• 제목/요약/키워드: Rate of Reserve

검색결과 198건 처리시간 0.035초

객체지향기법을 적용한 동적경계부하배분 (DYNAMIC ECONOMIC DISPATCH USING OBJECT-ORIENTED PROGRAMMING)

  • 백영식;권규진
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1996년도 하계학술대회 논문집 B
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    • pp.790-792
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    • 1996
  • According to increase in electric power demand, the increasing rate of peak load compared with that of base load grows larger every year. Thus this paper deals with the optimal dynamic dispatch problem due to power rate limits and spinning reserve with loss or without loss. The first is adjusting module for gradual change of generator power by Object-Oriented Programming. The latter is an efficient dispatch module for the consideration of reasonable spinning reserve requirements. The proposed algorithm has been shown efficiency in real power system with loss.

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우리나라에서의 확률론적인 신뢰도와 공급예비율의 상관관계성에 관한 연구 (A study on the Characteristics of Relationship Between Probabilistic Reliability and Supply Reserve Rate in Korea Power System)

  • 박정제;정상헌;사박;오량;최재석;윤용범;정영범;차준민;윤용태
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2007년도 추계학술대회 논문집 전력기술부문
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    • pp.173-175
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    • 2007
  • This paper introduces the characteristics of relationship between probabilistic reliability (LOLE; Loss of Load Expectation) and deterministic reliability (SRR; supply reserve rate) for 2008 year in Korea power system. Korea power system has been using the LOLE criterion to determine the adequacy of installed capacity (ICAP) requirement. The criterion is that load shall not exceed the avaliable capacity, on the average, more than five day in ten years. The probabilistic reliability evaluation and production cost simulation program which is called PPHFHT was used in order to obtain the relationship in this paper.

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A M-TYPE RISK MODEL WITH MARKOV-MODULATED PREMIUM RATE

  • Yu, Wen-Guang
    • Journal of applied mathematics & informatics
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    • 제27권5_6호
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    • pp.1033-1047
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    • 2009
  • In this paper, we consider a m-type risk model with Markov-modulated premium rate. A integral equation for the conditional ruin probability is obtained. A recursive inequality for the ruin probability with the stationary initial distribution and the upper bound for the ruin probability with no initial reserve are given. A system of Laplace transforms of non-ruin probabilities, given the initial environment state, is established from a system of integro-differential equations. In the two-state model, explicit formulas for non-ruin probabilities are obtained when the initial reserve is zero or when both claim size distributions belong to the $K_n$-family, n $\in$ $N^+$ One example is given with claim sizes that have exponential distributions.

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통합운영 DC의 이율보증 준비금 추정에 관한 연구 (Guaranteed Reserve Projections for the Guaranteed Interest Contract of Collective DC Funds)

  • 성주호;서동원;이동화
    • 한국시뮬레이션학회논문지
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    • 제28권3호
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    • pp.57-63
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    • 2019
  • 본 연구는 중소기업퇴직연금제도가 가입자들에게 보증이율(최소수익률)을 제공할 경우 사전에 적립해야 하는 보증준비금 수준을 산출하여 제시하였다. 보증준비금을 산출하기 위한 방법론으로 본 연구는 변액연금보험의 보증준비금 산출 방법론을 적용하였다. 보증준비금 산출을 위해 2010년부터 2018년까지의 3대 연기금의 자산운용 평균 수익률을 기금형 제도의 목표수익률로 설정하였으며, 보증이율은 0%, 1.0%, 1.5%, 2.0%를 각각 적용하여 시나리오 별로 요구되는 보증준비금을 산출하였다. 주요 결과로 첫째, 제도 도입기간이 길어질수록 초기 설정한 보증이율에 따른 보증준비금 간의 차이는 증가하는 것으로 나타났다. 둘째, 제도가 성숙함에 따라 적립금이 부족할 가능성은 체감하였다. 결론적으로 보증이율투자전략에 내제된 수익-위험의 관계는 장기적으로 보수적 균형을 이루어야 함을 의미한다.

