• 대한수학회지
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• 제50권1호
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• pp.111-125
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• 2013

In this paper, we consider a continuous time risk model involving two types of dependent claims, namely main claims and by-claims. The by-claim is induced by the main claim and the occurrence of by-claim may be delayed depending on associated main claim amount. Using Rouch$\acute{e}$'s theorem, we first derive the closed-form solution for the Laplace transform of the survival probability in the dependent risk model from an integro-differential equations system. Then, using the Laplace transform, we derive a defective renewal equation satisfied by the survival probability. For the exponential claim sizes, we present the explicit formula for the survival probability. We also illustrate the influence of the model parameters in the dependent risk model on the survival probability by numerical examples.

• Journal of the Korean Data and Information Science Society
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• 제23권6호
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• pp.1289-1297
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• 2012

We consider a general compound Poisson risk model in which the premium rate is surplus dependent. We analyze the joint distribution of the surplus immediately before ruin, the deffcit at ruin and the time of ruin by solving the integro-differential equation for the Gerber-Shiu discounted penalty function.

• 대한산업공학회지
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• 제21권3호
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• pp.299-311
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• 1995

Conventional discounted cash flow techniques fail to capture the risk associated with investments. This paper proposes an annual cash flow model that considers risk, cost structure and inventory liquidation in the evaluation of investment alternatives. The risk differential of investments is included using the capital asset pricing model while the stochastic version of the cost-volume-profit approach is used to consider inventory liquidation and cost structure. Tradeoffs between fixed and variable costs have been investigated, and portrayed using iso-cash flow curves. The proposed cash flow model has been developed, in particular, to enable an accurate evaluation of advanced manufacturing systems.

• Wind and Structures
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• 제37권4호
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• pp.275-287
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• 2023

Subgrade differential settlement of high-speed railways was a pivotal issue that could increase the risk of trains operation. The risk will be further increased when trains in the subsidence zone are affected by crosswinds. In this paper, the computational fluid dynamics (CFD) model and finite element (FE) model were established, and the data transmission interface of the two models was established by fluid-solid interaction (FSI) method to form a systematic crosswind-train-track-subgrade dynamic model. The risk of high-speed train encountering crosswind in settlement area was analyzed. The results showed that the aerodynamic force of the trains increased significantly with the increase in crosswind speed. The aerodynamic force of the trains could reach 125.14 kN, significantly increasing the risk of derailment and overturning. Considering the influence of crosswind, the risk of train operation could be greatly increased. The safety indices and the wheel-rail force both increased with the increase of the wind speed. For the high-speed train running at 350 km/h, the warning value of wind speed was 10.2 m /s under the condition of subgrade settlement with wavelength of 20 m and amplitude of 15 mm.

• Journal of the Korean Data and Information Science Society
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• 제24권1호
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• pp.1-12
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• 2013

본 논문에서는 잉여금이 양의 추세모수를 갖는 확산과정을 따라 움직이고, 두 가지 유형의 보험청구가 있는 리스크 모형을 소개한다. 두 유형의 보험청구 금액은 서로 독립이고, 각각 지수분포를 따른다고 가정한다. 유형 I의 보험청구는 잦은 빈도로 발생하지만 청구 금액은 적고, 유형 II의 보험청구는 상대적으로 드물게 발생하지만 청구 금액이 많다고 가정한다. 적미분 방정식을 세워 잉여금이 없어지는 파산확률을 구하고, 각 유형에 의한 파산확률과 확산과정에 의해 자연적으로 파산이 이루어지는 확률을 함께 구한다. 또한 예제를 통해 두 유형의 보험청구와 확산과정이 전체 파산확률에 미치는 영향을 수치적으로 비교 분석한다.

• 한국항해항만학회지
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• 제33권4호
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• pp.255-261
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• 2009

Prediction of the stability for ships is very complex in reality. In this paper, risk based approach is applied to predict the probability of capsize for a certified ship, which is effected by the forces of sea especially the wave loading Safety assessment and risk analysis process are also applied for the probabilistic prediction of stability for ships. The probability of shipsencountering different waves at sea is calculated by the existed statistics data and risk based models. Finally, ship capsizing probability is calculated according to single degree of freedom(SDF) rolling differential equation and basin erosion theory of nonlinear dynamics. Calculation results show that the survival probabilities of ship excited by the forces of the seas, especially in the beam seas status, can be predicted by the risk based method.

