• 대한산업공학회지
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• 제15권2호
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• pp.33-44
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• 1989

This paper presents stochastic-statistical dominance rules which eliminate dominated alternatives thereby reduce the number of satisficing alternatives to a manageable size so that the decision maker can choose the best alternative among them when neither the utility function nor the probability distribution of outcomes is exactly known. Specifically, it is assumed that only the characteristics of the utility function and the value function are known. Also, it is assumed that prior probabilities of the mutually exclusive states of nature are not known, but their relative bounds are known. First, the notion of relative risk aversion is used to describe the decision maker's attitude toward risk, which is defined with the acknowledgement that the utility function of the decision maker is a composite function of a cardinal value function and a utility function with-respect to the value function. Then, stochastic-statistical dominance rules are developed to screen out dominated alternatives according to the decision maker's attitude toward risk represented in the form of the measure of relative risk aversion.

• 산업기술연구
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• 제29권A호
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• pp.101-110
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• 2009

Due to frequent occurrence of a localized torrential downpour caused by global warming and change of outflow tendency caused by rapid urbanization and industrialization, risk analysis must be carried out in levee design with uncertainty. In this study, reliability analysis was introduced to quantitatively evaluate the overtopping risk of levee by the uncertainty. First of all, breaking function was established as a function of flood stage and height of levee. All variables of breaking function were considered as random variables following any distribution functions, and the risk was defined as the possibility that the flood stage is formed higher than height of levee. The risk evaluation model was developed with AFDA (Approximate Full Distribution Approach). The flood stage computed by 2-D numerical model FESWMS-2DH was used as input data for the model of levee risk evaluation. Risk for levee submergence were quantitatively presented for levee of Wol-Song-Cheon.

• 한국항해항만학회:학술대회논문집
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• 한국항해항만학회 2006년도 International Symposium on GPS/GNSS Vol.1
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• pp.83-88
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• 2006

Evaluation of collision risk plays a key role in developing the expert system of navigation and collision avoidance. This paper presents a new collision risk model formula that is one modification model on the basis of one approach to the evaluation of collision risk using sech function produced by Prof. Jeong in his relevant $articles^{[2][3][4][5]}$. And as a grope in collision risk evaluation field, this paper applied the new model in appraising the collision risk, suggested how to decide the safe range of own ship’'s action. Moreover this paper also analyzed theoretically how to determine the coefficients as describes in the new modification model formula, and suggested the appropriate values as applicable.

• 응용통계연구
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• 제27권6호
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• pp.1017-1028
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• 2014

잘 알려져 있는 것처럼 일반적인 베이즈 추정량(Bayes estimator)과 경험적 베이즈 추정량(empirical Bayes estimator)은 모수를 추정하는데 있어서 오차를 과다축소하는 단점을 가지고 있다. 따라서 이러한 단점을 극복하기 위하여 constrained 베이즈 추정량이 일차 적률과 이차 적률을 일치시키는 성질을 만족시키며 제안되었다. 또한 평균 제곱오차 함수와 같은 전통적인 손실함수에서는 추정의 정확성만을 고려하는 특징을 가지고 있기 때문에, 추정의 정확성과 정합성을 동시에 고려하는 균형 손실함수가 제안되었다. 이러한 이유로 인하여 균형손실 함수하에서의 제한적 베이즈 추정량의 활용이 손해 보험의 가격 산출에 제안되는 것은 타당하다. 그러나 대부분의 연구는 추정의 문제에만 집중하는 경향이 있으며. 이는 새롭게 제안되는 특정 손실함수하에서의 constrained 베이즈 추정량과 constrained empirical 베이즈 추정량의 베이즈 위험의 계산이 어렵다는 점에서 기인한다. 본 연구에서는 다양한 베이즈 추정량들에 대한 베이즈 위험을 서로 다른 두 손실함수하에서 비교하였으며, 그 대상은 자동차 보험 산업에서의 위험도 추정 분야이다. 또한 자동차 보험 산업의 실제 사고 데이터를 이용하여 새롭게 제안된 베이즈 추정량의 베이즈 위험을 비교함으로써 그 효용성을 입증하였다.