국제통화제도의 개혁과 G20 (International Monetary System Reform and the G20)

  • 조윤제
    • KDI Journal of Economic Policy
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    • 제32권4호
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    • pp.153-195
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    • 2010
  • 세계금융위기의 근본적인 원인은 시장과 제도의 괴리에서 나오는 '제도의 실패'라고 할 수 있다. 특히 현재의 국제통화제도는 무제도(non-system)나 다름없다고 할 수 있다. 현재 당면하고 있는 국제통화제도의 문제점들을 볼 때 개편 방향의 핵심은 (1) 수요 측면에서는 과대한 외환보유고를 축적하려는 인센티브를 어떻게 줄일 수 있을 것인가 하는 것이며, (2) 공급 측면에서는 현재 미국 달러화에 주로 의존하고 있는 제도를 탈피, 보다 다양한 국제통화 혹은 대체적 외화준비자산(SDR을 포함하여)으로 전환해 나가거나 혹은 보다 근본적인 개혁방안으로서 새로운 세계통화(global reserve currency)를 창출하는 것이다. 그리고 (3) 이러한 변화를 뒷받침 하기 위해 필요한 기구적 개편, 특히 IMF의 개혁을 추진하는 것이다. 이러한 개편은 현실적 국제역학관계로 볼 때 오직 점진적으로 일어날 수 있는 것이다. 따라서 현재 세계경제의 안정적 성장을 위해 중요한 것은 이러한 개편을 점진적으로 추진함과 동시에 주요국 간의 거시경제정책공조를 이뤄 나가는 것이다. 이러한 과정을 원활히 해나가기 위해서는 효율적인 세계경제 지배구조를 갖추는 것이 필수적이다. 세계금융위기 이후 출범한 G20 정상회의가 효율적인 협의체가 되기 위해서는 의사결정이 원활히 이루어질 수 있는 방안과 장치를 세워나갈 필요가 있다. 사무국(secretariat) 혹은 그와 유사한 기능을 행사할 수 있는 조직의 설립과 위원회제도 같은 것을 활용할 필요가 있을 것으로 보인다.

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Triffin Dilemma and International Monetary System : Evidence from Pooled Mean Group Estimation

  • Guan, Long-Fei;Lau, Wee-Yeap
    • The Journal of Asian Finance, Economics and Business
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    • 제5권2호
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    • pp.5-14
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    • 2018
  • This study is motivated based on concern from some renowned scholars and central bankers whom have raised the issue of the sustainability of the International Monetary System (IMS). Using the panel data set of four major international currencies, USD, JPY, EUR and GBP from 1973 to 2013 with Pooled Mean Group (PMG) estimator, to re-examine whether Triffin dilemma still exists through investigating the relationship between the reserve share, current account balance and real effective exchange rate. The evidence from the result indicates that Triffin dilemma exists only in the long run, and shows that in the long-run, current account balance is proportionate to the increased real effective exchange rate while varies inversely with the reserve shares. However, the estimation for the short-run is not significant to prove the existence of Triffin dilemma. In addition, we investigated the non-dollar panel sample and found that the international monetary system still suffers from Triffin dilemma even without the dollar. To overcome Triffin dilemma, immediate step such as having currency swap mechanism is recommended. In medium term, a multi-polar Monetary System is suggested, and in the longer time, a supranational currency will be used to replace all the currencies in the world.

Cox 비례위험모형을 이용한 변액연금 해지율의 추정 (Estimation of lapse rate of variable annuities by using Cox proportional hazard model)

  • 김유미;이항석
    • 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.

Effect of a dual trigger on oocyte maturation in young women with decreased ovarian reserve for the purpose of elective oocyte cryopreservation

  • Kim, Se Jeong;Kim, Tae Hyung;Park, Jae Kyun;Eum, Jin Hee;Lee, Woo Sik;Lyu, Sang Woo
    • Clinical and Experimental Reproductive Medicine
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    • 제47권4호
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    • pp.306-311
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    • 2020
  • Objective: The aim of this study was to determine whether co-administration of a gonadotropin-releasing hormone (GnRH) agonist and human chorionic gonadotropin (hCG) for final oocyte maturation improved mature oocyte cryopreservation outcomes in young women with decreased ovarian reserve (DOR) compared with hCG alone. Methods: Between January 2016 and August 2019, controlled ovarian stimulation (COS) cycles in women (aged ≤35 years, anti-Müllerian hormone [AMH] <1.2 ng/mL) who underwent elective oocyte cryopreservation for fertility preservation were retrospectively analyzed. Results: A total of 76 COS cycles were triggered with a GnRH agonist and hCG (the dual group) or hCG alone (the hCG group). The mean age and serum AMH levels were comparable between the two groups. The duration of stimulation, total dose of follicle-stimulating hormone used, and total number of oocytes retrieved were similar. However, the number of mature oocytes retrieved and the oocyte maturation rate were significantly higher in the dual group than in the hCG group (p=0.010 and p<0.001). After controlling for confounders, the dual-trigger method remained a significant factor related to the number of mature oocytes retrieved (p=0.016). Conclusion: We showed improved mature oocyte collection and maturation rate with the dual triggering of oocyte maturation in young women with DOR. A dual trigger appears to be more beneficial than hCG alone in terms of mature oocyte cryopreservation for young women with DOR.