• Clinical and Experimental Pediatrics
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• 제57권9호
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• pp.384-395
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• 2014

Febrile seizure (FS) is the most common seizure disorder of childhood, and occurs in an age-related manner. FS are classified into simple and complex. FS has a multifactorial inheritance, suggesting that both genetic and environmental factors are causative. Various animal models have elucidated the pathophysiological mechanisms of FS. Risk factors for a first FS are a family history of the disorder and a developmental delay. Risk factors for recurrent FS are a family history, age below 18 months at seizure onset, maximum temperature, and duration of fever. Risk factors for subsequent development of epilepsy are neurodevelopmental abnormality and complex FS. Clinicians evaluating children after a simple FS should concentrate on identifying the cause of the child's fever. Meningitis should be considered in the differential diagnosis for any febrile child. A simple FS does not usually require further evaluation such as ordering electroencephalography, neuroimaging, or other studies. Treatment is acute rescue therapy for prolonged FS. Antipyretics are not proven to reduce the recurrence risk for FS. Some evidence shows that both intermittent therapy with oral/rectal diazepam and continuous prophylaxis with oral phenobarbital or valproate are effective in reducing the risk of recurrence, but there is no evidence that these medications reduce the risk of subsequent epilepsy. Vaccine-induced FS is a rare event that does not lead to deleterious outcomes, but could affect patient and physician attitudes toward the safety of vaccination.

• 한국컴퓨터정보학회논문지
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• 제17권3호
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• pp.167-174
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• 2012

본 논문에서는 폭력사건범- 특히 강도에 의해 상해를 당하는 사람들을 집중적으로 다루어 보았다. 시간이 흐르면서 범죄피해 발생수가 변하고 있으며 피해자의 태도와 범행 대상이 되는 빈도와의 상관관계 간에 형태의 변화도 볼 수 있다. UCR와 NCVS자료를 통해서 1980년대와 1990년대 초 정점에 달한 이후 범죄피해 유형 중 다수는 발생 빈도가 줄어들고 있음을 보여주고 있다. 누적위험을 통해서 일생을 통해 피해자가 될 수 있는 가능성을 보여주고 있다. 차등 위험에서는 인구통계학적 집단별로 범죄 피해자가 되는 비율이 다르다는 사실을 강조하고 있다.

• 한국재난정보학회 논문집
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• 제19권3호
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• pp.532-544
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• 2023

연구목적: 신규로 사용되는 바이오연료를 기존 연료와 혼합하여 사용하는 경우 발생하는 위험성과 물성 변화를 열분석 방법(DSC, TGA)을 사용하여 화학 화재의 원인물질의 위험성을 확인하고, 평가할 방법과 그에 따른 물질의 위험성 관련 데이터를 확보함으로써 화재 원인 감식과 감정에 활용하기 위함이다. 연구방법: 본 실험에 사용된 연구 방법으로는 시차주사열량계(DSC : Differential Scanning Calorimeter)에 의하여 피크의 위치, 모양, 개수, 피크의 면적으로부터 열량 변화의 정량적인 정보를 통하여 열유속 차이(Difference in heat flux)를 측정하였고, 열중량분석(TGA : Analyzer)을 시행함으로써 특정한 온도에서 분해열 등에 의해 발생한 무게 변화를 연속적으로 측정하였다. 연구결과: 먼저 열 유속의 그래프에서 물질의 끓는점과 물질이 가지고 있는 고유 특성치 또는 분해에 필요한 에너지를 확인할 수 있다. 둘째 바이오디젤의 함량이 증가할수록 많은 피크를 확인 할 수 있었다. 셋째 비점이 낮은 물질들이 함유하고 있다는 것을 분석 결과로 확인할 수 있었다. 결론: 현재 새로운 에너지원으로 사용되고 있는 바이오디젤의 위험성을 다양한 물리·화학적 분석기법(DSC+TGA)을 통하여 사용함으로써 물질의 물적 위험성을 평가할 수 있음을 보여주었다. 아울러 본 연구의 시험방법별 차이의 비교와 실험에 대한 노하우를 축적하고 활용한다면 향후 위험물의 물성 연구와 물질 위험성 평가 연구에 있어 도움이 되리라 기대한다.

• Journal of applied mathematics & informatics
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• 제27권5_6호
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• pp.1033-1047
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• 2009

In this paper, we consider a m-type risk model with Markov-modulated premium rate. A integral equation for the conditional ruin probability is obtained. A recursive inequality for the ruin probability with the stationary initial distribution and the upper bound for the ruin probability with no initial reserve are given. A system of Laplace transforms of non-ruin probabilities, given the initial environment state, is established from a system of integro-differential equations. In the two-state model, explicit formulas for non-ruin probabilities are obtained when the initial reserve is zero or when both claim size distributions belong to the $K_n$-family, n $\in$ $N^+$ One example is given with claim sizes that have exponential distributions.