• Communications for Statistical Applications and Methods
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• v.28 no.6
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• pp.655-671
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• 2021

This study analyzes the premium risk of insurers in Korea, which is expected to experience the fastest population aging in the world. Based on the Lee-Carter model, we generate 10,000 scenarios for the number of future survivors in the group of the 10,000 policyholders of life annuity. According to the result of simulation study, the probability of insurer's loss for both groups of male and female policyholders is very low. This result indicates that the premium risk of insurers is not as great as the insurer's concern. This study also suggests introduction of the longevity swap as an alternative to manage the premium risk for the insurer which sells life annuity products. The longevity swap allows insurers to hedge premium risk and reduce capital burden due to the premium risk inherent in life annuity. This study also shows through examples that the counterparty of swap deal may have excess profit in exchange for taking premium risk.

• Proceedings of the Korea Water Resources Association Conference
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• 2022.05a
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• pp.417-417
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• 2022

현재 수공 구조물 설계 시 설계강우량으로써 빈도해석과정을 통해 산정된 확률강우량을 적용하고 있다. 하지만 확률강우량의 경우 시계열 강우분포형태를 알 수 없는 문제가 존재한다. 강우의 시간분포 형태는 비점오염, 강우에 의한 수식 등 도달시간과 첨두 홍수량에 지대한 영향을 미치는 요소이다. 현재 국내에서는 Huff 4분위법이 널리 사용되고 있지만 Huff 4분위법은 기존의 강우패턴을 평균하였기 때문에 자연현상인 강우의 다양하고 복잡한 분포형태를 반영하기 어렵다는 문제를 가지고 있으며, Huff 4분위법이 갖는 한계로 정의할 수 있다. 따라서 본 연구에서는 Huff 4분위법이 갖는 한계를 보완하기 위해 설계홍수량산정지침에서 제시하고 있는 초과확률 50%의 시간분포 값을 산정하는 것에서 벗어나 한반도의 강우형태와 최근 20년간의 강우 패턴 변화를 고려한 최적 초과 확률값을 선정하였다.

• Journal of Korea Game Society
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• v.16 no.5
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• pp.7-22
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• 2016

The risk is subjectively perceived by the subject to judge. In the case of the game, game organizations and watchdog groups also recognized differently occurrence probability and intensity of risk to form a physical relationships of the game with each. Thus, we look only at the risk of their own subjective opinion, the fundamental solution is not possible. In this paper, we conducted a study on the form, occurrence point, and generating processes of risk by analyzing the physical components that make up the network of the game based on ATN in order to confirm definitely the substance and the presence of the game risk. In view of ANT, the game and humans constitute a network through their ability to act as each actor. If the gamer does not clearly recognize the nature of the ability to act of the game, the reverse control and the excess flow occur through remediation properties of the game. Therefore, it requires a more in-depth study in the future with respect to complex structure and relationships of the game-gamer network.

• The Sea:JOURNAL OF THE KOREAN SOCIETY OF OCEANOGRAPHY
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• v.12 no.1
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• pp.35-42
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• 2007

Thermal discharges from the nuclear power plants into neighboring Korean coastal waters have raised serious disputable arguments from the two parties of local fishermen and scientists involved since late 1970's. To meet the social demands and provide scientific and reasonable solutions, new set of standards have been established which will guide through measuring and processing the various variables and parameters in environmental and fishery impact assessment procedures for the thermal discharge from the nuclear power plants. These are made possible for the first time by the combined efforts by Korean Oceanography Society and Fishery Society. In this paper, Thermal Disharge Impact Index(TI) is proposed by the probability of the local temperatures exceeding critically to local fishery multiplied by the weighted sum of diverse environmental and ecological factors. The TI is essentially conceived to overcome the long-exising bad practices based on the particular excess temperature such as 1. The proposed TI based on the guideline principle proposed by the UNEP(2002) is expected to be practical, economic and self-adaptive. To prove the usefulness of the TI, it is highly recommended to conduct prototype experiments and exercises in a particular nuclear power plant site in the near future.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.24 no.12A
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• pp.1922-1931
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• 1999