Rising Burden of Psychiatric and Behavioral Disorders and Their Adverse Impact on Health Care Expenditure in Hospitalized Pediatric Patients with Inflammatory Bowel Disease

  • Aravind Thavamani;Jasmine Khatana;Krishna Kishore Umapathi;Senthilkumar Sankararaman
    • Pediatric Gastroenterology, Hepatology & Nutrition
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    • 제26권1호
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    • pp.23-33
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    • 2023
  • Purpose: The incidence and prevalence of inflammatory bowel disease (IBD) are increasing along with an increasing number of patients with comorbid conditions like psychiatric and behavioral disorders, which are independent predictors of quality of life. Methods: Non-overlapping years (2003-2016) of National Inpatient Sample and Kids Inpatient Database were analyzed to include all IBD-related hospitalizations of patients less than 21 years of age. Patients were analyzed for a concomitant diagnosis of psychiatric/ behavioral disorders and were compared with IBD patients without psychiatric/behavioral disorder diagnoses for outcome variables: IBD severity, length of stay and inflation-adjusted hospitalization charges. Results: Total of 161,294 IBD-related hospitalizations were analyzed and the overall prevalence rate of any psychiatric and behavioral disorders was 15.7%. Prevalence rate increased from 11.3% (2003) to 20.6% (2016), p<0.001. Depression, substance use, and anxiety were the predominant psychiatric disorders. Regression analysis showed patients with severe IBD (odds ratio [OR], 1.57; confidence interval [CI], 1.47-1.67; p<0.001) and intermediate IBD (OR, 1.14; CI, 1.10-1.28, p<0.001) had increased risk of associated psychiatric and behavioral disorders than patients with a low severity IBD. Multivariate analysis showed that psychiatric and behavioral disorders had 1.17 (CI, 1.07-1.28; p<0.001) mean additional days of hospitalization and incurred additional $8473 (CI, 7,520-9,425; p<0.001) of mean hospitalization charges, independent of IBD severity. Conclusion: Prevalence of psychiatric and behavioral disorders in hospitalized pediatric IBD patients has been significantly increasing over the last two decades, and these disorders were independently associated with prolonged hospital stay, and higher total hospitalization charges.

Clostridioides difficile Infection Is Associated with Adverse Outcomes among Hospitalized Pediatric Patients with Acute Pancreatitis

  • Thavamani, Aravind;Umapathi, Krishna Kishore;Khatana, Jasmine;Sankararaman, Senthilkumar
    • Pediatric Gastroenterology, Hepatology & Nutrition
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    • 제25권1호
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    • pp.61-69
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    • 2022
  • Purpose: Studies in adults have shown an increasing incidence of Clostridioides difficile infection (CDI) in patients hospitalized with acute pancreatitis (AP). There is lack of epidemiological data on CDI and its impact on hospitalized pediatric patients with AP. Methods: We analyzed the National Inpatient Sample and Kids' Inpatient Database between the years 2003 and 2016 and included all patients (age <21 years) with a primary diagnosis of AP using specific International Classification of Diseases codes. We compared clinical outcomes between children with CDI and those without CDI. Our primary outcome was severe AP and secondary outcomes included length of stay and hospital charges. Results: A total of 123,240 hospitalizations related to AP were analyzed and CDI was noted in 0.6% of the hospital. The prevalence rate of CDI doubled from 0.4% (2003) to 0.8% (2016), p=0.03. AP patients with CDI had increased comorbidities, and also underwent more invasive surgical procedures, p<0.05. AP patients with CDI had a higher in-hospital mortality rate and increased prevalence of severe AP, p<0.001. Multivariate regression models showed that CDI was associated with 2.4 times (confidence interval [CI]: 1.91 to 3.01, p<0.001) increased odds of severe AP. CDI patients had 7.24 (CI: 6.81 to 7.67, p<0.001) additional hospital days while incurring $59,032 (CI: 54,050 to 64,014, p<0.001) additional hospitalization charges. Conclusion: CDI in pediatric patients with AP is associated with adverse clinical outcomes and increased healthcare resource utilization. Further studies are needed to elucidate this association to prevent the development of CDI and to improve outcomes.