• Physical Therapy Rehabilitation Science
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• 제7권3호
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• pp.139-145
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• 2018

Objective: Older persons with diabetes mellitus (DM) are particularly more likely to have fallen in the previous year than those without DM. The purpose of this study was to investigate the relationship between the risk of falls and type 2 DM in older adults who are 65 years of age or above. Design: A systematic review. Methods: PubMed and other two databases were searched up to August 2, 2018. Observational and cohort studies evaluating fall risk in people who are 65 years of age or above with DM were included. This review extracted the following information from each study selected: first author's surname, year of publication, country, average follow-up period, sex, age at enrollment, study population, measurement variables, relative risk, 95% confidence intervals and controlled variables. Results: This review involved nine cohort studies with 3,765 older adults with DM and 12,989 older adults without DM. Six studies compared with or without DM and two studies compared fallers with non-fallers with DM. Risk factors for falls included impaired cognitive function, diabetes-related complications (peripheral nerve dysfunction, visual impairment), and physical function (balance, gait velocity, muscle strength, and severity of physical activities). Conclusions: People who are 65 years of age or above with DM have increased risk of falling caused by impaired cognitive function, peripheral nerve dysfunction, visual impairment, and physical function in community-dwellers. For adults who are 65 years of age or older with DM, research fields and clinical settings should consider therapeutic approaches to improve these risk factors for falls.

• Journal of the Korean Statistical Society
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• 제25권3호
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• pp.433-444
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• 1996

In contrast to the multiplicative risk model, the additive risk model specifies that the hazard function with covariates is the sum of, rather than product of, the baseline hazard function and the regression function of covariates. We, in this paper, propose a method for checking the adequacy of the additive risk model based on partial-sum of matingale residuals. Under the assumed model, the asymptotic properties of the proposed test statistic and approximation method to find the critical values of the limiting distribution are studied. Several real examples are illustrated.

• 한국항해항만학회지
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• 제31권2호
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• pp.121-126
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• 2007

Evaluation of collision risk plays a key role in developing the expert system of navigation and collision avoidance. This paper presents a new collision risk model formula that is one modification model on the basis of one approach to the evaluation of collision risk using sech function produced in earlier studies. And as a tool of the evaluation field of ship collision, this paper applied the new model in appraising the collision risk and represented how to decide the safe range of own ship's action. Moreover this paper also analyzed theoretically how to determine the coefficients as described in the new modification model, and suggested the appropriate values as applicable.

• 한국항해항만학회지
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• 제27권6호
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• pp.619-624
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• 2003

Evaluating the risk of collision quantitatively plays a key role in developing the expert system of navigation and collision avoidance. This study analysed thoroughly how to determine the threshold function related to the avoidance time as described in the new evaluation of collision risk using sech function, and developed the appropriate equation as applicable.

• 기술혁신학회지
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• 제11권2호
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• pp.241-263
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• 2008

기술가치평가에서 적절한 할인율의 적용은 가치평가의 신뢰성을 확보하는데 중요한 요소이다. 개별 기술가치평가 할인율은 개별 지식자산에 내재된 위험과 기회를 반영하는 것이기 때문에, 기업가치평가 표준 할인율인 WACC 과 상당히 다르다고 판단된다. 본 연구의 목적은 기술가치평가 할인율 적산모형의 위험구조와 위험프리미엄 추정방법을 제안하는 것이다. 적산모형의 성분은 무위험이자율, 전반적 시장위험프리미엄과 베타, 지식자산위험프리미엄 등 세 가지로 구성하였다. 특히, 본 연구에서 할인율 구성의 핵심인 지식자산위험 수준을 평가할 수 있는 10개 항목을 제안하였고, 위험수준 결과를 위험프리미엄으로 변환하기 위한 추정함수인 선형함수, 자연로그함수, 지수함수 등을 적용하였다. 상기 논리와 결과는 기술가치평가 할인율 추정의 객관성을 개선할 수 있는 실무적 대안이 될 수 있을 것이다.

• 한국수학교육학회지시리즈B:순수및응용수학
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• 제23권4호
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• pp.377-383
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• 2016

The set of priors in the representation of coherent risk measure is expressed in terms of quantile function and increasing concave function. We show that the set of prior, $\mathcal{Q}_c$ in (1.2) is equal to the set of $\mathcal{Q}_m$ in (1.6), as maximal representing set $\mathcal{Q}_{max}$ defined in (1.7).