A multicast traffic’s feature is the function of providing a point to multipoints cell transmission, which is emerging from the main function of ATM switch. However, when a conventional point-to-point switch executes a multicast function, the excess load is occurred because unicast cell as well as multicast cell passed the copy network. Additionally, due to the excess load, multicast cells collide with other cells in a switch. Thus a deadlock that losses cells raises, extremely diminishes the performance of switch. An input queued switch also has a defect of the HOL (Head of Line) blocking that less lessens the performance of the switch. In the proposed multicast switch, we use shared memory switch to reduce HOL blocking and deadlock. In order to decrease switch’s complexity and cell's processing time, to improve a throughput, we utilize the method that routes a cell on a separated paths by traffic pattern and the scheduling algorithm that processes a maximum 2N cell at once in the control part. Besides, when cells is congested at an output port, a cell loss probability increases. Thus we use the Output Memory (OM) to reduce the cell loss probability. And we make use of the method that stores the assigned memory (UM, MM) with a cell by a traffic pattern and clears the cell of the Output memory after a fixed saving time to improve the memory utilization rate. The performance of the proposed switch is executed and compared with the conventional policy under the burst traffic condition through both the analysis based on Markov chain and simulation.

• Geotechnical Engineering
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• v.9 no.3
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• pp.77-90
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• 1993

In the settlement analysis of shallow foundation soil properties, loads and soil strata involve many uncertainties so it is necessary to do analysis of settlement that considers the probabilistic properties of each variable. This study is performed to probabilistic analysis for settlement of shallow foundation consisted of individual footings by using Monte Carlo Method. To consider the uncertainty of variables, both the soil properties and loads are assumed to be normal distribution random variables and get settlement mean and coefficient of variation of individual footing. And the settlement of each individual footing is also assumed to be normal distribution. Settlement of each individual footing which considers the probability of soft soil pockets in soil strata follows Markov process. Then it is performed to do sensitivity analysis which is involved to excess probability of allowable criteria of maxi mum settlement and differential settlement according to varity of each variable. It is thought to be proper that the settlement analysis of shallow foundation should be analyzed considering uncertainty of variables and soil stratum conditions.

• Journal of Environmental Science International
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• v.10 no.3
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• pp.195-200
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• 2001

The personal exposures of nitrogen dioxide(NO$_2$), microenvironmental levels and daily time activity patterns on Seoul subway station workers were measured from February 10 to March 12, 1999. Personal NO$_2$exposure for 24 hours were 29.40$\pm$9.75 ppb. NO$_2$level of occupational environment were 27.87$\pm$7.15 ppb in office, 33.60$\pm$8.64 ppb in platform and 50.13$\pm$13.04 ppb in outdoor. Personal exposure time of subway station workers was constituted as survey results with $7.94\pm$3.00 hours in office, $2.82\pm$1.63 hours in platform and 1 hours in outdoor. With above results, personal $NO_2$exposure distributions on subway station workers in Seoul were estimated with Monte Carlo simulation which uses statistical probabilistic theory on various exposure scenario testing. Some of distributions which did not have any formal patterns were assumed as custom distribution type. Estimated personal occupational $NO_2$exposure using time weighted average (TWA) model was 31.$29\pm$5.57 ppb, which were under Annual Ambient Standard (50ppb) of Korea. Though arithmetic means of measured personal $NO_2$exposure was lower than that of occupational $NO_2$exposure estimated by TWA model, considering probability distribution type simulated, probability distribution of measured personal $NO_2$exposures for 24 hours was over ambient standard with 3.23%, which was higher than those of occupational exposure(0.02%). Further research is needed for reducing these 24 hour $NO_2$personal excess exposures besides occupational exposure on subway station workers in Seoul.

