량, 그리고 국소 Kaplan-Meier 추정량 세 가지를 비교하였다. 국소 KM 추정량에 대해서는 차원의 저주를 피하기 위해 공변량의 차원축소 방법을 추가적으로 적용하였다. 차원축소 방법으로는 흔히 사용되는 주성분분석(principal component analysis, PCA)과 절단역회귀(sliced inverse regression)방법을 고려하였다. 그 결과 Cox 비례위험 추정량이 평균 및 중위수 중도절단 회귀모형 모두에서 중도절단 확률을 추정하는 데 가장 좋은 성능을 보여주었다.

• Journal of the Korean Statistical Society
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• 제34권3호
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• pp.173-183
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• 2005

The Box-Cox power transformation is generally used for variance stabilization. Recently, Shin and Kang (2001) showed, under the Box-Cox transformation, invariant properties to the original model under the large mean and relatively small variance assumptions in time series analysis. In this paper we obtain some invariant properties in spatial statistics. Spatial statistics, Invariant Property, Variogram, Box-Cox power Transformation.

• 한국응용약물학회:학술대회논문집
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• 한국응용약물학회 2003년도 춘계학술대회
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• pp.113-130
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• 2003

1. We have established a model system to study sodium chloride, an environmental factor, induced gene regulations. 2. ${\alpha}$ENaC, cox-2, and c-fos genes are regulated by sodium chloride at mRNA level as well as at protein level. 3. Regulation of ${\alpha}$ENaC requires syntheses of new protein(s). 4. COX-2 may have a important role for homeostasis in hypertonic situation.

• Journal of the Korean Data and Information Science Society
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• 제22권4호
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• pp.795-801
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• 2011

In machine learning and statistics it is often the case that some variables are not important, while some variables are more important than others. We propose a novel algorithm for selecting such relevant variables in the kernel Cox regression. We employ the weighted version of ANOVA decomposition kernels to choose optimal subset of relevant variables in the kernel Cox regression. Experimental results are then presented which indicate the performance of the proposed method.

• Asian Pacific Journal of Cancer Prevention
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• 제14권11호
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• pp.6751-6755
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• 2013

Background: Research on cancers with a high rate of mortality such as those occurring in the stomach requires using models which can provide a closer examination of disease processes and provide researchers with more accurate data. Various models have been designed based on this issue and the present study aimed at evaluating such models. Materials and Methods: Data from 330 patients with gastric cancer undergoing surgery at Iran Cancer Institute from 1995 to 1999 were analyzed. Cox-Snell Residuals and Akaike Information Criterion were used to compare parametric and semi-parametric Cox models in modeling transition rates among different states of a multi-state model. R 2.15.1 software was used for all data analyses. Results: Analysis of Cox-Snell Residuals and Akaike Information Criterion for all probable transitions among different states revealed that parametric models represented a better fitness. Log-logistic, Gompertz and Log-normal models were good choices for modeling transition rate for relapse hazard (state $1{\rightarrow}state$ 2), death hazard without a relapse (state $1{\rightarrow}state$ 3) and death hazard with a relapse (state $2{\rightarrow}state$ 3), respectively. Conclusions: Although the semi-parametric Cox model is often used by most cancer researchers in modeling transition rates of multistate models, parametric models in similar situations- as they do not need proportional hazards assumption and consider a specific statistical distribution for time to occurrence of next state in case this assumption is not made - are more credible alternatives.

