• Title/Summary/Keyword: Risk Weight

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Determination Conversion Weight of Convertible Bonds Using Mean/Value-at-Risk Optimization Models (평균/VaR 최적화 모형에 의한 전환사채 주식전환 비중 결정)

  • Park, Koohyun
    • Korean Management Science Review
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    • v.30 no.3
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    • pp.55-70
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    • 2013
  • In this study we suggested two optimization models to determine conversion weight of convertible bonds. The problem of this study is same as that of Park and Shim [1]. But this study used Value-at-Risk (VaR) for risk measurement instead of CVaR, Conditional-Value-at-Risk. In comparison with conventional Markowitz portfolio models, which use the variance of return, our models used VaR. In 1996, Basel Committee on Banking Supervision recommended VaR for portfolio risk measurement. But there are difficulties in solving optimization models including VaR. Benati and Rizzi [5] proved NP-hardness of general portfolio optimization problems including VaR. We adopted their approach. But we developed efficient algorithms with time complexity O(nlogn) or less for our models. We applied examples of our models to the convertible bond issued by a semiconductor company Hynix.

The Relationship Between Adiposity and Risk factors for Cadiovascular Disease at Normal Body Weight Male (정상 체중인 성인 남성에서 지방과다와 심혈관질환의 위험요인간의 관련성)

  • Kwon, Woo-Sung;Kim, Jun-Su;Chae, Jin-Wook;Lee, Keun-Mi;Jung, Seung-Pil;Moon, Yong
    • Journal of Yeungnam Medical Science
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    • v.20 no.1
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    • pp.62-70
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    • 2003
  • Background: Most of all studies about the relation between the health risk and obesity are based on the European and American data. The purpose of this study is to examine the relation between adiposity and risk factors for cardiovacular disease (CVD) in normal weight individuals. Materials and Methods: Normal weight subjects with a body mass index (BMI) between 18.5 and $23kg/m^2$ (76 subjects) and overweight subjects with a BMI between 23 and $25kg/m^2$ (53 subjects) were retained for this study. Normal weight subjects were divided into three group of each adiposity variable, then three group and the overweight group were evaluated for the presence of CVD risk factors and analyze the correlation coefficients between adiposity variables and risk factors controlled for age in normal weight, overweight groups. Using logistic regression analysis, the odds ratio (OR) for the prevalence of risk factors for each group of adiposity variables and the overweight group was estimated relative to the first group in normal weight subjects. Results: Systolic BP, diastolic BP, LDL cholestrol, HDL cholesterol, triglycerides in normal weight subjects were significantly correlated with all adiposity variables (P<0.01). Third group (3.7 for %fat and 4.7 for fat mass)of adiposity variables in the normal weight group and the overweight group (6.6 for %fat and 11.5 for fat mass) tended to have higher ORs compared to first group for risk factor variables. Conclusion: Normal weight subjects with elevated adiposity had higher prevalence of risk factors than normal weights subjects with less adiposity. Measuring of adiposity added additional information of cardiovascular disease risk factors in normal weight subjects.

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Prevalence and Related Factors of Metabolically Obese, Normal-Weight Adolescents (정상체중 청소년의 대사비만 발생과 관련요인)

  • Kim, Jae-Hee
    • Korean Journal of Health Education and Promotion
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    • v.28 no.1
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    • pp.93-101
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    • 2011
  • Objectives: The aim of this study was to investigate the prevalence of metabolically obese, normal-weight (MONW) phenotype and the association between lifestyle factors and the risk of MONW in Korean adolescents. Methods: Normal-weight (BMI, 5th to 85th percentile) subjects with ${\geq}1$ metabolic abnormalities were categorized as MONW phenotype. Data from adolescents aged 12 to 18 years who have participated in the Korean National Health and Nutrition Examination Survey in 1998 (n=751) and 2008 (n=455) were analyzed. Physical activity and dietary intakes were assessed. Results: The prevalence of hypertension and hyperglycemia in 2008 decreased compared with that in 1998 (P<0.001) but the prevalence of abdominal obesity, hypertriglyceridemia and low HDL did not changed. The overall prevalence of MONW in Korean adolescents declined over 10 years (P<0.001). Adolescent boys and girls engaging regular exercise significantly increased over 10 years (P<0.01). Physically active adolescents had a lower risk of being MONW in 1998. Dietary intake patterns were not associated with a risk of MONW. Conclusions: The prevalence of MONW among Korean adolescents declined over 10 years which may be due to the decreased prevalence of hypertension and hyperglycemia. The risk of MONW would be lower in individuals who are physically active.

