• 응용통계연구
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• 제25권1호
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• pp.101-114
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• 2012

자동차보험의 손해율이란 지급보험금의 수입보험료에 대한 비율을 의미한다. 손해율이 매우 큰 값을 갖는 대형손실이 일어나는 경우에는 보험회사의 재무적인 부분에 큰 악영향을 미치게 된다. 따라서 보험회사가 이에 대비할 수 있도록 하기 위하여 손해율의 극단 분위수(extreme quantile)를 추정하는 것은 매우 중요한 일이다. 다른 종류의 보험 관련 데이터와 같이 손해율의 분포는 오른쪽으로 긴 꼬리를 갖는 두꺼운 꼬리분포(heavy-tailed distribution)를 갖는다. 이런 자료에서 극단 분위수룰 추정하기 위하여 가장 많이 사용되는 방법론은 POT(Peaks over threshold)와 Hill 추정(Hill estimation)이다. 본 논문에서는 일반화파레토분포(generalized Pareto distribution; GPD)의 다양한 모수추정방법론의 성능을 모의실험과 실제 손해율 데이터를 사용하여 비교, 분석하였다. 또한 Hill 추정치를 사용하여 극단 분위수를 추정하였다. 그 결과 대부분의 경우에 POT 방법론이 Hill 추정치를 이용한 방법보다 정확한 분위수를 추정하였고, 모수추정방법론 중에서는 MLE, Zhang, NLS-2 방법론이 가장 좋은 결과를 보여주었다.

• Communications for Statistical Applications and Methods
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• 제21권3호
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• pp.235-243
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• 2014

Constrained Bayesian estimates overcome the over shrinkness toward the mean which usual Bayes and empirical Bayes estimates produce by matching first and second empirical moments; subsequently, a constrained Bayes estimate is recommended to use in case the research objective is to produce a histogram of the estimates considering the location and dispersion. The well-known squared error loss function exclusively emphasizes the precision of estimation and may lead to biased estimators. Thus, the balanced loss function is suggested to reflect both goodness of fit and precision of estimation. In insurance pricing, the accurate location estimates of risk and also dispersion estimates of each risk group should be considered under proper loss function. In this paper, by applying these two ideas, the benefit of the constrained Bayes estimates and balanced loss function will be discussed; in addition, application effectiveness will be proved through an analysis of real insurance accident data.

• Communications for Statistical Applications and Methods
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• 제18권3호
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• pp.295-300
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• 2011

The Bayesian nonparametric estimation of two uniformly stochastically ordered distributions is studied. We propose a restricted Dirichlet Process. Among many types of restriction we consider only uniformly stochastic ordering in this paper since the computation of integrals is relatively easy. An explicit expression of the posterior distribution is given. When square loss function is used the posterior distribution can be obtained by easy integration using some computer program such as Mathematica.

• 한국방재학회:학술대회논문집
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• 한국방재학회 2008년도 정기총회 및 학술발표대회
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• pp.597-600
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• 2008

Observed ground motions from the January 2007 magnitude 4.9 Odaesan earthquake and the events occurring in the Gyeongsang provinces are compared with the previously proposed ground attenuation relationships in the Korean Peninsula to select most appropriate one. The selected relationship from the ones for the Korean Peninsula has been compared with attenuation relationships available in HAZUS. Then, the attenuation relation for the Western United States proposed by Sadigh et al.(1997) for the Site Class B has been selected for this study. It has been used for the earthquake loss estimation of the Gyeongju area located in southeast Korea using the deterministic method in HAZUS with a scenario earthquake (M=6.7). Application of the improved methodology for loss estimation in Korea will help decision makers for planning disaster responses and hazard mitigation.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2012년도 학술발표회
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• pp.200-204
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• 2012

In engineering hydrology, an estimation of precipitation loss is one of the most important issues for successful modeling to forecast flooding or evaluate water resources for both surface and subsurface flows in a watershed. An accurate estimation of precipitation loss is required for successful implementation of rainfall-runoff models. Precipitation loss or hydrological abstraction may be defined as the portion of the precipitation that does not contribute to the direct runoff. It may consist of several loss elements or abstractions of precipitation such as infiltration, depression storage, evaporation or evapotranspiration, and interception. A composite loss rate model that combines four loss rates over time is derived as a lumped form of a continuous time function for a storm event. The composite loss rate model developed is an exponential model similar to Horton's infiltration model, but its parameters have different meanings. In this model, the initial loss rate is related to antecedent precipitation amounts prior to a storm event, and the decay factor of the loss rate is a composite decay of four losses.

