• 제목/요약/키워드: Evaluation of Value at Risk

검색결과 125건 처리시간 0.032초

대체안(代替案)의 순현재가치(純現在價値) 평가(評價)와 내부수익률(內部收益率) 유도(誘導)에 대한 연구(硏究) (The Evaluation of the Net Present Value and the Derivation of the Internal Rate of Return with the Alternatives)

  • 박상민;이근희
    • 품질경영학회지
    • /
    • 제17권1호
    • /
    • pp.82-88
    • /
    • 1989
  • This paper has provided a systematic technique, the evaluation of the distribution with the NPV and the derivation of the IRR in the investment alternatives, for the cost estimating analysts, The proposals of investment alternatives are included the venture capital under risk and probabilities at each events, within the cash inflows are occuring at random timing. Therefore, we have considered the followings ; 1) the first cash outflow is deterministic, 2) the cash inflows are random variables with known distributions, 3) the lengths of the time intervals between the cash inflows are independently distributed and independent of the cash inflows. In this paper, the first two moments of the distribution, the Laplace Transforms and the convolutions are computed for both independent cash inflows and mutually exclusive alternatives as in the case of quite correlated cash inflows.

  • PDF

계측분석법에 의한 선박 접리안 안전성의 평가방안 (A Study on the evaluation of the safety of berthing maneuver by the Analytic Hierarchy Process)

  • 구자윤;이철영;우병구;전상엽
    • 한국항해학회지
    • /
    • 제18권4호
    • /
    • pp.33-47
    • /
    • 1994
  • On developing port system, the performance tests of system in relation to ship maneuver generally consists of the three parts: the channel transit, the manoeuvring in a turning basin and the docking/undocking. The quantifications of risk of an accident has priviously been difficult due to the low occurrence of accidents relative to the number of transits. Additionally, accident statistics could not be related port system because of the large number of factors contributing to the accident. such as human error, equipment failure, visibility, light, traffic. etc. In case of the channel transit, "Relative Risk Factor(RRF)" or "Relative Risk Factor for Meeting Traffic" was proposed as the as the measures derived to quantify the relative risk of accident by M.W.Smith. This factor measure the tracking performance, the turning performance and the passing performance at meeting traffic. On the other hand, the safety of berthing maneuver is not measured with a few evaluating factors as controlled due to complex controllabilites such as steering, engine, side thrusters or tugs. This work, therefore, aims to propose the evaluating measure by the Analytic Hierarchy Process(AHP). Six experimental scenarios were establised under the various environmental conditions as independent variables. In every simulation, the difficulty of maneuver was scored by captain and compared with AHP scores. The results show almost same and from which the weights of eight evaluating factors could be fixed. Additionally, the limit value of relative factor in berthing safety to six scenarios could be estimated to 0.11.e estimated to 0.11.

  • PDF

ACGIH Hand Activity Level TLV®의 현장 적용 및 평가 (Field Application and Evaluation of the ACGIH Hand Activity Level TLV®)

  • 김부욱;우지훈;강동묵;신용철
    • 한국산업보건학회지
    • /
    • 제16권2호
    • /
    • pp.81-90
    • /
    • 2006
  • The Strain Index(SI) has been commonly used to evaluate the musculoskeletal disorders(MSDs) of upper extremities. Recently, the American Conference of Governmental Industrial Hygienists(ACGIH) adopted the Threshold Limit Value for hand activity level (HAL TLV) focused on the hand, wrist, and forearm. The MSDs risks of 37 repetitive works conducted at an automobile climate control system manufacturing factory were evaluated using both the HAL TLV and the SI, and the results by two methods were compared. Also, measured repetitive frequencies of upper limbs joint were mesured using electromyogram and electrogoniometer. The evaluation results of the HAL were related with the repetitive frequency data of upper limbs joint by electrogoniometer, and the NPF was related with %MVC of ECU. The evaluation result of HAL TLV was highly related with the SI score(r=0.66, p<0.01). Of total 37 tasks, 25 tasks(67.6%) were exceeded the TLV and 34 tasks(91.9%) exceeded the SI limit. Although there was a high relationship between the HAL TLV and SI score, the HAL TLV underestimated the risk in comparison with the SI. The correlation coefficients(r) between the HAL TLV data and the repetitive frequency of upper limbs joint were 0.45~0.55(p<0.01). The MSD symptoms was significantly different between high risk groups and low risk groups evaluated by HAL TLV(p<0.01), but was not different between two groups by SI. In conclusion, the HAL TLV is a proper tool for repetitive works.

