• 제목/요약/키워드: Risk Inference

검색결과 91건 처리시간 0.027초

자동차보험 신뢰도 적용에 대한 베이지안 추론 방식 연구 (A study of Bayesian inference on auto insurance credibility application)

  • 김명준;김영화
    • Journal of the Korean Data and Information Science Society
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    • 제24권4호
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    • pp.689-699
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    • 2013
  • 본 연구는 가격 경쟁으로 인하여 최근 들어 요율 세분화가 심화되고 있는 자동차보험 시장에서, 부분 신뢰도의 적용 대상에 대한 경험적 사전분포 (empirical prior distribution) 함수 또는 무정보적 사전분포 (noninformative prior distribution) 정보의 가정을 통한 신뢰도 산출 방식에 대하여 살펴보았다. 요율 세분화의 확대로 가격 산출 단위의 수가 증가될 경우, 부분 신뢰도의 적용 대상은 점차 증가되게 될 것으로 판단되기 때문에, 기존에 제시된 신뢰도 적용 방식을 베이지안 프레임에서 적용, 추론함으로써 보다 다양하고 정교한 방식으로 그 활용 범위를 넓히고자 한다. 즉, 경험적으로 사용되는 사전 분포함수 또는 무정보적 사전 정보를 통하여 적절한 사후분포 (posterior distribution)함수를 도출하고 오차를 최소화하는 베이즈 통계량을 적용한 신뢰도를 추정하여 적용함으로써, 위험도 예측에 있어 기존에 제시된 방법과 비교하여 그 효용성을 입증하고자 한다. 현재 가장 많이 활용되는 제곱근 법칙 (square root rule)의 신뢰도 추정 방식에 베이지안 추론에서 도출된 통계량을 반영한 결과를 분석하여 실질적인 위험도에 수렴하는 수준을 비교하게 된다. 이는 이론적으로 위험도 예측에서 오차를 줄이는 방식에 대한 대안 제시와 더불어 신뢰도 적용 방식에 대한 추가적인 활용 대안을 보험업계에 제시함으로써 요율 세분화로 인한 부분 신뢰도 적용방식에 대한 그 이해와 활용의 폭을 넓히고자 한다.

공급 리스크를 고려한 공급자 선정의 다단계 의사결정 모형 (A Multi-Phase Decision Making Model for Supplier Selection Under Supply Risks)

  • 유준수;박양병
    • 산업경영시스템학회지
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    • 제40권4호
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    • pp.112-119
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    • 2017
  • Selecting suppliers in the global supply chain is the very difficult and complicated decision making problem particularly due to the various types of supply risk in addition to the uncertain performance of the potential suppliers. This paper proposes a multi-phase decision making model for supplier selection under supply risks in global supply chains. In the first phase, the model suggests supplier selection solutions suitable to a given condition of decision making using a rule-based expert system. The expert system consists of a knowledge base of supplier selection solutions and an "if-then" rule-based inference engine. The knowledge base contains information about options and their consistency for seven characteristics of 20 supplier selection solutions chosen from articles published in SCIE journals since 2010. In the second phase, the model computes the potential suppliers' general performance indices using a technique for order preference by similarity to ideal solution (TOPSIS) based on their scores obtained by applying the suggested solutions. In the third phase, the model computes their risk indices using a TOPSIS based on their historical and predicted scores obtained by applying a risk evaluation algorithm. The evaluation algorithm deals with seven types of supply risk that significantly affect supplier's performance and eventually influence buyer's production plan. In the fourth phase, the model selects Pareto optimal suppliers based on their general performance and risk indices. An example demonstrates the implementation of the proposed model. The proposed model provides supply chain managers with a practical tool to effectively select best suppliers while considering supply risks as well as the general performance.

퍼지와 DEVS를 이용한 선박 충돌 위험 예측 모델 설계 (Design of the Model for Predicting Ship Collision Risk using Fuzzy and DEVS)

  • 이미라
    • 한국시뮬레이션학회논문지
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    • 제25권4호
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    • pp.127-135
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    • 2016
  • 선박에 현대화된 다양한 항해장비들이 설치됨에도 불구하고 여전히 해양사고가 자주 일어나는데, 이런 사고의 주요 형태 중 하나가 충돌 사고이다. 우리나라 해양사고의 약 1/4이 충돌에 의한 사고이고, 이 중 대부분이 인적오류가 원인인 것으로 알려져 있다. 따라서, 항해사의 의사결정을 도울 수 있는 지능적인 지원 도구가 필요한데, 이와 관련하여 충돌위험을 추정하는 다양한 방식들이 꾸준히 소개되어 왔으며 충돌위험 상황에 대해 사람에게 친숙한 언어적 표현을 반영하여 추론하기 위해 퍼지를 활용한 연구 결과들이 많다. 이런 기존 연구들의 충돌위험도는 현재시점에서 선박들의 속도나 방향 상태가 유지되는 것을 기준으로 충돌위험도를 추정한다. 그러나, 실제 선박에서는 충분히 피항 가능 상황임에도 불구하고 충돌 위험으로 판단되어 잦은 경고를 울리는 시스템들에 대해 항해사들이 느끼는 불편함이 적지 않아 보조 장치들의 알람 기능을 꺼놓은 경우도 많은 것으로 알려져 있다. 이 연구는 선박들의 일반적인 피항 패턴을 반영한 가까운 미래 시점의 충돌위험도 예측에 관한 것으로서, 퍼지추론과 DEVS 형식론에 기반한 충돌 위험 예측 모델을 제안한다.

