• 한국환경성돌연변이발암원학회지
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• 제19권1호
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• pp.39-45
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• 1999

Human Carcinogenic Potency (HCP) can be estimated based on human daily exposure dose to carcinogen (Dh), body weight (Wh), 10% tumorigenic dose (TD10), and slope factor at TD10 (Q10) from 2-yr bioassay data. This approach is more relevant to humans generally exposed to low doses of carcinogens and can reduce more of extrapolation errors from high dose in animal experiments to low dose in humans than HERP (human exposure dose/rodent potency dose) proposed by Ames et al. (Science, 236, 271-280, 1987). TD50 and HERP have been routinely used to compare rodent carcinogenic potency and human carcinogenic potency, but those approaches have had limitations in extrapolation of high dose to low dose in humans. The advantages of HCP are to estimate human exposure dose (Dh) by human monitoring instead of environmental monitoring, to consider slope factor (Q10) which reflects the tendency of curve at low dose, and to use TD10 which represents much lower dose thant TD50 or HERP. HCP will be a useful parameter for the estimation of human carcinogenic potency in risk assessment and management of carcinogens.

• 대기
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• 제34권2호
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• pp.107-121
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• 2024

In this study, we empirically analyzed the impact of physical risks due to climate change on the soundness and operational performance of the financial industry by combining economics and climatology. Particularly, unlike previous studies, we employed the Seasonal-Trend decomposition using LOESS (STL) method to extract trends of climate-related risk variables and economic-financial variables, conducting a two-stage empirical analysis. In the first stage estimation, we found that the delinquency rate and the Bank for International Settlement (BIS) ratio of commercial banks have significant negative effects on the damage caused by natural disasters, frequency of heavy rainfall, average temperature, and number of typhoons. On the other hand, for insurance companies, the damage from natural disasters, frequency of heavy rainfall, frequency of heavy snowfall, and annual average temperature have significant negative effects on return on assets (ROA) and the risk-based capital ratio (RBC). In the second stage estimation, based on the first stage results, we predicted the soundness and operational performance indicators of commercial banks and insurance companies until 2035. According to the forecast results, the delinquency rate of commercial banks is expected to increase steadily until 2035 under assumption that recent years' trend continues until 2035. It indicates that banks' managerial risk can be seriously worsened from climate change. Also the BIS ratio is expected to decrease which also indicates weakening safety buffer against climate risks over time. Additionally, the ROA of insurance companies is expected to decrease, followed by an increase in the RBC, and then a subsequent decrease.

• Journal of the Korean Statistical Society
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• 제32권4호
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• pp.385-399
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• 2003

We first introduce the quasi-score estimating function and applied the quasi-score estimating function to nonlinear time series models. We proposed the M quasi-score estimating functions bounded functions for the quasi-score estimating functions. Also, we investigated the asymptotic properties of quasi-likelihood estimators and M quasi-likelihood estimators. Simulation results show that the M quasi-likelihood estimators work better than the least squares estimators under the heavy-tailed distributions

• 농약과학회지
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• 제9권3호
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• pp.214-220
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• 2005

초기위해성평가는 신물질 개발시 급성자료와 물리화학적 특성자료를 이용하여 위해성평가를 수행하고 정책결정자들에게 위해성에 관한 정보를 제공하여 의사결정 수단으로 활용되고 있다. 본 연구에서는 초기위해성평가 체계의 틀을 구축하고 구축된 위해성평가 체계를 검증하기 위하여 captan, glyphosate, paraquat dichloride의 세 가지 농약을 대상물질로 하여 인체 및 생태의 초기위해성을 평가하였다. 이때 두 종류의 수계 예측 모형인 GENEEC (GENeric Estimated Environmental Concentration)과 FOCUS (FOrum for the Co-ordination of pesticide models and their USe)가 농약의 노출평가를 위하여 사용되었으며 glyphosate와 paraquat dichloride는 인체 및 생태에 위해성이 낮은 것으로 나타났으나 captan의 어류 위해성은 급성독성이 높은 것으로 나타났다. 이 결과는 U.S. EPA RED (Reregistration Eligibility Decision) 결과와 유사한 경향성을 보여 본 연구체계의 신뢰성을 검증할 수 있었다.