Identification of Patients with Microscopic Hematuria who are at Greater Risk for the Presence of Bladder Tumors Using a Dedicated Questionnaire and Point of Care Urine Test - A Study by the Members of Association of Urooncology, Turkey

  • Turkeri, Levent;Mangir, Naside;Gunlusoy, Bulent;Yildirim, Asif;Baltaci, Sumer;Kaplan, Mustafa;Bozlu, Murat;Mungan, Aydin
    • Asian Pacific Journal of Cancer Prevention
    • /
    • 제15권15호
    • /
    • pp.6283-6286
    • /
    • 2014
  • In patients with microscopic hematuria there is a need for better identification of those who are at greater risk of harbouring bladder tumors. The RisikoCheck(C) questionnaire has a strong correlation with the presence of urothelial carcinoma (UC) of the bladder and in combination with other available tests may help identify patients who require detailed clinical investigations due to increased risk of presence of bladder tumors. This study aimed to evaluate the efficacy of RisikoCheck(C) questionnaire together with NMP-22(R) (BladderChek(R)) as a point-of-care urine test in predicting the presence of bladder tumors in patients presenting with microscopic hematuria as the sole finding. In this multi-institutional prospective evaluation of 303 consecutive patients without a history of urothelial carcinoma (UC), RisikoCheck(C) risk group assessment, urinary tract imaging and cystourethroscopy as well as urine cytology and Nuclear Matrix Protein-22 (NMP-22 BladderChek) testing were performed where available. The sensitivity, specificity, negative predictive value (NPV), and positive predictive values (PPV) for the risk adapted approach were calculated. All patients underwent cystoscopy, and tumors were detected in 18 (5.9%). Urine cytology and NMP-22 was positive for malignancy in 9 (3.2%) and 12 (7.5%) of patients, respectively. A total of 43 (14%) patients were in the high risk group according to the RisikoCheck(C) questionnaire. The sensitivity and specificity of the questionnaire in detecting a bladder tumor was 61.5 % and 84.0 % in the high risk group. In patients with either a positive NMP-22 test or high risk category RisikoCheck(C), 23.6% had bladder tumors with a corresponding sensitivity of 54.2% and specificity of 88.6%. If both tests were negative only 3.3% of the patients had bladder tumors. The results of our study suggest that the efficacy of diagnostic evaluation of patients with microscopic hematuria may be further enhanced by combining RisikoCheck(C) questionnaire with NMP-22.

추정소득 분석을 통한 S카드사의 잠재가치 기반의 고객관리 전략 (New Strategy of Potential-Based Customer Management: A Case of S-Card's ECI Approach)

  • 박진수;장남식
    • 경영정보학연구
    • /
    • 제9권2호
    • /
    • pp.129-147
    • /
    • 2007
  • 2002년 신용대란 전후 S카드사는 결제능력 및 신용도의 적절한 측정을 통한 리스크 관리의 효율성 제고를 위해 회원 신용평가에 있어 소득을 고려하고자 하는 새로운 시도를 하였다. 보다 개선된 리스크 관리를 위해 잠재가치, 즉 소득을 추가로 고려한 다차원 평가체계로 회원을 파악하자는 것이었다. 그 이전까지 S카드를 비롯하여 모든 카드사는 연체속성, 입회기간, 사용상태, 한도소진율 등의 내부의 행위요소(behavioral factor) 자료와 외부 신용평가사에서 획득한 회원 등급이나 금융거래 내역 등에 의존하여 한도를 부여했다. 그러나 이 같은 방식은 과거로부터 현재까지의 행동패턴에 기반한 것으로서 회원의 객관적 능력범위를 가늠하는 데 어려움이 따랐고 결과적으로 리스크 관리의 한계로 이어졌다. 본 연구에서는 S카드사가 어떠한 방식으로 회원의 소득을 추정하였고 그 결과를 어떻게 활용하는가에 대해 살펴봄으로써 금융기관 리스크 관리 정교화의 방향을 제시하고자 한다.

