• 제목/요약/키워드: Probabilistic risk analysis

검색결과 295건 처리시간 0.021초

Reclaiming Multifaceted Financial Risk Information from Correlated Cash Flows under Uncertainty

  • Byung-Cheol Kim;Euysup Shim;Seong Jin Kim
    • 국제학술발표논문집
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    • The 5th International Conference on Construction Engineering and Project Management
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    • pp.602-607
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    • 2013
  • Financial risks associated with capital investments are often measured with different feasibility indicators such as the net present value (NPV), the internal rate of return (IRR), the payback period (PBP), and the benefit-cost ratio (BCR). This paper aims at demonstrating practical applications of probabilistic feasibility analysis techniques for an integrated feasibility evaluation of the IRR and PBP. The IRR and PBP are concurrently analyzed in order to measure the profitability and liquidity, respectively, of a cash flow. The cash flow data of a real wind turbine project is used in the study. The presented approach consists of two phases. First, two newly reported analysis techniques are used to carry out a series of what-if analyses for the IRR and PBP. Second, the relationship between the IRR and PBP is identified using Monte Carlo simulation. The results demonstrate that the integrated feasibility evaluation of stochastic cash flows becomes a more viable option with the aide of newly developed probabilistic analysis techniques. It is also shown that the relationship between the IRR and PBP for the wind turbine project can be used as a predictive model for the actual IRR at the end of the service life based on the actual PBP of the project early in the service life.

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건설 프로젝트의 코스트 리스크 분석방법론에 관한 연구 (A Study on the Cost Risk Analysis Method for Construction Projects)

  • 이동운;김영수
    • 한국건설관리학회논문집
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    • 제4권4호
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    • pp.201-211
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    • 2003
  • 불확정 요소가 많은 건설 프로젝트에서 코스트 리스크의 분석은 관련 전문가의 통찰력이나 주관적 판단에 의존하는 경우가 많다. 하지만 국내 건설산업의 경우 코스트 리스크 분석시 객관적인 산출근거에 의한 확률만을 고려 할 뿐 계량적 측정이 어려운 주관적 요소를 합리 적으로 반영하기 위한 방법이나 절차를 갖고 있지 못하다. 이와 같은 관점에서 본 연구는 보다 신뢰성이 우수한 비용견적을 위해서 전문가의 주관적인 요소까지 종합적으로 평가하고, 리스크로 인한 비용의 변동을 정량적으로 분석할 수 있는 새로운 로스트 리스크 분석모델을 제시하였다 아울러 실무에서도 간단한 절차에 따라 모델을 체계적으로 수행할 수 있도록 편리한 사용자 인터페이스를 제공해 주는 프로토타입을 구현하였다.

상·하류 연계 모의를 통한 기후변화에 따른 농경지 침수면적 변화 분석 (Analysis of Inundation Area in the Agricultural Land under Climate Change through Coupled Modeling for Upstream and Downstream)

  • 박성재;곽지혜;김지혜;김석현;이현지;김시내;강문성
    • 한국농공학회논문집
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    • 제66권1호
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    • pp.49-66
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    • 2024
  • Extreme rainfall will become intense due to climate change, increasing inundation risk to agricultural land. Hydrological and hydraulic simulations for the entire watershed were conducted to analyze the impact of climate change. Rainfall data was collected based on past weather observation and SSP (Shared Socio-economic Pathway)5-8.5 climate change scenarios. Simulation for flood volume, reservoir operation, river level, and inundation of agricultural land was conducted through K-HAS (KRC Hydraulics & Hydrology Analysis System) and HEC-RAS (Hydrologic Engineering Center - River Analysis System). Various scenarios were selected, encompassing different periods of rainfall data, including the observed period (1973-2022), near-term future (2021-2050), mid-term future (2051-2080), and long-term future (2081-2100), in addition to probabilistic precipitation events with return periods of 20 years and 100 years. The inundation area of the Aho-Buin district was visualized through GIS (Geographic Information System) based on the results of the flooding analysis. The probabilistic precipitation of climate change scenarios was calculated higher than that of past observations, which affected the increase in reservoir inflow, river level, inundation time, and inundation area. The inundation area and inundation time were higher in the 100-year frequency. Inundation risk was high in the order of long-term future, near-term future, mid-term future, and observed period. It was also shown that the Aho and Buin districts were vulnerable to inundation. These results are expected to be used as fundamental data for assessing the risk of flooding for agricultural land and downstream watersheds under climate change, guiding drainage improvement projects, and making flood risk maps.

