• Title/Summary/Keyword: Risk Probability

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비용과 일정의 결합확률 분포를 적용한 위험비용추정에 관한 연구 (A Study on Cost Risk Estimation applying Joint Cost-Schedule Probability Distribution Model)

  • 김동규;강성진;한규식
    • 한국군사과학기술학회지
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    • 제14권5호
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    • pp.850-858
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    • 2011
  • The risk analysis plays an important role in weapon system acquisition project due to uncertainties in the acquisition process. But in domestic, studies on risk analysis are insufficient and risk cost is not included in acquisition budget in policy. Therefore, in this study, we suggest a method that measures risk or success probability of project using the stochastic model. In particular, in order to calculate the success probability, we apply the joint probability distribution model of cost and schedule that are critical factors influencing the project risk. And also we verify the applicability of this model in Korean defence industry environment through case studies.

확률기반 비신호교차로의 우회전 전용차로 설치 기준 정립 (Establishing Probability-Based Warrants for Right-Turn Lanes at Unsignalized Intersections)

  • 문재필
    • 한국도로학회논문집
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    • 제19권6호
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    • pp.183-190
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    • 2017
  • PURPOSES : The objective of this study is to establish the traffic volume-based warrants of right-turn lanes at unsignalized intersections and to introduce a risk probability methodology based on the warrants. METHODS : In this study, a risk probability of a potential rear-end collision is applied between a right-turn vehicle and the immediately following through vehicle. Using the shifted negative exponential model and the compound probability theorem, the risk probability can be expressed as the function of directional volumes and the percentage of right-turns for a two-lane and four-lane highway, respectively. RESULTS : Based on the risk probablity, guidelines for installing right-turn lanes on two-lane and four-lane highways were developed. The risk probability also showed rationality by comparing with right-turn same-direction conflicts observed in-situ. CONCLUSIONS : The results of our study define the total approaching volumes to encourage a right-turn lane as a function of operating speed, percentage of right-turn, and number of lanes.

도시공간정보 기반의 범죄발생 확률 모형 및 위험도 확률지도 생성 (A Probability Modeling of the Crime Occurrence and Risk Probability Map Generation based on the Urban Spatial Information)

  • 김동현;박구락
    • 한국컴퓨터정보학회논문지
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    • 제14권10호
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    • pp.207-215
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    • 2009
  • 최근 도시화 율이 증가됨에 따라 발생되는 도시의 범죄 예방을 위하여 컴퓨터정보기술과 GIS 기술을 이용한 범죄 공간의 분석에 대한 연구가 활발하게 이루어지고 있다. 본 논문에서는 정적인 환경에서 도시공간정보에 포함된 지역특성을 이용하여 단위 셀별 우범 위험도를 계량화하여 래스터 형태의 확률 지도를 구성하였다. 지형적 특성에 의한 상대적 위험도, 시설물에 의한 상대적 위험도, 수목이나 하천에 의한 위험도 등을 기본으로 하여 위험도 확률 지도를 구축한다. 이를 통합한 위험도 확률 지도를 구할 때는 각각의 단위 위험도에 기후나 계절적 요인에 의해 가중치를 적용한 후 평균하게 된다. 또한 일회성 분석이 아닌 범죄 발생 상대적 위험지수의 패턴을 판독키로 하여 전체 위험도의 확률 지도를 생성하여 이후 발생하는 범죄의 유형을 계량화하는 확률지도에 추가적으로 적용하어 정적인 정보가 아닌 시간의 흐름에 따라 범죄 위험도 확률지도가 달라질 수 있는 모델과 시뮬레이션 하는 방법론을 제안하였다.

ON THE PROBABILITY OF RUIN IN A CONTINUOUS RISK MODEL WITH DELAYED CLAIMS

  • Zou, Wei;Xie, Jie-Hua
    • 대한수학회지
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    • 제50권1호
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    • pp.111-125
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    • 2013
  • In this paper, we consider a continuous time risk model involving two types of dependent claims, namely main claims and by-claims. The by-claim is induced by the main claim and the occurrence of by-claim may be delayed depending on associated main claim amount. Using Rouch$\acute{e}$'s theorem, we first derive the closed-form solution for the Laplace transform of the survival probability in the dependent risk model from an integro-differential equations system. Then, using the Laplace transform, we derive a defective renewal equation satisfied by the survival probability. For the exponential claim sizes, we present the explicit formula for the survival probability. We also illustrate the influence of the model parameters in the dependent risk model on the survival probability by numerical examples.

A Compound Poisson Risk Model with a Two-Step Premium Rule

  • Song, Mi Jung;Lee, Jiyeon
    • Communications for Statistical Applications and Methods
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    • 제20권5호
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    • pp.377-385
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    • 2013
  • We consider a compound Poisson risk model in which the premium rate changes when the surplus exceeds a threshold. The explicit form of the ruin probability for the risk model is obtained by deriving and using the overflow probability of the workload process in the corresponding M/G/1 queueing model.