• 지식경영연구
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• 제11권2호
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• pp.95-109
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• 2010

The objectives of this study are to identify the survival function (hazard function) of small and medium enterprises by using technology rating data for the companies guaranteed by Korea Technology Finance Corporation (KOTEC), and to figure out the factors that affects their survival. To serve the purposes, this study uses Kaplan-Meier Analysis as a non-parametric method and Cox proportional hazards model as a semi-parametric one. The 17,396 guaranteed companies that assessed from July 1st in 2005 to December 31st in 2009 are selected as samples (16,504 censored data and 829 accident data). The survival time is computed with random censoring (Type III) from July in 2005 as a starting point. The results of the analysis show that Kaplan-Meier Analysis and Cox proportional hazards model are able to readily estimate survival and hazard function and to perform comparative study among group variables such as industry and technology rating level. In particular, Cox proportional hazards model is recognized that it is useful to understand which technology rating items are meaningful to company's survival and how much they affect it. It is considered that these results will provide valuable knowledge for practitioners to find and manage the significant items for survival of the guaranteed companies through future technology rating.

• Genomics & Informatics
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• 제5권3호
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• pp.95-101
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• 2007

In this paper, we consider the variable selection methods in the Cox model when a large number of gene expression levels are involved with survival time. Deciding which genes are associated with survival time has been a challenging problem because of the large number of genes and relatively small sample size (n<

• The Korean Journal of Physiology and Pharmacology
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• 제10권1호
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• pp.45-50
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• 2006

Melittin-induced pain model has been known to be very useful for the study of pain mechanism. Melittin-induced nociceptive responses are reported to be modulated by the changes in the activity of excitatory amino acid receptor, calcium channel, spinal serotonin receptor and extracellular signaling-regulated kinase. The present study was undertaken to investigate the role of cyclooxygenase (COX) in the melittin-induced nociception. Changes in mechanical threshold, flinchings and paw thickness were measured before and after intraplantar injection of melittin in the rat hind paw. Also studied were the effects of intraperitonealy administered diclofenac (25 mg & 50 mg/kg), piroxicam (10 mg & 20 mg/kg) and meloxicam (10 mg & 20 mg/kg) on the melittin-induced nociceptions. Intraplantar injection of melittin caused marked reduction of mechanical threshold that was dose-dependently attenuated by non-selective COX inhibitor (diclofenac) and selective COX-1 inhibitor (piroxicam), but not by COX-2 inhibitor (meloxicam). Melittin-induced flinchings were strongly suppressed by non-selective COX and COX-1 inhibitor, but not by COX-2 inhibitor. None of the COX inhibitors had inhibitory effects on melittin-induced increase of paw thickness (edema). These experimental findings suggest that COX-1 plays an important role in the melittin-induced nociceptive responses.

• 자원ㆍ환경경제연구
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• 제29권3호
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• pp.335-362
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• 2020

본 논문은 Box-Cox 전환을 이용한 헤도닉가격모형을 통해 수도권매립지로부터 유발되는 비효용(악취)이 주택가격에 미치는 영향(잠재가격)과 수도권매립지로부터의 거리 조건의 변화에 대한 지불의사액을 추정하였다. 본 논문은 수도권매립지에서의 이격거리를 환경변수로 활용하고, 이를 포함한 다양한 주택특성변수가 매립지에서 반경 5km 이내 아파트 매매 가격에 미치는 영향을 분석하였다. 특히 악취는 종류도 다양하고, 다양한 기상·환경적 영향에 따라 변동하며, 피해 정도나 표현방식도 개인별로 차이가 발생할 수 있는 이질성을 갖고 있기 때문에, 일반적인 진술선호법 대신 현시선호법 방법론 중 헤도닉가격모형을 선택하였으며, 발생지역별 이질성을 고려하여 Box-Cox 전환을 통해 다양한 함수형태를 검증하여 적용하였다. 추정결과 악취원으로부터 이격거리에 대한 한계가치(잠재가격)는 추정모형의 함수형태에 따라 0.227~0.533으로 나타났다. 또한 다른 주택특성요인이 동일할 때, 악취원에서부터 이격거리가 1km 떨어지는 것에 대한 추가 지불의사액은 함수형태에 따라 20,143천 원~ 62,092천 원으로 계산되었으며, 일반적 Box-Cox 모형을 기준으로 했을 때는 지불의사액은 연간 3,874천 원 정도로 추정되었다.