• 제목/요약/키워드: Loss Estimation

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손해보험 위험도 추정에 대한 베이즈 위험 비교 연구 (Bayes Risk Comparison for Non-Life Insurance Risk Estimation)

  • 김명준;우호영;김영화
    • 응용통계연구
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    • 제27권6호
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    • pp.1017-1028
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    • 2014
  • 잘 알려져 있는 것처럼 일반적인 베이즈 추정량(Bayes estimator)과 경험적 베이즈 추정량(empirical Bayes estimator)은 모수를 추정하는데 있어서 오차를 과다축소하는 단점을 가지고 있다. 따라서 이러한 단점을 극복하기 위하여 constrained 베이즈 추정량이 일차 적률과 이차 적률을 일치시키는 성질을 만족시키며 제안되었다. 또한 평균 제곱오차 함수와 같은 전통적인 손실함수에서는 추정의 정확성만을 고려하는 특징을 가지고 있기 때문에, 추정의 정확성과 정합성을 동시에 고려하는 균형 손실함수가 제안되었다. 이러한 이유로 인하여 균형손실 함수하에서의 제한적 베이즈 추정량의 활용이 손해 보험의 가격 산출에 제안되는 것은 타당하다. 그러나 대부분의 연구는 추정의 문제에만 집중하는 경향이 있으며. 이는 새롭게 제안되는 특정 손실함수하에서의 constrained 베이즈 추정량과 constrained empirical 베이즈 추정량의 베이즈 위험의 계산이 어렵다는 점에서 기인한다. 본 연구에서는 다양한 베이즈 추정량들에 대한 베이즈 위험을 서로 다른 두 손실함수하에서 비교하였으며, 그 대상은 자동차 보험 산업에서의 위험도 추정 분야이다. 또한 자동차 보험 산업의 실제 사고 데이터를 이용하여 새롭게 제안된 베이즈 추정량의 베이즈 위험을 비교함으로써 그 효용성을 입증하였다.

Passive Overall Packet Loss Estimation at the Border of an ISP

  • Lan, Haoliang;Ding, Wei;Zhang, YuMei
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제12권7호
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    • pp.3150-3171
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    • 2018
  • In this paper, a heuristic method that leverages packet traces captured at the entire boarder of an ISP to distinguish and estimate the overall packet loss within an ISP's management domain (Intra_Path_Loss) and that in the outside Internet (Inter_Path_Loss) is proposed. Our method is inspired by that packet losses happened at different locations will cause different TCP sequence number patterns at the border of an ISP. Thereby, we leverage these TCP sequence number patterns to build a series of heuristic rules to estimate Intra_Path_Loss and Inter_Path_Loss, respectively. We do this work with an eye towards showing that the overall packet losses defined and estimated in this paper can provide the operators with some valuable information to help them precisely grasp the overall performance of network paths and narrow down the range of network anomalies. The proposed method is rigorously validated with simulations, and finally the results from a regional academic network JSERNET verify its effectiveness and practicability.

An Integrated Sequential Inference Approach for the Normal Mean

  • Almahmeed, M.A.;Hamdy, H.I.;Alzalzalah, Y.H.;Son, M.S.
    • Journal of the Korean Statistical Society
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    • 제31권4호
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    • pp.415-431
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    • 2002
  • A unified framework for statistical inference for the mean of the normal distribution to derive point estimates, confidence intervals and statistical tests is proposed. This optimal design is justified after investigating the basic information and requirements that are possible and impossible to control when specifying practical and statistical requirements. Point estimation is only credible when viewed in the larger context of interval estimation, since the information required for optimal point estimation is unspecifiable. Triple sampling is proposed and justified as a reasonable sampling vehicle to achieve the specifiable requirements within the unified framework.

Enhanced Timing Recovery Using Active Jitter Estimation for Voice-Over IP Networks

  • Kim, Hyoung-Gook
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제6권4호
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    • pp.1006-1025
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    • 2012
  • Improving the quality of service in IP networks is a major challenge for real-time voice communications. In particular, packet arrival-delay variation, so-called "jitter," is one of the main factors that degrade the quality of voice in mobile devices with the voice-over Internet protocol (VoIP). To resolve this issue, a receiver-based enhanced timing recovery algorithm combined with active jitter estimation is proposed. The proposed algorithm copes with the effect of transmission jitter by expanding or compressing each packet according to the predicted network delay and variations. Additionally, the active network jitter estimation incorporates rapid detection of delay spikes and reacts to changes in network conditions. Extensive simulations have shown that the proposed algorithm delivers high voice quality by pursuing an optimal trade-off between average buffering delay and packet loss rate.

Estimation based on lower record values from exponentiated Pareto distribution

  • Yoon, Sanggyeong;Cho, Youngseuk;Lee, Kyeongjun
    • Journal of the Korean Data and Information Science Society
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    • 제28권5호
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    • pp.1205-1215
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    • 2017
  • In this paper, we aim to estimate two scale-parameters of exponentiated Pareto distribution (EPD) based on lower record values. Record values arise naturally in many real life applications involving data relating to weather, sport, economics and life testing studies. We calculate the Bayesian estimators for the two parameters of EPD based on lower record values. The Bayes estimators of two parameters for the EPD with lower record values under the squared error loss (SEL), linex loss (LL) and entropy loss (EL) functions are provided. Lindley's approximate method is used to compute these estimators. We compare the Bayesian estimators in the sense of the bias and root mean squared estimates (RMSE).

