• Journal of the Korean Data and Information Science Society
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• 제17권4호
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• pp.1349-1364
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• 2006

An analytic approach that provides explicit estimates of risk on cataract and epilation data is evaluated by reasonableness of conceivable relative risk models regarding a simple, odds, logistic or Gompertz regression method, assuming a binomial distribution. In these analyses, we apply relative risk models with two thresholds between epilators and nonepilators from a highly characteristic lesion of which radiation cataract does not occur around 2 gray for a single acute exposure. The risk models are fitted to the data assuming 10 as a constant relative biological effectiveness of neutron. The likelihood of observing the entire data set in these models fitted is evaluated by an individual binary-response array. Estimation of a threshold with or without severe epilation and the 100 ($1-\alpha$)% confidence limits are derived from the maximum likelihood approach. The relative risk model with two thresholds can be expressed as a formula with structure of Background $\times$ RR, where RR includes threshold models with or without epilation. The radiosensitivity of ionizing radiation to cataracts has been examined for the relationship between epilators and nonepilators.

• Asian Journal of Business Environment
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• 제10권1호
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• pp.19-28
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• 2020

Purpose: This research aims to investigate the impact of corporate integrity on stock price crash risk. Research design, data, and methodology: Taking 1419 firms listed in Shenzhen Stock Exchange in China as a sample, this paper empirically analyzed the relationship between corporate integrity and stock price crash risk. The main integrity data was hand-collected from Shenzhen Stock Exchange Website. Other financial data was collected from CSMAR Database. Results: Findings show that corporate integrity can significantly decrease stock price crash risk. After changing the selection of samples, model estimation methods and the proxy variable of stock price crash risk, the conclusion is still valid. Further research shows that the relationship between corporate integrity and stock price crash risk is only found in firms with weak internal control and firms in poor legal system areas. Conclusions: Results of the study suggest that corporate integrity has a significant influence on behaviors of managers. Business ethics reduces the likelihood of managers to overstate financial performance and hide bad news, which leads to the low likelihood of future stock price crashes. Meanwhile, corporate integrity can supplement internal control and legal system in decreasing stock price crash risks.

• 응용통계연구
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• 제25권5호
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• pp.757-773
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• 2012

Traditional value at risk(S-VaR) has a difficulity in predicting the future risk of financial asset prices since S-VaR is a backward looking measure based on the historical data of the underlying asset prices. In order to resolve the deficiency of S-VaR, an economic value at risk(E-VaR) using the risk neutral probability distributions is suggested since E-VaR is a forward looking measure based on the option price data. In this study E-VaR is estimated by assuming the generalized gamma distribution(GGD) as risk neutral density function which is implied in the option. The estimated E-VaR with GGD was compared with E-VaR estimates under the Black-Scholes model, two-lognormal mixture distribution, generalized extreme value distribution and S-VaR estimates under the normal distribution and GARCH(1, 1) model, respectively. The option market data of the KOSPI 200 index are used in order to compare the performances of the above VaR estimates. The results of the empirical analysis show that GGD seems to have a tendency to estimate VaR conservatively; however, GGD is superior to other models in the overall sense.

• 응용통계연구
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• 제29권1호
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• pp.171-180
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• 2016

바젤 위원회는 시장위험의 측정 도구로 Value-at-Risk(VaR)와 expected shortfall(ES)을 사용할 것을 제안하였다. 여러 문헌에서 VaR와 ES의 다양한 추정 방법들이 연구 되었다. 본 연구에서는 준모수적인 방법인 conditional autoregressive value at risk(CAViaR), conditional autoregressive expectile(CARE) 방법들, 그리고 Gaussian 준최대가능도 추정량(QMLE)를 이용한 방법을 사후 검정을 통해서 비교하고자 한다. 각 방법의 타당성을 확인하기 위해서, VaR에 대한 사후 검정은 unconditional coverage(UC)와 conditional coverage(CC) 검정을 사용하고 ES에 대한 검정은 붓스트랩 방법을 사용한다. S&P500 지수와 현대 자동차 주식가격 지수에 대하여 실증 자료 분석이 수행되었다.

• 정보처리학회논문지D
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• 제16D권1호
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• pp.105-112
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• 2009

위험관리는 점점 더 프로젝트 관리자에게 있어서 중요한 일중의 하나로 되어가고 있다. 그것은 개발될 소프트웨어 품질 혹은 프로젝트 일정에 영향을 미칠 수 있는 위험을 예측하는 것을 포함한다. 위험 분석의 결과가 생길 수 있는 위험의 결과와 함께 프로젝트에 문서화되어야 한다. 효율적인 위험관리는 문제에 쉽게 대처할 수 있게 해주며, 그것이 수용할 수 없는 예산이나 일정 지연이 되지 않도록 해준다. 본 연구에서는 소프트웨어 개발 시, 프로세스 이정표와 노력에 관한 위험요소 분석에 대한 기준을 제시한다. 또한 이를 정량화 하여 전이단계를 제시한다.

• 산업경영시스템학회지
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• 제42권2호
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• pp.9-17
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• 2019

In order to deal with high uncertainty and variability in emergency medical centers, many researchers have developed various models for their operational planning and scheduling. However, most of the models just provide static plans without any risk measures as their results, and thus the users often lose the opportunity to analyze how much risk the patients have, whether the plan is still implementable or how the plan should be changed when an unexpected event happens. In this study, we construct a simulation model combined with a risk-based planning and scheduling module designed by Simio LLC. In addition to static schedules, it provides possibility of treatment delay for each patient as a risk measure, and updates the schedule to avoid the risk when it is needed. By using the simulation model, the users can experiment various scenarios in operations quickly, and also can make a decision not based on their past experience or intuition but based on scientific estimation of risks even in urgent situations. An example of such an operational decision making process is demonstrated for a real mid-size emergency medical center located in Seoul, Republic of Korea. The model is designed for temporal short-term planning especially, but it can be expanded for long-term planning also with some appropriate adjustments.

• Journal of the Korean Statistical Society
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• 제22권2호
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• pp.191-200
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• 1993

An asymptotic estimation problem of the unknown mean is studied under a general loss function. The proof of this result is based on the asymptotic expansion of the risk function. Also conditions for second order admissibility and minimaxity of a class of estimators depending only on the sample mean are established.

• Journal of the Korean Data and Information Science Society
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• 제13권2호
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• pp.1-10
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• 2002

A Bayes estimator of the scale parameter in an exponential distribution will be considered by a LINEX error, then the risk of the Bayes estimator using a LINEX loss will be compared with that of a Bayes estimator using a square error.

• 한국식품위생안전성학회:학술대회논문집
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• 한국식품위생안전성학회 2002년도 춘계학술발표대회 및 심포지움
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• pp.139-142
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• 2002

This study carried out to evaluate TMDI(theoretical maximum daily intake) and EDI(estimated daily intake) for Korean by using MRLs, food intake, residue data, and correction factors and compare with ADI(acceptable daily intake) in order to estimate the health risk based on the pesticide exposure.

• 한국철도학회:학술대회논문집
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• 한국철도학회 2005년도 춘계학술대회 논문집
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• pp.123-126
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• 2005

Recently many accidents have been occurred on track workers, these accidents have strong relationship with increase of train speed, electrification and multiple track portion. As a first step for the safety management, domestic and abroad track worker accidents data are analysed for the risk estimation of track worker. Analysis results shows that contact between track worker and train is the dormant reason. In order to reduce dormant reason fault trees are constructed in this study.