• 응용통계연구
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• 제34권6호
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• pp.875-887
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• 2021

최대예상손실액(VaR)은 위험관리수단으로 금융에서 시장위험을 측정하는 대표적인 값이다. 본 논문에서는 다양한 자산으로 이루어진 고차원 금융자료에서 자산들 간의 의존성 구조를 잘 설명할 수 있는 성근 바인 코풀라를 이용한 VaR 추정에 대해서 논의한다. 성근 바인 코풀라는 정규 바인 코풀라 모형에 벌점화를 적용한 방법으로 추정하는 모수의 개수를 벌점화를 통해 축소하는 방법이다. 모의 실험 결과 성근 바인 코풀라를 이용한 VaR 추정이 더 작은 표본 외 예측오차를 줌을 살펴볼수 있었다. 또한 최근 5년간의 코스피 60개 종목을 바탕으로 실시한 실증 자료 분석에서도 성근 바인 코풀라 모형이 더 좋은 예측 성능을 보임을 확인할 수 있었다.

• Safety and Health at Work
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• 제12권2호
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• pp.174-183
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• 2021

Background: Toluene diisocyanate (TDI) is a highly reactive chemical that causes sensitization and has also been associated with increased lung cancer. A risk assessment was conducted based on occupational epidemiologic estimates for several health outcomes. Methods: Exposure and outcome details were extracted from published studies and a NIOSH Health Hazard Evaluation for new onset asthma, pulmonary function measurements, symptom prevalence, and mortality from lung cancer and respiratory disease. Summary exposure-response estimates were calculated taking into account relative precision and possible survivor selection effects. Attributable incidence of sensitization was estimated as were annual proportional losses of pulmonary function. Excess lifetime risks and benchmark doses were calculated. Results: Respiratory outcomes exhibited strong survivor bias. Asthma/sensitization exposure response decreased with increasing facility-average TDI air concentration as did TDI-associated pulmonary impairment. In a mortality cohort where mean employment duration was less than 1 year, survivor bias pre-empted estimation of lung cancer and respiratory disease exposure response. Conclusion: Controlling for survivor bias and assuming a linear dose-response with facility-average TDI concentrations, excess lifetime risks exceeding one per thousand occurred at about 2 ppt TDI for sensitization and respiratory impairment. Under alternate assumptions regarding stationary and cumulative effects, one per thousand excess risks were estimated at TDI concentrations of 10 - 30 ppt. The unexplained reported excess mortality from lung cancer and other lung diseases, if attributable to TDI or associated emissions, could represent a lifetime risk comparable to that of sensitization.

• 한국환경보건학회지
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• 제49권1호
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• pp.1-10
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• 2023

Low-dose radiation exposure has received considerable attention because it reflects the general public's type and level of exposure. Still, controversy remains due to the relatively unclear results and uncertainty in risk estimation compared to high-dose radiation. However, recent epidemiological studies report direct evidence of health effects for various types of low-dose radiation exposure. In particular, international nuclear workers' studies, CT exposure studies, and children's cancer studies on natural radiation showed significantly increased cancer risk among the study populations despite their low-dose radiation exposure. These studies showed similar results even when the cumulative radiation dose was limited to an exposure group of less than 100 mGy, demonstrating that the observed excess risk was not affected by high exposure. A linear dose-response relationship between radiation exposure and cancer incidence has been observed, even at the low-dose interval. These recent epidemiological studies include relatively large populations, and findings are broadly consistent with previous studies on Japanese atomic bomb survivors. However, the health effects of low-dose radiation are assumed to be small compared to the risks that may arise from other lifestyle factors; therefore, the benefits of radiation use should be considered at the individual level through a balanced interpretation. Further low-dose radiation studies are essential to accurately determining the benefits and risks of radiation.