TFRC 프로토콜의 평균 손실 구간 계산방식의 비교평가 (A Comparative Estimation of Performance of Average Loss Interval Calculation Method in TCP-Friendly Congestion Control Protocol)

  • 이상철;장주욱
    • 한국정보과학회논문지:정보통신
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    • 제29권5호
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    • pp.495-500
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    • 2002
  • We propose a new estimation method for rate adjustment in the face of a packet loss in the TFRC protocol, a TCP-Friendly congestion control protocol for UDP flows. Previous methods respond in a sensitive way to a single packet loss, resulting in oscillatory transmission behavior. This is an undesirable for multimedia services demanding constant bandwidth. The proposed TFRC provides more smooth and fair (against TCP flows) transmission through collective response based on multiple packets loss events. We show our "Exponential smoothing method" performs better than known "Weight smoothing method" in terms of smoothness and fairness.

Experimental and numerical approaches for AC loss estimation in high $T_{c}$ superconductors

  • Amemiya, Naoyuki
    • 한국초전도ㆍ저온공학회논문지
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    • 제6권2호
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    • pp.1-6
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    • 2004
  • It is important to estimate the total AC loss which is the total energy, or power, dissipated in the superconductor in the simultaneous application of AC transport current and an AC external magnetic field. Experimental and numerical works on AC loss estimation of high $T_c$ superconductors in the author's group are reviewed. The method and the set-up for total AC loss measurements are described. The experimental results for a twisted Bi-2223 multifilamentary tape and a Y-123 mm conductor are given. A general theory for numerical electromagnetic field analysis of superconductor by the finite element method is explained. The numerical results for twisted Bi-2223 multifilamentary tapes and a rectangular superconductor simulating coated conductors are presented.

Transmission Loss Estimation of Three Dimensional Silencers with Perforated Internal Structures Using Multi-domain BEM

  • Ju Hyeon-Don;Lee Shi-Bok
    • Journal of Mechanical Science and Technology
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    • 제19권8호
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    • pp.1568-1575
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    • 2005
  • The calculation of the transmission loss of the silencers with complicated internal structures by the conventional BEM combined with the transfer matrix method is incorrect at best or impossible for 3-dimensional silencers due to its inherent plane wave assumption. On this consideration, we propose an efficient practical means to formulate algebraic overall condensed acoustic equations for the whole acoustic structure, where particle velocities on the domain interface boundaries are unknowns, and the solutions are used later to compute the overall transfer matrix elements, based on the multi-domain BEM data. The transmission loss estimation by the proposed method is tested by comparison with the experimental one on an air suction silencer with perforated internal structures installed in air compressors. The method shows its viability by presenting the reasonably consistent anticipation of the experimental result.

확률강우량을 이용한 AMC 조건에 따른 비점원 오염량의 변화 (Variation of Non-Point Source Pollution according to AMC Condition Using Probable Rainfall)

  • 안승섭
    • 한국농공학회지
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    • 제42권3호
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    • pp.76-88
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    • 2000
  • AGNPS model is applied in this study to analyze the changes of non-point source pollutant according to AMC condition using probable rainfall. Probable rainfall of H-dam area by Gumber's extreme value distribution is computed through frequency analysis for each return period. 35 coarse grids are subdivided into 134 find grids of finite differential network to analyze peak flow soil loss quantity and nutrients of study area and the modified CN estimation equation shows good result about rainfall events-peak flow relationship. And as the consequence of estimation of soil loss quantity for each rainfall event soil loss quantity shows 120%-170% of actual soil loss quantity Regression analysis for the observed and calculated values of flow T-P AMC has an important effect on nutrients concentration of outflow and it if found that the excessive fertilization under AMC III condition may cause eutrophication by nutrients because the range of increase of outflow concentration appears relatively high.

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Applications of Seismic Disaster Simulation Technology on Risk Management

  • Yeh, Chin-Hsun
    • 한국방재학회:학술대회논문집
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    • 한국방재학회 2010년도 정기 학술발표대회
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    • pp.16-24
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    • 2010
  • This paper introduces the applications of Taiwan Earthquake Loss Estimation System (TELES), which is developed by the National Center for Research on Earthquake Engineering (NCREE). Seismic disaster simulation technology (SDST) integrates geographical information system to assess the distribution of ground shaking intensity, ground failure probability, building damages, casualties, post-quake fires, debris, lifeline interruptions, economic losses, etc. given any set of seismic source parameters. The SDST may integrate with Taiwan Rapid Earthquake Information Release System (TREIRS) developed by Central Weather Bureau (CWB) to obtain valuable information soon after large earthquakes and to assist in decision-making processes to dispatch rescue and medical resources more efficiently. The SDST may also integrate with probabilistic seismic source model to evaluate various kinds of risk estimates, such as average annual loss, probable maximum loss in one event, and exceeding probability curves of various kinds of losses, to help proposing feasible countermeasures and risk management strategies.

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