• 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.

• 한국농림기상학회지
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• 제18권1호
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• pp.55-63
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• 2016

경계층 내에서는 일중 시간대에 따라 기온감률의 변이가 크므로, 복잡지형의 기온분포 추정에 흔히 사용되는 표준기온감률보다 현실성 있는 매시 기온감률 추정 방법을 고안하였다. 이 방법에서는 기온 경시변동의 장기간 평균을 기준으로 하되, 표준등압면 1000-925hPa 층위의 기온감률을 이용하여 기온감률 표준곡선을 작성하고, 여기에 매시 운량에 따라 보정된 기온감률이 모의된다. 신뢰성 검증을 위해 대관령 지역에 적용하여 10개월 간 매시 기온감률을 추정하고 그 결과를 초음파 기온프로파일러로부터 얻은 지상 500-600m 층위 실측 기온감률과 비교한 결과, ME $-0.0001^{\circ}C/m$, RMSE $0.0024^{\circ}C/m$였다. 이 방법을 지상 1.5m에서 측정되는 산사면의 고도별 기온감률 추정에 적용할 수 있는지 확인하기 위해 복잡지형인 '하동2수위표' 표준유역의 313-401m 고도구간 매시 기온감률을 계산하였다. 해당 유역 산사면 여러 지점으로부터 실측기온을 얻어 기온감률을 구한 다음 추정값과 비교한 결과 대관령의 연직 프로파일에 비해 오차가 컸지만 하늘상태에 따른 일중 기온감률의 변동경향은 이 방법에 의해 모의할 수 있었다.

• Communications for Statistical Applications and Methods
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• 제28권5호
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• pp.447-462
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• 2021

In insurance, the surrender rate is an important variable that threatens the sustainability of insurers and determines the profitability of the contract. Unlike other actuarial assumptions that determine the cash flow of an insurance contract, however, it is characterized by endogenous variables such as people's economic, social, and subjective decisions. Therefore, a microscopic approach is required to identify and analyze the factors that determine the lapse rate. Specifically, micro-level characteristics including the individual, demographic, microeconomic, and household characteristics of policyholders are necessary for the analysis. In this study, we select panel survey data of Korean Retirement Income Study (KReIS) with many diverse dimensions to determine which variables have a decisive effect on the lapse and apply the lasso regularized regression model to analyze it empirically. As the data contain many missing values, they are imputed using the random forest method. Among the household variables, we find that the non-existence of old dependents, the existence of young dependents, and employed family members increase the surrender rate. Among the individual variables, divorce, non-urban residential areas, apartment type of housing, non-ownership of homes, and bad relationship with siblings increase the lapse rate. Finally, among the financial variables, low income, low expenditure, the existence of children that incur child care expenditure, not expecting to bequest from spouse, not holding public health insurance, and expecting to benefit from a retirement pension increase the lapse rate. Some of these findings are consistent with those in the literature.

• 한국농림기상학회지
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• 제18권3호
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• pp.135-142
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• 2016

운량 기반 기온감률 추정모형을 이용하여 0600과 1500의 기온감률을 모의하고, 최저 및 최고기온 추정과정에 활용되었던 기존의 단일 기온감률($-6.5^{\circ}C/km$, $-9^{\circ}C/km$)에 비해 추정 기온감률이 0600, 1500 기온의 추정오차를 개선할 수 있는지 확인하였다. 경남 하동과 전남 구례, 광양 지역의 '하동 2 수위표' 집수역을 기온감률 추정기법의 실용성 평가 지역으로 선정하고, 이 집수역 내 기상관측지점 12곳의 0600, 1500 기온자료를 2015년 한 해에 대해 수집하였다. 또한 2015년의 기상청 하늘상태 초단기예보 5km 격자자료를 이용, 대상 집수역의 0600, 1500 운량(0~10) 공간평균값을 계산하여 기온감률을 추정하였다. 검증지점의 0600 기온 추정오차는 기존 기온감률을 적용한 경우 평균 ME $-0.39^{\circ}C$, RMSE $1.45^{\circ}C$ 였으나, 새로운 기온감률로 변경한 결과 ME $-0.19^{\circ}C$, RMSE $1.32^{\circ}C$로 개선되었으며, 맑은 날은 ME $-0.8^{\circ}C$에서 $-0.57^{\circ}C$로, RMSE는 $1.72^{\circ}C$에서 $1.42^{\circ}C$로 감소되었고 흐린 날은 ME $-0.17^{\circ}C$에서 $-0.06^{\circ}C$, RMSE $1.16^{\circ}C$에서 $1.01^{\circ}C$로 줄어들었다. 또한 1500 기온에서 기존의 단일 기온감률과 추정 기온감률의 적용결과를 비교하면 맑은 날은 기온 추정오차에 거의 차이가 없었지만, 흐린 날은 기존 ME $-0.69^{\circ}C$, RMSE $1.54^{\circ}C$에서 ME $-0.51^{\circ}C$, RMSE $1.19^{\circ}C$로 개선되었다.