WUFI 시뮬레이션 프로그램을 이용한 목조주택 벽체 레이어 구성에 따른 hygrothermal 성능 평가 (Evaluation of The Hygrothermal Performance by Wall Layer Component of Wooden Houses Using WUFI Simulation Program)

  • 강유진;김수민
    • Journal of the Korean Wood Science and Technology
    • /
    • 제44권1호
    • /
    • pp.75-84
    • /
    • 2016
  • 건물에너지 저감에 효과적으로 기여하는 건축 재료를 이용하는 목조주택을 기반으로 단열 성능이 향상되고 있다. 그러나 고단열 고기밀화로 인한 습기 제어가 어려워져 외벽의 결로 및 곰팡이 발생으로 인하여 성능이 저하될 수 있다. 이에 열 습기 시뮬레이션 프로그램을 이용하여 선정한 5가지 형태의 목조주택 외벽의 열 습기 성능, 결로 발생 및 곰팡이 성장 위험을 평가하였다. 목조주택은 농촌주택 표준설계도 '10과 '14, $2^{{\prime}{\prime}}{\times}6^{{\prime}{\prime}}$형, EIFS 그리고 목조형 패시브 하우스로 선정하였고, 각 벽체 레이어를 구성에 따라 벽 A, B, C, D, E로 구분하였다. 벽체의 열관류율은 각각 0.171, 0.172, 0.221, 0.150, $0.079W/m^2K$이다. 벽 A와 C의 OSB 절대함수량은 기준치 20%를 초과하는 값이 나타났고, 결로 평가를 통하여 단열재 내부 표면에서 겨울철에 결로가 발생할 수 있음을 확인하였다. 벽 D와 E는 외단열 벽체로 다른 벽체에 비하여 함수량 평가와 결로 평가에서 우수한 결과를 보여주었다. 그러나 곰팡이 성장 위험 평가에서 5가지 형태의 벽체 모두 곰팡이 성장 위험성이 있음을 확인하였다. 이에 따라 외벽의 열 습기 성능의 차이는 열적 성능에 의한 발생보다는 레이어 구성에 따른 차이가 발생하는 것으로 판단되었다. 모든 벽체는 비슷한 열적 성능을 가지고 있으나 레이어에 따라 동일한 조건에서의 적합성이 다르게 나타나는 것을 확인하였다.

특정지역에서 토양중 PCB의 분석과 인체노출량평가 (Quantiflcation of Human Exposure and Analysis of PCBs in Contaminated Some Site)

  • 이효민;박송자;김명수;윤은경;최시내;김선태;박종세
    • Toxicological Research
    • /
    • 제13권1_2호
    • /
    • pp.49-54
    • /
    • 1997
  • PCBs are classified as B2 (Probable human carcinogen) based on the induction of hepatocellular carcinomas in rats and mice from IRIS (Integrated Risk Information System). About 20 years ago, PCBs were phased out for electrical use in Korea, but PCBs were continuously used in the other field. Lately, there has been increasing concern on possible effects of contaminated soil to the other environment and human health. The purpose of this study is to determine PCBs level in soil at some site and to assess the human exposure doses according to exposure routes for people living within sites which expected to be exposed to PCBs. Pollution level of PCBs on the site was monitored using gas liquid chromatography. To assess the transport of PCBs in soil to plant and to air, various transfer factors(diffusion coefficient, bioconcentration factor etc.) were considered in simple calculations. To calculate the residential exposure doses by routes, some equations were considered using assumption value, which define inhalation, ingestion (soil, plant) and derreal uptake pathway. Computated results will be used as risk assessment information for human health evaluation on contaminated soil.