• Journal of the Korea Society for Simulation
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• v.25 no.3
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• pp.53-63
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• 2016

We consider simulation study combining static and mobile decoys for survivability of a surface warship against torpedo attack. It is assumed that an enemy torpedo is a passive acoustic homing torpedo and detects a target within its maximum target detection range and search beam angle by computing signal excess via passive sonar equation, and a warship conducts an evasive maneuvering with deploying static and mobile decoys simultaneously to counteract a torpedo attack. Suggesting the four different decoy deployment plans to achieve the best plan, we analyze an effectiveness for a warship's survival probability through Monte Carlo simulation, given a certain experimental environment. Furthermore, changing the speed and the source level of decoys, the maximum torpedo detection range of warship, and the maximum target detection range of torpedo, we observe the corresponding survival probabilities, which can provide the operational capabilities of an underwater defense system.

• Environmental Analysis Health and Toxicology
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• v.12 no.3_4
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• pp.31-41
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• 1997

Public concerns about hazardous health effect from the exposure to organic by-products of the chlorination have been increased. There are numerous studies reporting that chlorination of drinking water produces numerous chlorinated organic by-products including THMs, HAAs, HANs. Some of these products are known to be animal carcinogens. The purpose of this study was to estimate health risk of DBPs by chlorinated drinking water ingestion in Seoul based on methodologies that have been developed for conducting risk assessment of complex-chemical-mixture. The drinking water sample was collected seperately at six water treatment plant in Seoul at March, April, 1996. In tap water of households in Seoul, DBPs were measured wilfh the mean value of 36.6 $\mu$g/L. Risk assessment processes,. which include processes for the estimation of human cancer potency using animal bioassay data and calculation of human exposure, entail uncertainties. In the exposure assessment process, exposure scenarios with various assumptions could affect the exposure amount and excess cancer risk. The reference dose of haloacetonitriles was estimated to be 0.0023 mg/kg/day by applying dibromoacetonitrile NOAEL and uncertainty factor to the mean concentration. In the first case, human excess cancer risk was estimated by the US EPA method used to set the MCL (maximum contaminant level). In the second and third case, the risk was estimated for multi-route exposure with and without adopting Monte-Carlo simulation, respectively. In the second case, exposure input parameters and cancer potencies used probability distributions, and in the third case, those values used point estimates (mean, and maximum or 95% upper-bound value). As a result, while the excess cancer risk estimated by US EPA method considering only direct ingestion tended to be underestimated, the risk which was estimated by considering multi-route exposure without Monte-Carlo simulation and then using the maximum or 95% upper-bound value as input parameters tended to be overestimated. In risk assessment for Trihalomethanes, considering multi-route exposure with adopting Monte-Carlo analysis seems to provide the most reasonable estimations.

• Korean Journal of Labor Studies
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• v.24 no.2
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• pp.181-214
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• 2018

This study uses the youth panel survey (YP2007 2th ~ 9th) data of the Korea Employment Information Service to examine the phenomenon of subjective mismatch arising from the youth labor market and analyzed the determinants and wage effects of subjective mismatch. Overall, the analysis showed that the over-education and over-technology of both educational background and technical skill level in the Miss Match significantly decreased, while the lack of education and technology increased rather gradually. Next, the analysis of the determinants of downward employment(Excess of education and technology) showed that males were less likely to be downwardly employed(Excess of education and technology) than females, and in the status of workers, the probability of downward employment of regular and non-wage workers was lower than that of temporary/daily workers. Finally, as a result of estimating the wage effect of the mismatch based on the pooled OLS model and the Panel Fixed Effect model, the mismatch which has the greatest effect on the wage was found to be excessive education, and it has been estimated that youth employees who are over-educated have an average 6.7% lower wages than those who are not. After controlling for the unobserved individual characteristics, they were found to receive a lower wage of 3.2%, and it is estimated that 2.9% for the technical excess mismatch and 2.3% for the major mismatch receive lower wages than the reference group.