• Journal of the Korean Data and Information Science Society
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• 제22권1호
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• pp.73-80
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• 2011

본 연구의 목적은 상품판매 비중과 금리가 해약률에 미치는 영향을 분석하는데 있다. 본 연구의 동인은 최근 국제회계기준 및 현금흐름방식의 도입으로 해약률과 관련된 이슈가 중요해지고 있는데서 찾을 수 있다. 패널자료를 적용하여 고정효과모형 및 확률효과모형을 추정하고 하우스만 검정으로 모형을 선택하는 분석방법을 사용한다. 분석 결과 첫째, 확률효과모형이 선택되었으며, 상품 포트폴리오 중 저축성 보험, 질병보험, 사망보험의 구성비가 높고, 금리가 높을수록 해약률이 상승하는 것으로 나타나고 있다. 둘째, 건강보험이나 변액보험의 상품비중이 높을수록 해약률은 감소하는 결과를 보이고 있다.

• 대한원격탐사학회:학술대회논문집
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• 대한원격탐사학회 2006년도 Proceedings of ISRS 2006 PORSEC Volume I
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• pp.250-252
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• 2006

The land surface temperature (LST) can be defined as a weighted average temperature of components which constitute a pixel. The coefficients of split-window algorithm for MTSAT-1R were obtained by means of a statistical regression analysis from radiative transfer simulations using MODTRAN 4.0 for a wide range of atmospheric, satellite viewing angle (SVA) and lapse rate conditions. 6 types of atmospheric profile data imbedded in the MODTRAN 4 are used for the radiative transfer simulations. The RMSE is clearly larger on warm and humid profiles than cold and dry profiles, especially when the satellite viewing angle and lapse rate are large. The derivation of LST equations according to the atmospheric profiles clearly decreased the RMSE without regard to the SVA and lapse rate. The bias and RMSE are decreased as the more controls factors included. This preliminary result indicates that the characteristics of atmosphere, SVA and lapse rate should be included in the LST equation.

• 대한원격탐사학회지
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• 제25권6호
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• pp.507-515
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• 2009

Land surface temperature (LST) is a key environmental variable in a wide range of applications, such as weather, climate, hydrology, and ecology. However, LST is one of the most difficult surface variables to observe regularly due to the strong spatio-temporal variations. So, we have developed the LST retrieval algorithm from COMS (Communication, Ocean and Meteorological Satellite) data through the radiative transfer simulations under various atmospheric profiles (TIGR data), satellite zenith angle (SZA), spectral emissivity, and surface lapse rate conditions using MODTRAN 4. However, the LST retrieval algorithm has a tendency to overestimate and underestimate the LST for surface inversion and superadiabatic conditions, respectively. To minimize the overestimation and underestimation of LST, we also developed day/night LST algorithms separately based on the surface lapse rate (local time) and recalculated the final LST by using the weighted sum of day/night LST. The analysis results showed that the quality of weighted LST of day/night algorithms is greatly improved compared to that of LST estimated by original algorithm regardless of the surface lapse rate, spectral emissivity difference (${\Delta}{\varepsilon}$) SZA, and atmospheric conditions. In general, the improvements are greatest when the surface lapse rate and ${\Delta}{\varepsilon}$ are negatively large (strong inversion conditions and less vegetated surface).

