• Journal of the Korean Data and Information Science Society
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• 제17권2호
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• pp.401-409
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• 2006

We consider a generalized partly-parametric additive risk model which generalizes the partly parametric additive risk model suggested by McKeague and Sasieni (1994). As an estimation method of this model, we propose to use the weighted least square estimation, suggested by Huffer and McKeague (1991), for Aalen's additive risk model by a piecewise constant risk. We provide an illustrative example as well as a simulation study that compares the performance of our method with the ordinary least squares method.

• Industrial Engineering and Management Systems
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• 제12권1호
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• pp.46-50
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• 2013

In insurance statistics, the sum of homogeneous insurance is often needed. The sum is called individual risk model which is a fundamental model in risk analysis for insurance. This paper first presents an individual risk model based on the uncertainty theory. Then its uncertainty distribution is provided. Finally, its arithmetic is shown by a numerical example.

• 한국생활과학회지
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• 제16권5호
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• pp.899-908
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• 2007

Clusters of parental and peer variables associated with adolescent risk behaviors are explored using the mixture model. Questionnaires were completed by 917 high school freshmen in the Daegu Kyungpook area and included measures of risk behaviors, parental attachment, autonomy, parental monitoring, and peers' risk behaviors and desirable behaviors. As a result of the mixture model, five clusters were produced. Two of the subgroups were consistent with the literature of showing linear relationships among adolescent risk behaviors and above variables; a group of higher parental attachment and autonomy as well as parental monitoring, lower friends' risk behaviors, and lower adolescent risk behaviors, and a group of lower parental attachment and autonomy as well as parental monitoring, higher friends' risk behaviors, and higher adolescent risk behaviors. Two other subgroups were similar in parental attachment and autonomy, but differed in parental monitoring, friends' risk behaviors, and adolescent risk behaviors. The last subgroup was characterized by scoring the lowest parental attachment and autonomy, parental monitoring, friends' risk behaviors, and lower adolescent risk behaviors compared to other subgroups. The utility of the mixture model in research on adolescent risk behaviors is discussed in the conclusion.

• 한국안전학회지
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• 제37권1호
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• pp.78-87
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• 2022

In the risk assessment of urban railway systems, a hazard log is created by identifying hazards from accident and failure data. Then, based on a risk matrix, evaluators analyze the frequency and severity of the occurrence of the hazards, conduct the risk assessment, and then establish safety measures for the risk factors prior to risk control. However, because subjective judgments based on the evaluators' experiences affect the risk assessment results, a more objective and automated risk assessment system must be established. In this study, we propose a risk assessment model in which an adaptive neuro-fuzzy inference system (ANFIS), which is combined in artificial neural networks (ANN) and fuzzy inference system (FIS), is applied to the risk assessment of urban railway systems. The newly proposed model is more objective and automated, alleviating the limitations of risk assessments that use a risk matrix. In addition, the reliability of the model was verified by comparing the risk assessment results and risk control priorities between the newly proposed ANFIS-based risk assessment model and the risk assessment using a risk matrix. Results of the comparison indicate that a high level of accuracy was demonstrated in the risk assessment results of the proposed model, and uncertainty and subjectivity were mitigated in the risk control priority.

• Journal of Information Processing Systems
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• 제10권2호
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• pp.240-255
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• 2014

Cloud computing has increasingly been drawing attention these days. Each big company in IT hurries to get a chunk of meat that promises to be a whopping market in the future. At the same time, information is always associated with security and risk problems. Nowadays, the handling of these risks is no longer just a technology problem, with a good deal of literature focusing on risk or security management and framework in the information system. In this paper, we find the specific business meaning of the BMIS model and try to apply and leverage this model to cloud risk. Through a previous study, we select and determine the causal risk factors in cloud service, which are also known as CSFs (Critical Success Factors) in information management. Subsequently, we distribute all selected CSFs into the BMIS model by mapping with ten principles in cloud risk. Finally, by using the leverage points, we try to leverage the model factors and aim to make a resource-optimized, dynamic, general risk control business model for cloud service providers.

