• 산업경영시스템학회지
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• 제22권51호
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• pp.151-161
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• 1999

For many decades, Deterministic DCF approach has been widely used to evaluate investment opportunities. Under new manufacturing conditions involving uncertainty and risk, the DCF approach is not appropriate. In DCF, Risk is incorporated in two ways: certainty equivalent method, risk adjusted discount rate. This paper proposes a determination method of the Risk Adjusted Discount Rate for economically decision making advanced manufacturing technologies. Conventional DCF techniques typically use discount rate which do not consider the difference in risk of differential investment options and periods. Due to their relative efficiency, advanced manufacturing technologies have different degree of risk. The risk differential of investments is included using $\beta$ coefficient of capital asset pricing model. The comparison between existing and proposed method investigated. The DCF model using proposed risk adjusted discount rate enable more reasonable evaluation of advanced manufacturing technologies.

• 대한간호학회지
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• 제34권3호
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• pp.430-439
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• 2004

Purpose: The purpose of this study was to examine risk factors for sexual behaviors in Korean female high school students. Methods: Data was collected by a written questionnaire from June 22 to July 18, 2002 from 522 girls, who were stratified samples from a target population of 63,375 11th grade students from 200 regular high schools and 70 vocational high schools in Seoul, Korea. We conducted multiple regression analysis using the SAS pc＋ program. Results: Risk factors for intimate behaviors were association with boy friends, differential association, family attachment, and family abuse experience. These variables cause 68% of intimate behaviors. Risk factors for sexual experiences were differential association, association with boy friend, and family attachment. These variables cause 14% of sexual experiences. Conclusion: Efforts to reduce sexual behaviors in girls should include the possible role of peers and develop peer leader programs.

• 한국방사선학회논문지
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• 제13권2호
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• pp.201-207
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• 2019

본 연구는 갑상샘 초음파에서 K-TIRADS 분류와 K-TIRADS 분류에 따른 Different risk group의 조합을 이용한 방법이 양성과 악성 결절의 감별진단에 유용한지를 평가하였다. 갑상샘 초음파를 시행한 210명을 대상으로 하였으며, 세침흡인세포검사 결과를 바탕으로 후향적인 분석을 하였다. 갑상샘 결절의 양성과 악성에 따른 K-TIRADS와 Different risk group의 점수체계의 차이 분석은 카이제곱 검정을 하였다. ROC 곡선 분석을 통해 악성 결절의 예측을 위한 K-TIRADS 점수와 Different risk group의 최적 cut off 값을 결정하였다. 양성과 악성 결절 군의 분류에 따른 K-TIRADS와 Different risk group의 차이검증 결과에서 각각 통계적으로 유의한 차이를 보였다(p=.001). ROC 곡선 분석에서 양성과 악성 결절의 예측을 위한 K-TIRADS에 따른 점수분류에서는 AUC 0.786, Cut-off value> 2를 나타내었으며, Different risk group에서는 AUC 0.640, Cut-off value> 2로 결정되었다(p=.001). 갑상샘 초음파에서 결절을 발견했을 때 양성과 악성 갑상샘 결절을 감별하는 데 도움을 주는 K-TIRADS에 따른 분류체계가 Different risk group에 따른 분류체계보다 갑상샘 결절의 감별진단에 도움을 줄 것으로 생각하며 K-TIRADS에 따른 분류체계를 적용하면, 불필요한 세포 검사를 줄일 수 있고, 악성 결절의 조기발견에 도움이 될 것으로 생각된다.

• 대한안전경영과학회지
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• 제24권4호
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• pp.61-70
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• 2022

In spite of lab safety act for over 10 years, over 100 safety accidents in the laboratory have been constantly occurring. The ideal safety management system is to prevent accidents by differential classifying and managing laboratory regulatory materials according to the risk level. In order to approach this system, in-depth interviews with safety managers were first conducted to identify the current status of safety management in domestic university laboratories. And then through comparative analysis of safety management systems in domestic and foreign laboratories, a new regulatory substance classification standard based on the analysis of the hazards and the classification of risk grades, and a safety management system are proposed. From this study, it will contribute to the creation of a safe laboratory environment by differential classification and management laboratory regulatory materials based on the risk level.