Prevalence Rates and Risk Factors of Metabolic Disorder in Urban Adults assessed in Home Visits (가정방문을 통한 일 광역시 성인의 대사증후군 유병률 및 위험요인 조사)

  • Kim, Jong-Im
    • Journal of Korean Academic Society of Home Health Care Nursing
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    • v.16 no.1
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    • pp.12-21
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    • 2009
  • Purpose: The survey-based study aimed to determine the distribution and clustering tendency of metabolic syndrome risk factors in urban residents, and cluster odds ratios. Methods: Cluster sampling involved 827 urban participants and analysis of the collected data. Results: Regarding the prevalence of metabolic syndrome risk factors used for diagnosis, abdominal obesity was higher in women(69.5%) than in men(34.3%), high blood pressure was higher in men(57%) than in women(46.5%), and blood sugar was higher in men(6.9%) than in women(5.7%). Clustering increased with increasing body mass index(BMI), weight:height ratio(W/Ht) and abdominal obesity Risk factors for females were 1.7 times higher than for males. Participants with a family history of metabolic syndrome displayed related risk factors 1.5 times more than participants without a family history. Participants having a BMI ranking them as obese were 9.5 times more likely to display metabolic syndrome risk factors than non-obese participants. Obese participants were 20 times more likely to display risk factors than non-obese participants. Conclusion: BMI, W/Ht and abdominal obesity correlate with clustering of metabolic syndrome risk factors. The risk is increased by smoking and family history. Exercise weight control and non-smoking are recommended for comprehensive management of clustering of metabolic syndrome risk factors.

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Probabilistic Prediction of the Risk of Sexual Crimes Using Weight of Evidence (Weight of Evidence를 활용한 성폭력 범죄 위험의 확률적 예측)

  • KIM, Bo-Eun;KIM, Young-Hoon
    • Journal of the Korean Association of Geographic Information Studies
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    • v.22 no.4
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    • pp.72-85
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    • 2019
  • The goal of this study is to predict sexual violence crimes, which is an routine risk. The study used to the Weight of Evidence on sexual violence crimes that occurred in partly Cheongju-si for five years from 2011 to 2015. The results are as follows. First, application and analysis of the Weight of Evidence that considers the weight of evidence characteristics showed 8 out of total 26 evidences that are used for a sexual violence crimes risk prediction. The evidences were residential area, date of use permission for building, individual housing price, floor area ratio, number of basement floor, lot area, security light and recreational facility; which satisfied credibility in the process of calculating weight. Second, The weight calculated 8 evidences were combined to create the prediction map in the end. The map showed that 16.5% of sexual violence crimes probability occurs in 0.3㎢, which is 3.3% of the map. The area of probability of 34.5% is 1.8㎢, which is 19.0% of the map and the area of probability of 75.5% is 2.0㎢, which is 20.7% of the map. This study derived the probability of occurrence of sexual violence crime risk and environmental factors or conditions that could reduce it. Such results could be used as basic data for devising preemptive measures to minimize sexual violence, such as police activities to prevent crimes.

Association of Nutrient Intake and Pregnancy Outcome with Gestational Weight Gain (임신 중 체중증가에 따른 영양섭취 및 임신결과와의 관련성)

  • Han, Young-Sun;Lee, Sang-Sun
    • Journal of Nutrition and Health
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    • v.43 no.2
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    • pp.141-151
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    • 2010
  • Gestational age and infant birth weight are influenced by gestational weight gain. This study was aimed to examine the effects of gestational weight gain on pregnancy outcomes. Pregnant women were recruited at two hospitals in Seoul area. Characteristics and dietary intakes of pregnant women were obtained using 24-hour recall questionnaires. Gestational weight gain was categorized as less (Under-gain) than, within (Recommended gain), or greater (Over-gain) than the Institute of Medicine guidelines. Maternal height and pre-pregnancy weight in the over-gain group significantly higher than under-gain and recommended gain group. Mini dietary assessment score of eating bean has significantly higher in under-gain group than recommended gain group and eating kimchi has significantly higher in undergain group than over-gain group. Score of eating fruit was significantly higher in over-gain group than other groups. The mean intake of carbohydrate in the recommended gain group were significantly higher than under-gain group, and mean intake of potassium in the over-gain group were significantly higher than under-gain group. Under-gain group showed the high rate of the preterm delivery and low birth weight infant delivery. However recommended gain group showed 46% reduced risk of preterm delivery (OR = 0.54 CI = 0.30-0.98). Risk of macrosomia increased with increasing gestational weight gain (p for trend < 0.05). In conclusion, pregnancy outcomes were influenced by gestational weight gain. Therefore, these finding suggested adequate gestational weight gain according to BMI for reducing the risk of preterm delivery, low birth weight and macrosomia.