• 국제학술발표논문집
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• The 5th International Conference on Construction Engineering and Project Management
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• pp.397-402
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• 2013

In super-tall building construction projects, schedule risk factors which vertically change and are not found in the low and middle-rise building construction influence duration of a project by vertical attribute; and it makes hard to estimate activity or overall duration of a construction project. However, the existing duration estimating methods, that are based on quantity and productivity assuming activities of the same work item have the same risk and duration regardless of operation space, are not able to consider the schedule risk factors which change by the altitude of operation space. Therefore, in order to advance accuracy of duration estimation of super-tall building projects, the degree of changes of these risk factors according to altitude should be analyzed and incorporated into a duration estimating method. This research proposes a simulation model using Monte Carlo method for estimating activity duration incorporating schedule risk factors by weather conditions in a super-tall building. The research process is as follows. Firstly, the schedule risk factors in super-tall building are identified through literature and expert reviews, and occurrence of non-working days at high altitude by weather condition is identified as one of the critical schedule risk factors. Secondly, a calculating method of the vertical distributions of the weather factors such as temperature and wind speed is analyzed through literature reviews. Then, a probability distribution of the weather factors is developed using the weather database of the past decade. Thirdly, a simulation model and algorithms for estimating non-working days and duration of each activity is developed using Monte-Carlo method. Finally, sensitivity analysis and a case study are carried out for the validation of the proposed model.

• 경영과학
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• 제28권3호
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• pp.73-82
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• 2011

Basel II advanced measurement approaches for operational risk need to estimate the frequency and severity distribution of operational losses. Due to lack of internal loss data, the estimation is impossible in many cases and so external loss data might be used by scaling on asset or gross income. To get around lack of loss data, scenario analysis combined with loss distribution approach can be useful in calculating the capital charge of operational risk. However, scenario based loss distribution approach requires much time and effort. Instead we may apply the analytic hierarchy process to measure operational risk of financial institutions. The analytic hierarchy process combined with loss distribution approach is to estimate the capital charge of operational risk in other areas based on the operational VaR in an area with sufficient loss data. AHP provides a tool for timely measurement of operational risk in this rapidly changing global environment.

• Wind and Structures
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• 제13권2호
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• pp.191-206
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• 2010

Windborne debris is a major cause of structural damage during severe windstorms and hurricanes owing to its direct impact on building envelopes as well as to the 'chain reaction' failure mechanism it induces by interacting with wind pressure damage. Estimation of debris risk is an important component in evaluating wind damage risk to residential developments. A debris risk model developed by the authors enables one to analytically aggregate damage threats to a building from different types of debris originating from neighboring buildings. This model is extended herein to a general debris risk analysis methodology that is then incorporated into a vulnerability model accounting for the temporal evolution of the interaction between pressure damage and debris damage during storm passage. The current paper (Part I) introduces the debris risk analysis methodology, establishing the mathematical modeling framework. Stochastic models are proposed to estimate the probability distributions of debris trajectory parameters used in the method. It is shown that model statistics can be estimated from available information from wind-tunnel experiments and post-damage surveys. The incorporation of the methodology into vulnerability modeling is described in Part II.

• Communications for Statistical Applications and Methods
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• 제11권1호
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• pp.181-187
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• 2004

One of objectives in epidemiologic studies is to detect the amount of change caused by a specific risk factor. Risk ratio is one of the most useful measurements in epidemiology. When we perform the inference for this measurement with rare events, the standard approach based on the normal approximation may fail, in particular when there are no disease cases observed. In this paper, we discuss and evaluate several existing methods for constructing a confidence interval of risk ratio through simulation when the disease of interest is a rare event. The results in this paper provide guidance with how to construct interval estimates for risk difference and risk ratio when there are no disease cases observed.

• Journal of Ship and Ocean Technology
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• 제4권4호
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• pp.19-33
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• 2000

For the prevention of marine accidents based on human factor, the risk assessment analysis procedure is proposed which consists of (1) the structural analysis of marine accident, (2) the estimation of incidence probability based on the Fault Tree analysis, (3) the prediction of ef-fectiveness to reduced the accident risk by suitable countermeasures in the specified functional system, and (4) the risk assessment by means of minimizing of the total cost expectation and the background risk. As a practical example, the risk assessment analysis for preventing is investigated using the proposed method.

• Communications for Statistical Applications and Methods
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• 제14권2호
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• pp.317-327
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• 2007

In this paper, we propose a simple estimate of relative risk based on a functional equation. We derive the asymptotic normality with a restricted condition. Then we discuss some interesting features as concluding remarks. Finally we comment briefly about application of the estimate to the testing problems and compare our estimate with that of Begun through simulation study.