• 대한원격탐사학회지
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• 제22권5호
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• pp.385-388
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• 2006

The land surface temperature (LST) can be defined as a weighted average temperature of components which constitute a pixel. The coefficients of split-window algorithm for MTSAT-1R were obtained by means of a statistical regression analysis from radiative transfer simulations using MODTRAN 4.0 for a wide range of atmospheric, satellite viewing angle (SVA) and lapse rate conditions. 6 types of atmospheric profile data imbedded in the MODTRAN 4 are used for the radiative transfer simulations. The RMSE is clearly larger on warm and humid profiles than cold and dry profiles, especially when the satellite viewing angle and lapse rate are large. The derivation of LST equations according to the atmospheric profiles clearly decreased the RMSE without regard to the SVA and lapse rate. The bias and RMSE are decreased as the more controls factors included. This preliminary result indicates that the characteristics of atmosphere, SVA and lapse rate should be included in the LST equation.

• 국제초고층학회논문집
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• 제8권2호
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• pp.101-106
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• 2019

Assessing the energy performance of supertall buildings often does not consider variations in energy consumption due to the change of environmental conditions such as temperature, pressure, and wind speed associated with differing elevations. Some modelers account for these changing conditions by using a conventional temperature lapse rate, but not many studies confirm to the appropriateness of applying it to tall buildings. This paper presents and discusses simulated annual energy consumption results from a 600 m tall skyscraper floor plate located in Dubai, UAE, assessed using ground level weather data, a conventional temperature lapse rate of $6.5^{\circ}C/km$, and more accurate simulated 600 m weather data. A typical office floorplate, with ASHRAE 90.1-2010 standards and systems applied, was evaluated using the EnergyPlus engine through the OpenStudio graphical user interface. The results presented in this paper indicate that by using ground level weather data, energy consumption at the top of the building can be overestimated by upwards of 4%. Furthermore, by only using a lapse rate, heating energy is overestimated by up to 96% due to local weather phenomenon such as temperature inversion, which can only be conveyed using simulated weather data. In addition, sizing and energy consumption of fans, which are dependent both on wind and atmospheric pressure, are not accurately captured using a temperature lapse rate. These results show that that it is important, with the ever increasing construction of supertall buildings, to be able to account for variations in climatic conditions along the height of the building. Adequately modeling these conditions using simulated weather data will help designers and engineers correctly size mechanical systems, potentially decreasing overall building energy consumption, and ensuring that these systems are able to provide the necessary indoor conditions to maintain occupant comfort levels.

• Clinical and Experimental Reproductive Medicine
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• 제48권2호
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• pp.174-183
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• 2021

Objective: The aim of this study was to compare the pregnancy outcomes of in vitro fertilization with embryo transfer between embryos cultured in a time-lapse monitoring system (TLS) and those cultured in a conventional incubator (CI). Methods: The medical records of 250 fertilized embryos from 141 patients undergoing infertility treatment with assisted reproductive technology at a tertiary hospital from June 2018 to May 2020 were reviewed. The study population was divided into TLS and CI groups at a 1 to 1 ratio (125 embryos per group). The primary outcome was the live birth rate. Results: The TLS group had a significantly higher clinical pregnancy rate (46.4% vs. 27.2%, p=0.002), implantation rate (27.1% vs. 12.0%, p=0.004), and live birth rate (32.0% vs. 18.4%, p=0.013) than the CI group. Furthermore, subgroup analyses of the clinical pregnancy rate and live birth rate in the different age groups favored the TLS group. However, this difference only reached statistical significance in the live birth rate in women aged over 40 years and the clinical pregnancy rate in women aged 35-40 years (p=0.048 and p=0.031, respectively). The miscarriage rate, cleavage rate, and blastocyst rate were comparable. Conclusion: TLS application improved the live birth rate, implantation rate, and clinical pregnancy rate, particularly in the advanced age group in this study, while the other reproductive outcomes were comparable. Large randomized controlled trials are needed to further explore the ramifications of these findings, especially in different age groups.