핵심 구조물의 확률론적 지진취약도 분석: 기술현황 (A State-of-the-Art of Probabilistic Seismic Fragility Analysis of Critical Structure)

  • 조양희
    • 한국지진공학회:학술대회논문집
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    • 한국지진공학회 2000년도 춘계 학술발표회 논문집 Proceedings of EESK Conference-Spring
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    • pp.226-232
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    • 2000
  • Seismic probabilistic risk assessment(RA) rather than deterministic assessment provides more valuable information and insight for resolving seismic safety issues in nuclear power plant design. In the course of seismic PRA seismic fragility analysis is the most significant and essential phase especially for structural or mechanical engineers. Lately the seismic fragility analysis is taken as a useful tool in general structural engineering as well. A systemized and synthesized procedure or technology related to seismic fragility analysis of critical industrial facilities reflecting the unique experiences and database in Korea is urgently required. This paper gives a state-of-the-art reviews of PRA and briefly summarizes the technologies related to PRA and seismic fragility analysis before developing an unique technology considering characteristics of Korean database. Some key items to be resolved theoretically or technically are extracted and presented for the future research.

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SAFETY ASSESSMENT OF KOREAN NUCLEAR FACILITIES: CURRENT STATUS AND FUTURE

  • Baek, Won-Pil;Yang, Joon-Eon;Ha, Jae-Joo
    • Nuclear Engineering and Technology
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    • 제41권4호
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    • pp.391-402
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    • 2009
  • This paper introduces the development of safety assessment technology in Korea, focusing on the activities of the Korea Atomic Energy Research Institute in the areas of system thermal hydraulics, severe accidents and probabilistic safety assessment. In the 1970s and 1980s, safety analysis codes and methodologies were introduced from the United States, France, Canada and other developed countries along with technology related to the construction and operation of nuclear power plants. The main focus was on understanding and utilizing computer codes that were sourced from abroad up to the early 1990s, when efforts to develop domestic safety analysis codes and methodologies became active. Remarkable achievements have been made over the last 15 years in the development and application of safety analysis technologies. In addition, significant experimental work has been performed to verify the safety characteristics of reactors and fuels as well as to support the development and validation of analysis methods.

교육시설물의 수선교체비용에 대한 확률론적 분석 연구 (A Probabilistic Analysis on the Repair and Replacement Cost of Educational Facilities)

  • 유영진;손기영;김지명;김태희
    • 교육시설 논문지
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    • 제25권1호
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    • pp.3-12
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    • 2018
  • Educational facilities are more uncertain about maintenance costs due to their comprehensive and long life-cycle compared to commercial buildings. In addition, maintenance of the existing post management system can not maintain the original function of education facilities continuously and economically. In order to overcome this problem, it is necessary to analyze the repair and replacement cost for the uncertainty factor in maintenance. This study propose a model to determine repair and maintenance cost and cycle of educational facility based on probabilistic estimation concept. For the analysis, Monte Carlo simulation, a probabilistic analysis method, was applied based on the repair and maintenance history data of the educational facilities in Florida. The results of this study can be used as a guideline for quantitative facility management and facility management research.

Seismic performance assessment of NPP concrete containments considering recent ground motions in South Korea

  • Kim, Chanyoung;Cha, Eun Jeong;Shin, Myoungsu
    • Nuclear Engineering and Technology
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    • 제54권1호
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    • pp.386-400
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    • 2022
  • Seismic fragility analysis, a part of seismic probabilistic risk assessment (SPRA), is commonly used to establish the relationship between a representative property of earthquakes and the failure probability of a structure, component, or system. Current guidelines on the SPRA of nuclear power plants (NPPs) used worldwide mainly reflect the earthquake characteristics of the western United States. However, different earthquake characteristics may have a significant impact on the seismic fragility of a structure. Given the concern, this study aimed to investigate the effects of earthquake characteristics on the seismic fragility of concrete containments housing the OPR-1000 reactor. Earthquake time histories were created from 30 ground motions (including those of the 2016 Gyeongju earthquake) by spectral matching to the site-specific response spectrum of Hanbit nuclear power plants in South Korea. Fragility curves of the containment structure were determined under the linear response history analysis using a lumped-mass stick model and 30 ground motions, and were compared in terms of earthquake characteristics. The results showed that the median capacity and high confidence of low probability of failure (HCLPF) tended to highly depend on the sustained maximum acceleration (SMA), and increase when using the time histories which have lower SMA compared with the others.