Prevalence and Risk Factors for Opisthorchis viverrini Infections in Upper Northeast Thailand

  • Thaewnongiew, Kesorn;Singthong, Seri;Kutchamart, Saowalux;Tangsawad, Sasithorn;Promthet, Supannee;Sailugkum, Supan;Wongba, Narong
    • Asian Pacific Journal of Cancer Prevention
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    • 제15권16호
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    • pp.6609-6612
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    • 2014
  • Opisthorchis viverrini is an ongoing public health problem in Northeast Thailand. Despite continuous efforts for decades by healthcare organizations to overcome this problem, infection rates remain high. To enable related personnel to identify and address the various issues effectively, a cross-sectional study was performed to investigate prevalence and risk factors for opisthorchiasis. The target group was 3,916 Thai residents of Northeast Thailand who were 15 or over. Participants were recruited using the 30 clusters sampling technique. The data were gathered through questionnaires, focus group discussions, in-depth interviews, and stool examinations for parasite eggs (using the Modified Kato Katz method). The data were analyzed using descriptive and inference statistics; in order to ascertain the risk factors and test them using the odds ratio and multiple logistic regressions. The prevalence of opisthorchiasis was 22.7% (95%CI: 0.26 to 0.24). The province with the highest prevalence was Nakhorn Phanom (40.9%; female to male ratio =1:1.2). The age group with the highest prevalence was 40-49 year olds. All age groups had a prevalence >20%. Four of seven provinces had a prevalence >20%. The factors related to opisthorchiasis were (a) sex, (b) age (especially > 50), (c) proximity and duration living near a water body, and (d) eating raw and/or fermented fish. In order to reduce the prevalence of opisthorchiasis, the focus in populations living in upper Northeast Thailand should be changing their eating behaviors as appropriate to their tradition and context.

다중 Logistic 회귀분석을 통한 침수지역의 확률적 도출 (The probabilistic estimation of inundation region using a multiple logistic regression analysis)

  • 정민규;김진국;오랑치맥 솜야;권현한
    • 한국수자원학회논문집
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    • 제53권2호
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    • pp.121-129
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    • 2020
  • 도시화로 인한 불투수층 증가와 하천 주변 개발은 홍수 시 위험에 노출되는 재해요인의 증가뿐 아니라 피해의 파급을 발생시켜 홍수 관리 측면에서 어려움을 낳는다. 홍수 방재대책을 위해서는 도시지역에 분포하는 다양한 지표면 공간특성을 반영하여 침수가 예상되는 지역에 대한 파악이 우선시되어야 한다. 본 연구에서는 도시하천의 홍수 위험지역을 대상으로 확률적 홍수위험 평가가 수행되었다. 홍수와 관련된 지형적 영향요인인 고도, 경사, 유출곡선지수, 하천까지 거리를 예측변수로 하여 하천 주변 침수 예상지역을 설명하기 위해 모형의 학습데이터로 100년 빈도 홍수위험 지도가 사용되었다. 연구 대상 지역은 격자로 변환하여 Bayesian Logistic 회귀분석을 수행하여 각 격자별로 홍수영향요인이 침수 여부를 설명하는 모형을 구축하였다. 최종적으로 모형을 통해 대상 지역 전체에 대하여 침수위험도를 확률적으로 제시하였다.

Explaining Dividend Payout: Evidence from Malaysia's Blue-Chip Companies

  • CHE-YAHYA, Norliza;ALYASA-GAN, Siti Sarah
    • The Journal of Asian Finance, Economics and Business
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    • 제7권12호
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    • pp.783-793
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    • 2020
  • This research investigates the explanatory factors governing the dividend payout to shareholders of blue-chip companies listed on Bursa Malaysia. In spite of continuous attention offered by empirical research on dividend payout of publicly-listed companies, paradoxically only few studies exclusively examined the explanatory factors from the perspective of blue-chip companies. Recognizing the capability of blue-chip companies to serve as a stalwart indicator of stock market condition as well as a consistent income source to shareholders, more research should be carried out for better inference on the companies' dividend payout decision. This research is using 522 observations from a sample of 18 Malaysian blue-chip companies over a 29-year period (1990 to 2019) and utilizes a panel data regression analysis for the estimation of the impact of eight factors, namely, systematic risk, leverage, free cash flow, lagged dividends, market-to-book value, profit growth, total asset turnover, and company size. Measuring dividend payout using two specifications (dividend/earnings and dividend/total assets), this research reveals that systematic risk and free cash flow have a significant and negative impact on dividend payout. Meanwhile, past year dividends, market-to-book value, profit growth, total asset turnover and company size have a significant and positive impact on dividend payout.