위험도 기반 접근법에 의한 선박 복원성의 확률 예측 (Probability Prediction of Stability of Ship by Risk Based Approach)

  • 용전군;정재훈;문병영
    • 한국유체기계학회 논문집
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    • 제16권2호
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    • pp.42-47
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    • 2013
  • Ship stability prediction is very complex in reality. In this paper, risk based approach is applied to predict the probability of a certified ship, which is effected by the forces of sea especially the wave loading. Safety assessment and risk analysis process are also applied for the probabilistic prediction of ship stability. The survival probability of ships encountering with different waves at sea is calculated by the existed statistics data and risk based models. Finally, ship capsizing probability is calculated according to single degree of freedom(SDF) rolling differential equation and basin erosion theory of nonlinear dynamics. Calculation results show that the survival probabilities of ship excited by the forces of the seas, especially in the beam seas status, can be predicted by the risk based method.

뇌졸중 발생위험군의 뇌졸중 발생위험도, 뇌졸중 지식과 건강증진행위 (Probability of Stroke, Knowledge of Stroke, and Health-Promoting Lifestyle in Stroke Risk Groups)

  • 노지희;신윤희
    • 기본간호학회지
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    • 제21권2호
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    • pp.174-182
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    • 2014
  • Purpose: This study was done to investigate the probability of stroke, knowledge of stroke, and health-promoting lifestyle among stroke risk groups. Method: A descriptive correlational design was used. Data for 110 patients were analyzed. The probability of stroke was calculated using the Stroke Risk Profile from the Framingham Heart Study (2013), knowledge of stroke was measured using a questionnaire developed by Yoon et al. (2001), and health-promoting lifestyle was measured using the HPLP-II, developed by Walker et al. (1995). Results: The average probability of stroke was 11.74, knowledge of stroke, 67.88, and health-promoting lifestyle, 2.27. Probability of stroke showed significant differences according to gender. Knowledge differed according to patients' salaries. Health-promoting lifestyle showed significant differences according to gender. There were no significant correlations between probability of stroke and knowledge of stroke or probability of stroke and health-promoting lifestyle, but there was a significant correlation between knowledge of stroke and health-promoting lifestyle. Conclusion: Results indicate the necessity of active education to increase knowledge related to stroke which will contribute to an increase in health-promoting behaviors and make primary prevention a reality in the reduction of risk of stroke among stroke risk groups.

Collision Risk Probability Considerations for Small Divided Areas

  • 국승기
    • 한국항해항만학회:학술대회논문집
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    • 한국항해항만학회 2013년도 추계학술대회
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    • pp.387-389
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    • 2013
  • In order to determine the collision risk, the probability estimation is very important part for accurate risk estimation. Recently, the collision risk at the Busan North Port is studied for making the risk map by authors. The result has been found some connections with previous collision places. For more precise estimation, the probability calculation is necessary. Recently the Bayesian matrix is mainly used for calculating the probabilities. Also considering the oil spill risk with tankers, ships' speed, relative angle and ships' size are key aspect whether breaking the double hull or not. This research presents the way of estimating the probabilities not her research and also the collision risk probability considerations for small divided areas.

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RISK-INFORMED REGULATION: HANDLING UNCERTAINTY FOR A RATIONAL MANAGEMENT OF SAFETY

  • Zio, Enrico
    • Nuclear Engineering and Technology
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    • 제40권5호
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    • pp.327-348
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    • 2008
  • A risk-informed regulatory approach implies that risk insights be used as supplement of deterministic information for safety decision-making purposes. In this view, the use of risk assessment techniques is expected to lead to improved safety and a more rational allocation of the limited resources available. On the other hand, it is recognized that uncertainties affect both the deterministic safety analyses and the risk assessments. In order for the risk-informed decision making process to be effective, the adequate representation and treatment of such uncertainties is mandatory. In this paper, the risk-informed regulatory framework is considered under the focus of the uncertainty issue. Traditionally, probability theory has provided the language and mathematics for the representation and treatment of uncertainty. More recently, other mathematical structures have been introduced. In particular, the Dempster-Shafer theory of evidence is here illustrated as a generalized framework encompassing probability theory and possibility theory. The special case of probability theory is only addressed as term of comparison, given that it is a well known subject. On the other hand, the special case of possibility theory is amply illustrated. An example of the combination of probability and possibility for treating the uncertainty in the parameters of an event tree is illustrated.

항만수로의 정량적인 충돌확률 분석 (A Quantitative Collision Probability Analysis in Port Waterway)

  • 정중식;김광일;박계각
    • 한국지능시스템학회논문지
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    • 제22권3호
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    • pp.373-378
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    • 2012
  • 해상에서 위험성평가는 해양사고예방의 관점에서 안전한 항만수로를 설계하는데 중요한 역할을 하고 있다. 본 연구는 IALA에서 권고하는 정량적인 충돌확률분석방법인 IWRAP(IALA Waterway Risk Assessment)에 기초를 두고 목포항 진입수로의 충돌위험성을 분석하였다. 과거 AIS 및 레이더의 기록 데이터를 IWRAP 평가도구에 적용함으로써 선박의 조우상태별 충돌위험 확률을 계산하였다. 항로의 구간별로 위험도를 제공함으로써, VTS에서 섹터 관제의 관점에서 항로구간별로 해상교통의 특징과 개선책을 세우는데 기여할 것으로 사료된다.