  • PDF

Cariview test와 전문가 칫솔질 교육이 치위생(학)과 신입생의 PHP index 감소에 미치는 효과 (The effect of the cariview test and professional brushing training on the reduction of PHP index of dental hygiene students)

  • 김연화;김유근;유진아;박정은
    • 한국치위생학회지
    • /
    • 제17권6호
    • /
    • pp.993-1001
    • /
    • 2017
  • Objectives: This study was conducted to examine the effectiveness in oral health promotion through oral health education for freshmen students of the dental hygiene department. Methods: To verify its effectiveness, research was conducted on 74 freshmen of the dental hygiene department by the evaluation of DMFT index, PHP index, and Cariview test (2015-2016). Results: The analysis of the test results using Cariview equipment shows a categorization of low risk group consisting of 10 students (13.5%), middle risk group consisting of 47 students (63.5%), and a high risk group consisting of 17 students (22.9%). DT index according to the number of daily tooth brushing by <2 is DT index average score higher and in such a case, statistics are considered meaningful (p<0.01). Oral health state at DMFT index of low risk group according to Cariview risk group for an analysis is lower than both the middle risk group and the high risk group (p<0.001). Conclusions: A review of the effect of the promotion of oral health through oral health education on the behavior change rather than of Cariview test and value of dental plaque through tooth brushing method was conducted.

한국형 낙상 위험 사정도구의 타당성 평가연구 (Validation of Adult Fall Assessment Scale Korean Version for Adult Patients in General Hospitals in Korea)

  • 최은희;고미숙;이신애;박정하
    • 임상간호연구
    • /
    • 제26권2호
    • /
    • pp.265-273
    • /
    • 2020
  • Purpose: The purpose of this study was to test the predictive validity of the Fall Assessment Scale-Korean version (FAS-K) and to find the most appropriate cutoff score to screen high-risk fall groups in adult patients in general hospitals in Korea. Methods: We performed a prospective evaluation study in medical and surgical ward patients at two major general hospitals in Seoul. Data were collected from Nov. 1, 2018 to Feb. 28, 2019, nurses performed 651 observation series. The researcher measured the fall risk assessment score by applying FAS-K, MFS (Morse Fall Scale), and JHFRAT (Johns Hopkins Hospital Fall Risk Assessment tool) to the patients twice a week between 10 am and 12 noon. Data were analyzed using Pearson's corelation coefficients, and the sensitivity, specificity, predictive value, and the area under the curve (AUC) of the three tools. Results: The FAS-K was positively correlated with the MFS (r=.70, p<.001) and the JHFRAT (r=.82, p<.001). According to the receiver operating characteristics (ROC) curve analysis of the FAS-K, sensitivity, specificity, and positive and negative prediction values were 85.3%, 49.4%, 8.5%, and 98.4%, respectively, when the FAS-K score was 4. Therefore, the cut-off score of the FAS-K to identify groups with high fall risk was 4. Conclusion: The FAS-K is a valid tool for measuring fall risk in adult inpatients. In addition, the FAS-K score, 4, can be used to identify high-risk fall groups and know specific points in time to provide active interventions to prevent falls.

인지온도 확률예보기반 폭염-건강영향예보 지원시스템 개발 및 2019년 온열질환자를 이용한 평가 (Development of Impact-based Heat Health Warning System Based on Ensemble Forecasts of Perceived Temperature and its Evaluation using Heat-Related Patients in 2019)

  • 강미선;벨로리드 밀로슬라브;김규랑
    • 대기
    • /
    • 제30권2호
    • /
    • pp.195-207
    • /
    • 2020
  • This study aims to introduce the structure of the impact-based heat health warning system on 165 counties in South Korea developed by the National Institute of Meteorological Sciences. This system was developed using the daily maximum perceived temperature (PTmax), which is a human physiology-based thermal comfort index, and the Local ENSemble prediction system for the probability forecasts. Also, A risk matrix proposed by the World Meteorological Organization was employed for the impact-based forecasts of this system. The threshold value of the risk matrix was separately set depending on regions. In this system, the risk level was issued as four levels (GREEN, YELLOW, ORANGE, RED) for first, second, and third forecast lead-day (LD1, LD2, and LD3). The daily risk level issued by the system was evaluated using emergency heat-related patients obtained at six cities, including Seoul, Incheon, Daejeon, Gwangju, Daegu, and Busan, for LD1 to LD3. The high-risks level occurred more consistently in the shorter lead time (LD3 → LD1) and the performance (rs) was increased from 0.42 (LD3) to 0.45 (LD1) in all cities. Especially, it showed good performance (rs = 0.51) in July and August, when heat stress is highest in South Korea. From an impact-based forecasting perspective, PTmax is one of the most suitable temperature indicators for issuing the health risk warnings by heat in South Korea.