대산 석유화학 산업단지 인근 지역에서의 BTEX 인체 위해성 평가 (Human Health Risk Assessment of BTEX from Daesan Petrochemical Industrial Complex)

  • 이지형;장용철;천광수;김보라
    • 환경영향평가
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    • 제31권5호
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    • pp.321-333
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    • 2022
  • 본 연구에서는 대산 석유화학 산업단지에서 배출되는 BTEX (benzene toluene, ethylbenzene, and xylene)의 농도 및 분포 특성을 조사하여 지역주민에 대한 잠재적 위해성을 파악하였다. 산업단지 인근 지역주민들은 다양한 매체(공기, 물, 토양), 특히 공기를 통해 화학물질에 노출될 수 있다. 이 연구는 결정론적 및 확률론적 위해성 평가 접근 방식을 모두 사용하여 흡입에 의한 인체 건강 위험을 평가하였다. 결정론적 위해성 평가 결과 모든 지점에 대해 비발암 위해도의 유해지수(HI) 1.0보다 훨씬 낮은 결과가 나타났다. 그러나 발암 위해성 평가 결과, 산업단지 내에 위치한 A 지점에서 벤젠에 대한 초과발암위해도는 2.28×10-6로 기준치인 1.0×10-6을 약간 상회하는 것으로 나타났다. 또한, 해당 지점에 대한 확률론적 위해성 평가 결과, 보수적 기준인 1.0×10-6을 초과하는 Percentile은 45.3%로 나타났으며, 민감도 분석 결과 노출시간(ET)가 결과에 미치는 영향이 가장 크다고 판단되었다. 인체 위해성 평가 결과, 에틸벤젠, 톨루엔, 자일렌에 대해서는 인체에 위해한 영향이 적은 것으로 판단되었으나, 벤젠은 초과발암위해도 기준(1.0×10-6)을 초과하는 것으로 나타났다. 산업단지에서 공기 중 VOCs에 대한 광범위한 모니터링을 통해 이러한 잠재적 위험을 평가하기 위한 추가적인 연구가 필요하다.

확률론적 기법을 활용한 철도터널의 화재사고 시나리오의 구성 (Application of Probabilistic Technique for the Development of Fire Accident Scenarios in Railway Tunnel)

  • 곽상록;홍선호;왕종배;조연옥
    • 한국철도학회논문집
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    • 제7권4호
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    • pp.302-306
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    • 2004
  • Many long railway tunnels without emergency evacuation system or ventilation system are under construction or in-use in Korea. In the case of tunnel-fire, many fatalities are occur in current condition. Current safety level is estimated in this study, for the efficient investment on safety. But so many uncertainties in major input parameters make the safety estimation difficult. In this study, probabilistic techniques are applied for the consideration of uncertainties in major input parameters. As results of this study, accident scenarios and survival ratio under tunnel fire accident are determined for various conditions.

원자력발전소의 안전성 및 신뢰도 평가 (Safety and Reliability Assessment for Nuclear Power Plants)

  • 정원대;황미정
    • 한국안전학회지
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    • 제12권4호
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    • pp.143-152
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    • 1997
  • Probabilistic Safety Assessment(PSA) is an engineering analysis of the possible contributors to the risk from a nuclear power plant. It consist of three phases named as Level 1, 2 and 3. Level 1 PSA mainly focused in this paper is the phase of system analysis which includes the development of accident scenarios and the frequency estimation of each scenario. It covers also the system reliability analysis, component data analysis, and human reliability analysis. PSA have become a standard tool in safety evaluation of nuclear power plants. The main benefit of PSA is to provide insights into plant design, performance and environmental impacts, including the identification of dominant risk contributors and the comparison of options for reducing risk.

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