• 한국산업융합학회 논문집
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• 제26권2_2호
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• pp.315-325
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• 2023

Recently, various dynamic risk analysis methods have been suggested for estimating the risk index by predicting the possibility of accidents and damage. It is necessary to maintain and support the safety system for responding to accidents by continuously updating the probability of accidents and the results of accidents, which are quantitative standards of ship risk. In this study, when a LNG leakage that may occur in the LN G Fuel Gas Supply System (FGSS) room during LN G bunkering operation, a reliability physical model was prepared by the change in monitoring data as physical parameters to estimate the accident probability. The scenario in which LNG leakage occur were configured with FT (Fault Tree), and the coefficient of the covariate model and Weibull distribution was estimated based on the monitoring data. The possibility of an LNG leakage, which is the top event of FT, was confirmed by changes in time and monitoring data. A method for estimating the LNG leakage based on the reliability physical analysis is proposed, which supports fast decision-making by identifying the potential LNG leakage at the accident.

• Geomechanics and Engineering
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• 제37권6호
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• pp.565-576
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• 2024

In this study, the earthquake risk assessment of single-story RC precast buildings in Turkey was carried out using loss curves. In this regard, Kocaeli, a seismically active city in the Marmara region, and this building class, which is preferred intensively, were considered. Quality and period parameters were defined based on structural and geometric properties. Depending on these parameters, nine main sub-classes were defined to represent the building stock in the region. First, considering the mean fragility curves and four different central damage ratio models, vulnerability curves for each sub-class were computed as a function of spectral acceleration. Then, probabilistic seismic hazard analyses were performed for stiff and soft soil conditions for different earthquake probabilities of exceedance in 50 years. In the last step, 90 loss curves were derived based on vulnerability and hazard results. Within the scope of the study, the comparative parametric evaluations for three different earthquake intensity levels showed that the structural damage ratio values for nine sub-classes changed significantly. In addition, the quality parameter was found to be more effective on a structure's damage state than the period parameter. It is evident that since loss curves allow direct loss ratio calculation for any hazard level without needing seismic hazard and damage analysis, they are considered essential tools in rapid earthquake risk estimation and mitigation initiatives.

• 한국환경보건학회지
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• 제50권4호
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• pp.229-236
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• 2024

The linear no-threshold (LNT) model is an assumption that explains the dose-response relationship for health risks, allowing for linear extrapolation from high doses to low doses without a threshold. The selection of an appropriate model for low-dose risk evaluation is a critical component in the risk assessment process for hazardous agents. This paper reviews the LNT model in light of epidemiological evidence from major international consortia studying ionizing radiation. From a scientific perspective, substantial evidence supporting the LNT model has been observed in epidemiological studies of low-dose ionizing radiation exposure, although some findings suggest non-linear dose relationships for certain cancer sites and variations across populations. From a practical standpoint, the LNT remains the most useful model for radiation protection purposes, with no alternative dose-response relationship proving more appropriate. It is important to note that the LNT model does not directly reflect the magnitude of risk at the population level, and this distinction should be clearly communicated to the public. While applying the LNT model as the principal basis for radiation protection, continuous research into various dose-response relationships is crucial for advancing our understanding.

• 한국환경보건학회지
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• 제46권4호
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• pp.457-469
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• 2020

Objective: This study was designed to estimate the precise nationwide number of those who used humidifier disinfectants (HDs) and experienced specific health effects, including death, due to exposure to HDs in Korea between 1994 and 2011. Methods: A total of 5,000 households (15,472 people) were surveyed by stratifying the sample with a design that is equivalent to nationally approved household systematic sampling and face-to-face interviews from October 16, 2019 to December 30, 2019. Results: The proportion of use of humidifier disinfectants at home was 18.4% (2,844/15,472 people) and the proportion of those who experienced health effects among those who were exposed to HDs was 10.7% (303/2,844 people). Based on these factors, it was estimated that 8.94 million people (95% CI=8.25-9.63 million) were exposed to HDs and 0.95 million people (95% CI=0.87-1.02 million) experienced health effects, which means almost one in five and one in fifty Koreans respectively. The estimated number of deaths from HDs were 20,366 people (95% CI=18,801-21,931). Conclusion: The survey was large and analyzed a representative sample across the country, so this estimation of the nationwide population exposed and at risk to HDs is more accurate and reliable than previous studies. However, it is necessary to confirm whether results similar to those of this study can be reproduced through a survey using a cross-sectional survey at the national level. In particular, a survey focused on death cases is needed.