• 한국초전도저온공학회:학술대회논문집
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• 한국초전도저온공학회 2003년도 추계학술대회 논문집
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• pp.250-253
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• 2003

In general, AC transport current loss of vertically stacked HTS tapes is larger than simple multiplication of single tape by stacked number. In this study we investigated the transport current and current distribution in face-to-face stacked conductor Numerical method has been developed for loss estimation and compared to the experimental works. Two results showed goof agreement each other The stacked conductor behaved like a single watching current distribution, From this point of view it is possible to suggest the other analogy to predict the transport current loss. All results were presented and checked the validities of the loss estimation.

• 한국초전도저온공학회:학술대회논문집
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• 한국초전도저온공학회 2003년도 추계학술대회 논문집
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• pp.14-17
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• 2003

In general, AC transport current loss of vertically stacked HTS tapes is larger than simple multiplication of single tape by stacked number. In this study we investigated the transport current and current distribution in face-to-face stacked conductor Numerical method has been developed for loss estimation and compared to the experimental works. Two results showed goof agreement each other. The stacked conductor behaved like a single watching current distribution, From this point of view, it is possible to suggest the other analogy to predict the transport current loss. All results were presented and checked the validities of the loss estimation.

• 한국농공학회논문집
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• 제59권6호
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• pp.109-125
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• 2017

This study aimed to develop a parcel-unit soil loss estimation tool embedded in Excel worksheet, USLExls, required for the design of contaminated farmland restoration project and to analyze the impact of the project carried out soil-filling work on soil loss. USLE method was adopted for the estimation of average annual soil loss in a parcel unit, and each erosivity factor in the USLE equation was defined through the review of previous studies. USLExls was implemented to allow an engineer to try out different combinations just by selecting one among the popular formulas by each factor at a combo box and to simply update parameters by using look-up tables. This study applied it to the estimation of soil loss before and after soil-filling work at Dong-a project area. The average annual soil loss after the project increased by about 2.4 times than before on average, and about 60 % of 291 parcels shifted to worse classes under the classification criteria proposed by Kwak (2005). Although average farmland steepness was lower thanks to land grading work, the soil loss increased because the inappropriate texture of the cover soil induced the soil erosion factor K to increase from 0.33 before to 0.78 after the soil-filling work. The results showed that the selection of cover soil for soil-filling work should be carefully considered in terms soil loss control and the estimation of change in soil loss should be mandatory in planning a contaminated farmland restoration project.

• 한국재난정보학회 논문집
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• 제11권3호
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• pp.436-445
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• 2015

누구나 쉽게 사용할 수 있도록 상용 GIS 소프트웨어에서 구동되는 홍수 손실 평가 툴박스을 개발하였다. 피해목적물의 위치 정보를 확인하기 위해서는 비교적 쉽게 구할 수 있는 전국 연속수치지형도를 활용하였다. 툴박스는 피해목적물의 개별 위치 정보 및 속성 정보를 활용하여 홍수 손실을 평가하는데, 이로 인하여 행정구역의 통계정보에 기초하는 기존의 홍수 손실 평가 방법을 크게 개선시켰다고 할 수 있다. 홍수 손실 평가 툴박스를 이용하여 2002년에 발생한 제방 붕괴 사건의 경제적 손실을 평가해 보았다. 계산 결과는 보고된 피해액 보다 다소 높게 나타났으며, 이는 피해목적물의 자산가치 정보와 손상함수 정보가 정확하지 않았기 때문으로 판단된다. 앞으로 자산정보 및 손상함수가 지속적으로 보완된다면, 본 연구에서 개발된 홍수 손실 평가 툴은 홍수 저감 정책을 마련하는데 크게 기여할 수 있을 것으로 보인다.

• 한국초전도ㆍ저온공학회논문지
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• 제12권3호
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• pp.16-20
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• 2010

For large scale power applications of HTS conductor, it is getting more important to have a stacked HTS coated conductor with low loss and large current capacity. But it was not easy to measure some electric properties. Stabilizer free YBCO CC for striated/ stacked conductors is easily burned out during the measurement of the critical current density because it has no stabilizer and it is difficult to set-up the current lead and voltage taps because it has many pieces of YBCO CC in a conductor. Instead of direct measuring the critical current of a stacked HTS coated conductor, indirect estimation from measuring a magnetization loss of HTS coated conductor could be useful for practical estimation of the critical current. The magnetization loss of a superconductor is supposed to be affected by a full penetrating magnetic field, and it tends to show an inflection point at the full penetrating magnetic field when we generate the graph of magnetization loss vs. external magnetic field. The full penetrating magnetic field depends on the shape of the conductor and its critical current density, so we can estimate the effective critical current density from measuring the magnetization loss. In this paper, to prove the effectiveness of this indirect estimation of the critical current, we prepared several different kinds of YBCO CC(coated conductor) including a stacked conductor short samples and measured the magnetization losses and the critical currents of each sample by using linked pick up coils and direct voltage measurement with transport current respectively.