• 한국항해항만학회지
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• 제47권2호
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• pp.93-99
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• 2023

This study aimed to determine relationships among risk factors influencing container port operation using Bayesian network. Risk factors identified from prior studies were classified into five groups: human error, machinery error, environmental risk, security risk, and natural disasters. P anel experts discussed identified risk factors to fulfil conditional probability tables of the interdependence model. The interdependence model was also validated by sensitivity analysis and provided an interrelation of factors influencing the direction of each other. Results of the interdependence model were partially in line with results from prior studies while practices in the global port industry confirmed interrelationships of risk factors. In addition, the relationship between top-ranked risk factors can provide a schematic drawing of the model. Accordingly, results of this study can expand the prior research in the Korean port industry, which may help port authorities improve risk management and reduce losses from the risk.

• 한국항해항만학회지
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• 제37권6호
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• pp.567-574
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• 2013

Although Korea coastal area has the increasing potential marine accident due to frequent ship's encounter, increased vessel traffic and large vessel, there is no specific model to evaluate the navigating vessel's risk considering the domestic traffic situation. The maritime transport environmental assessment is necessary due to the amended maritime traffic law. However, marine safety diagnosis is now carried out by foreign model. In this paper, therefore, we suggest a domestic traffic model reflecting the characteristics of korea coastal area and navigator's risk as we named PARK(Potential Assessment of Risk) model. We can evaluate the subjective risk by establishing the model and model output into maritime risk exposure system. To evaluate this model's effectiveness, we used ship handling simulation and applied, analyzed collision accident which occurred in korea coastal area. And also, we applied integrated to an ECDIS program for monitoring traffic risk of vessels with real time based AIS data and apply to evaluate traffic risk in busan harbor waterway. As a result, we could evaluate busan harbor waterway risk effectively.

• 대한간호학회지
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• 제41권2호
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• pp.204-213
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• 2011

Purpose: This study was done to identify fundamental data on competency reinforcement programs to prevent adolescent risk behavior by developing and examining a competency model. Methods: In this study, competences on prevention of adolescent risk behavior were identified through competency modeling, and a competency model was developed and tested for validity. Results: Competences for prevention of adolescent risk behavior defined by the competency model included the following: self-control, positive mutual understanding between parents and adolescents, and positive connectedness with peer group. Validation of the competency model showed the model to be appropriate. Conclusion: The competency model for prevention of adolescent risk behavior through competency modeling is expected to be the foundation of an integral approach to enhance competency in adolescents and prevent adolescent risk behavior. This kind of approach can be a school-centered, cost-efficient strategy, which not only reduces adolescent risk behavior but also improves quality of adolescent resources.

• Communications for Statistical Applications and Methods
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• 제30권1호
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• pp.75-94
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• 2023

The growing trend of cyber risk has put forward the importance of cyber risk management. Cyber risk is defined as an accidental or intentional risk related to information and technology assets. Although cyber risk is a subset of operational risk, it is reported to be handled differently from operational risk due to its different features of the loss distribution. In this study, we aim to detect the characteristics of cyber loss and find a suitable model by measuring value at risk (VaR). We use the loss distribution approach (LDA) and the time series model to describe cyber losses of financial and non-financial business sectors, provided in SAS^® OpRisk Global Data. Peaks over threshold (POT) method is also incorporated to improve the risk measurement. For the financial sector, the LDA and GARCH model with POT perform better than those without POT, respectively. The same result is obtained for the non-financial sector, although the differences are not significant. We also build a two-dimensional model reflecting the dependence structure between financial and non-financial sectors through a bivariate copula and check the model adequacy through VaR.

• 한국건축시공학회:학술대회논문집
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• 한국건축시공학회 2022년도 가을 학술논문 발표대회
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• pp.133-134
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• 2022

Recently, the criteria for assessing industrial accidents have been replaced by the mortality rate. It was found that the number of deaths from excavation work was the highest among construction machinery. The risk assessment is being conducted, however the industrial accident mortality rate has not decreased. Accordingly, this study aims to provide the basic for the create of a risk assessment model specialized in construction work at excavator. It provides absolute value from the risk model which is capable of delivery the probability of a disaster. In addition, we provide a relative risk model that compares the risk through scores between detailed works. The relative risk model is combined by likelihood and severity; the likelihood indicates the frequency of accidents and the severity indicates seriousness of fatal accidents. A variable that reflects the conditions of the construction site was added to the risk assessment model based on past disaster cases. And using the concepts of probability and average, the risk assessment process was quantified and used as an objective indicator. Therefore, the model is expected to reduce disasters by raising the awareness of disasters.