• 한국산학기술학회논문지
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• 제13권9호
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• pp.3841-3848
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• 2012

획득대안 분석 프로세스는 비용, 일정, 성능 및 위험이라는 제약사항 내에서 다양한 후보 대안들 가운데에서 최적의 대안을 선택하는 것이다. 신규 무기체계 획득을 위해 사용하고 있는 기존의 대안 분석 방법은 일반적으로 요구사항 분석, 설계 조합, 그리고 비용 추정을 통해 수행되고 있다. 본 논문은 함정 설계개념 정제 및 물자적 대안분석 단계에서 다목표 의사결정 방법을 기반으로 개선된 획득대안 분석 방법을 제시한 것이다. 이번 연구에서는 시스템공학 원리를 기반으로 효과도 분석, 사업 비용 추정, 그리고 위험도 평가 기법을 활용하여 차세대 다목적 훈련지원함에 대한 실질적인 응용 및 적용 연구를 수행하였다.

• 한국환경보건학회지
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• 제32권2호
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• pp.186-191
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• 2006

Metal contamination of medicinal herbs is of growing concern because of their potential adverse health effects. In this study, metal exposures were estimated and their potential health risks were preliminarily evaluated using available data including metal contamination levels and consumption estimates of herbal medicine in Korea. Consumption and contamination data of 34 medicinal herbs abundantly used in Oriental medicine in Korea were used in this study. Lead, mercury, arsenic, cadmium, cobalt, and chrome were identified as contaminants of potential health concerns. Even based on a conservative exposure scenario, i.e., consuming 5 times more herbal medicine with 95th percentile contamination levels, health risks associated with herbal medicine consumption were estimated to be minuscule. Herbal consumption was 0.3% of the provisional tolerable daily intake levels recommended by Joint Expert Committee on Food Additives (JECFA) of WHO/FAO. However, it should be noted that there are several important assumptions and uncertainties associated with this evaluation: This study was conducted for only 34 types of medicinal herbs of which consumption and metal contamination data were available. In addition, there are no reliable herbal medicine consumption data among Korean population. The pattern and amount of herbal (medicine) consumption in Korea need to be investigated in order to conduct more refined risk assessment associated with metal contamination in medicinal herbs.

• 한국식품위생안전성학회지
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• 제18권3호
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• pp.107-112
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• 2003

미생물학적 위해성평가(Microbial risk assessment: MRA)에서 노출평가시 확률적 접근방법은 식중독 발생에 관련도 많은 위해 미생물의 다양성과 변이성 그리고 불확실성에 대한 분석이 가능하고 과거의 접근방법인 point estiamte보다 훨씬 더 현실성이 반영된 결과를 제공할 수 있어 현재 MRA의 노출평가에서 가장 효과적인 방법으로 인정되고 있다. 본 연구는 MRA 방법론 중 노출평가에서 이용될 수 있는 수학적 확률분포 모델을 이용하여 위해 미생물의 발생수준을 추정하는 방법론을 제시하고, 이를 바탕으로 국내 식육에서의 Listeria monocytogenes에 대한 오염수준을 추정하였으며, 그 결과 국내 식육에서의 L. monocytogenes의 오염수준은 평균($50^{th}$ percentile)-4.08 Log CFU/g이며, 최소($5^{th}$ percentile) -4.88 Log CFU/g, 최대 ($95^{th}$ percentile) -3.56 Log CFU/g의 범위를 갖는 것으로 추정되었다.