A Bayesian cure rate model with dispersion induced by discrete frailty

  • Cancho, Vicente G.;Zavaleta, Katherine E.C.;Macera, Marcia A.C.;Suzuki, Adriano K.;Louzada, Francisco
    • Communications for Statistical Applications and Methods
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    • 제25권5호
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    • pp.471-488
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    • 2018
  • In this paper, we propose extending proportional hazards frailty models to allow a discrete distribution for the frailty variable. Having zero frailty can be interpreted as being immune or cured. Thus, we develop a new survival model induced by discrete frailty with zero-inflated power series distribution, which can account for overdispersion. This proposal also allows for a realistic description of non-risk individuals, since individuals cured due to intrinsic factors (immunes) are modeled by a deterministic fraction of zero-risk while those cured due to an intervention are modeled by a random fraction. We put the proposed model in a Bayesian framework and use a Markov chain Monte Carlo algorithm for the computation of posterior distribution. A simulation study is conducted to assess the proposed model and the computation algorithm. We also discuss model selection based on pseudo-Bayes factors as well as developing case influence diagnostics for the joint posterior distribution through ${\psi}-divergence$ measures. The motivating cutaneous melanoma data is analyzed for illustration purposes.

Estimating dose-response curves using splines: a nonparametric Bayesian knot selection method

  • Lee, Jiwon;Kim, Yongku;Kim, Young Min
    • Communications for Statistical Applications and Methods
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    • 제29권3호
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    • pp.287-299
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    • 2022
  • In radiation epidemiology, the excess relative risk (ERR) model is used to determine the dose-response relationship. In general, the dose-response relationship for the ERR model is assumed to be linear, linear-quadratic, linear-threshold, quadratic, and so on. However, since none of these functions dominate other functions for expressing the dose-response relationship, a Bayesian semiparametric method using splines has recently been proposed. Thus, we improve the Bayesian semiparametric method for the selection of the tuning parameters for splines as the number and location of knots using a Bayesian knot selection method. Equally spaced knots cannot capture the characteristic of radiation exposed dose distribution which is highly skewed in general. Therefore, we propose a nonparametric Bayesian knot selection method based on a Dirichlet process mixture model. Inference of the spline coefficients after obtaining the number and location of knots is performed in the Bayesian framework. We apply this approach to the life span study cohort data from the radiation effects research foundation in Japan, and the results illustrate that the proposed method provides competitive curve estimates for the dose-response curve and relatively stable credible intervals for the curve.

다이옥신 (2, 3, 7, 8-tetrachlorodibenzo-p-dioxin) 의 건강위해성에 대한 고찰 (Adverse Health Effects from 2, 3, 7, 8-Tetrachlorodibenzop-dioxin Exposure: Review)

  • 신동천;안혜원;이종태;정용
    • Environmental Analysis Health and Toxicology
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    • 제11권3_4호
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    • pp.75-87
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    • 1996
  • There are numerous and evidential findings that TCDD (2, 3, 7, 8-tetrachlorodibenzo-Pdioxin, or dioxin) is a potential carcinogen and general toxin in rodents. flowever, human risk assessment for dioxin exposure has been a topic of debate, owing in part to the large animal interspecies differences in its toxicity. We review dioxin-related reports indicating its toxicity, toxic effects in animal, and human epidemiologic findings. The intent of this paper does not provide a causal inference about chronic human diseases related to dioxin exposure. This summary would give a valuable clue for a researcher to conduct or design a further dioxin-related study.

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The design of fuzzy collision avoidance expert system implemented by Matlab fuzzy logic toolbox

  • Ganlkhagva, Munkhtulga;Jeong, Jae-Yong;Jeong, Jung-Sik
    • 한국항해항만학회:학술대회논문집
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    • 한국항해항만학회 2011년도 추계학술대회
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    • pp.34-36
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    • 2011
  • In recent years, shipping at the sea has been rapidly grown in marine nations and vessel's collisions are increasing as well. The collision avoidance is one of issues maritime safety. To reduce vessels' collisions, the fuzzy inference system is one of popular algorithms for collision avoidance. In this paper we aim to implement Matlab. Fuzzy logic toolbox software for collision avoidance algorithm. For this we used an original Matlab fuzzy logic toolbox and customized the toolbox for the collision avoidance algorithm.

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