• Industrial Engineering and Management Systems
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• 제12권1호
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• pp.2-8
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• 2013

Uncertainty theory is a branch of mathematics based on normolity, duality, subadditivity and product axioms. Uncertain process is a sequence of uncertain variables indexed by time. Canonical Liu process is an uncertain process with stationary and independent increments. And the increments follow normal uncertainty distributions. Uncertain differential equation is a type of differential equation driven by the canonical Liu process. Stability analysis on uncertain differential equation is to investigate the qualitative properties, which is significant both in theory and application for uncertain differential equations. This paper aims to study stability properties of linear uncertain differential equations. First, the stability concepts are introduced. And then, several sufficient and necessary conditions of stability for linear uncertain differential equations are proposed. Besides, some examples are discussed.

• Korean Journal of Mathematics
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• 제27권1호
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• pp.119-129
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• 2019

Balance function is one of the joint factors to determine fall in risk theory. It helps to moderate the progression and riskiness of falls for detecting balance and fall risk factors. Nevertheless, the objective measures for balance function require expensive equipment with the assessment of any expertise. We establish the existence and uniqueness of a multi-order fractional differential equations based on ${\psi}$-Hilfer operator on time scales with balance function. This class describes the dynamic of time scales derivative. Our tool is based on the Schauder fixed point theorem. Here, sufficient conditions for Ulam-stability are given.

• Communications for Statistical Applications and Methods
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• 제23권5호
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• pp.423-432
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• 2016

In this paper, we stochastically analyze the continuous time surplus process in a risk model which involves a continuous type investment. It is assumed that the investment of the surplus to other business is continuously made at a constant rate, while the surplus process stays over a given sufficient level. We obtain the stationary distribution of the surplus level and/or its moment generating function by forming martingales from the surplus process and applying the optional sampling theorem to the martingales and/or by establishing and solving an integro-differential equation for the distribution function of the surplus level.

• Communications for Statistical Applications and Methods
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• 제20권6호
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• pp.475-480
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• 2013

The surplus process in a risk model is stochastically analyzed. We obtain the characteristic function of the level of the surplus at a finite time, by establishing and solving an integro-differential equation for the distribution function of the surplus. The characteristic function of the stationary distribution of the surplus is also obtained by assuming that an investment of the surplus is made to other business when the surplus reaches a sufficient level. As a consequence, we obtain the first and second moments of the surplus both at a finite time and in an infinite horizon (in the long-run).

• 충청수학회지
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• 제34권2호
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• pp.169-180
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• 2021

This paper investigates the time-inconsistent agent's optimal consumption and investment problem under inflation risk. The agents' discount factor is governed by hyperbolic discounting, which has a random time to change. We impose the inflation risk which plays a crucial role in long-term financial planning. We derive the semi-analytic solution to the problem of sophisticated agents when the time horizon is finite.

• Journal of the Korean Data and Information Science Society
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• 제24권3호
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• pp.571-584
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• 2013

현재까지 인간 수명에 영향을 미치는 요소와 해당 요소가 수명에 미치는 영향을 계량적으로 분석하는 연구들이 지속적으로 이루어져 왔고, 그 결과 성별과 연령 이외의 많은 요소들이 실제로 수명에 유의한 영향을 미치는 요인으로 나타났다. 혼인상태는 그러한 요인들 중 하나로, 직접 또는 간접적으로 생존자의 여명에 영향을 끼치는 것으로 인지되고 있다. 이러한 결과는 공적보험과 같은 사회복지 제도와 사보험 영역의 생명보험과 개인연금의 위험관리에 시사점을 제공해 준다. 본 연구에서는 국내의 혼인상태별 사망률 자료를 이용하여 혼인상태의 변화를 반영한 사망률 모형을 설계하고 혼인상태가 보험수리적 계산에 미치는 영향을 파악하고, 그 결과가 나타내는 시사점에 대하여 논의하였다.