Weight Gain and Alcohol Drinking Associations with Breast Cancer Risk in Japanese Postmenopausal Women - Results from the Japan Collaborative Cohort (JACC) Study

  • Nitta, Junichi;Nojima, Masanori;Ohnishi, Hirofumi;Mori, Mitsuru;Wakai, Kenji;Suzuki, Sadao;Fujino, Yoshihisa;Lin, Yingsong;Tamakoshi, Koji;Tamakoshi, Akiko
    • Asian Pacific Journal of Cancer Prevention
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    • v.17 no.3
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    • pp.1437-1443
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    • 2016
  • Background: We investigated four factors, height, weight gain since age 20, physical activity, and alcohol drinking, for associations with risk of breast cancer (BC) according to menopausal status, using the latest data of the Japan Collaborative Cohort Study (JACC Study). Materials and Methods: We confined the analysis to 24 areas available of cancer incidence information, excluding women with a previous diagnosis of BC. Baseline data were collected from 38,610 (9,367 premenopausal, and 29,243 postmenopausal) women during 1988 and 1990. The study subjects were followed-up at the end of 2009, and 273 (84 premenopausal, and 189 postmenopausal) cases of BC were newly diagnosed in 501,907 person-years. The Cox model was used to estimate a hazards ratio (HR) and its 95% confidence interval (CI) of BC risk. Results: As a result of the multivariate analysis adjusting for age at baseline survey, age at menarche, number of live births, and, age at first delivery, weight gain since age 20 of 6.7 kg-9.9 kg, and ${\geq}10.0kg$ were significantly associated with increased risk for postmenopausal BC (HR=2.48, 95% CI 1.40-4.41, and, HR=2.94, 95% CI 1.84-4.70, respectively). Significantly increased trend of BC risk was also observed in weight gain since age 20 (p for trend, p<0.001). Amount of ethanol intake per day${\geq}15.0g$ was significantly associated with increased risk for postmenopausal BC in the multivariable-adjusted analysis (HR=2.74, 95% CI 1.32-5.70). Conclusions: Higher weight gain in adulthood and larger amounts of ethanol intake were significantly associated with increased risk of BC in Japanese postmenopausal women. None of the investigated factors were significantly associated with BC risk in Japanese premenopausal women.

Toxicological Effects of PFOS and PFOA on Earthworm, Eisenia fetida

  • Joung, Ki-Eun;Jo, Eun-Hye;Kim, Hyun-Mi;Choi, Kyung-Hee;Yoon, Jun-Heon
    • Environmental Analysis Health and Toxicology
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    • v.25 no.3
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    • pp.181-186
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    • 2010
  • Perfluorinated Compounds (PFCs) are anthropogenic compounds found in trace amounts in many environmental compartments far from areas of production. Along with the highly persistent nature of PFCs, there are increasing concerns over the potential adverse effects of them on the ecosystems. Most of highly fluorinated compounds degrade into PFOS and PFOA that are very stable compounds hard to break down. So, in this study, we tried to determine the toxicity of PFOS and PFOA in the terrestrial invertebrate. Acute toxicity test using earthworm, Eisenia fetida, was performed according to the OECD test guideline 207 (Earthworm, Acute Toxicity Tests). In the 14 day acute toxicity tests, the highest concentration causing no mortality and the lowest concentration causing 100% mortality of PFOS were 160 and 655 mg/kg (dry weight), respectively. And the highest concentration causing no mortality and the lowest concentration causing 100% mortality were 500 and 1,690 mg/kg (dry weight), respectively in the PFOA-exposure group. 14 day-LC50 values were estimated at the level of 365 and 1,000 mg/kg (dry weight) in the PFOS and PFOA-exposed group. These results indicate that under laboratory conditions PFOS is about 3 times more toxic to earthworms than PFOA. Based on known environmental concentrations of PFOS in the soil of Korea, which occur in the 0.42~0.73 ng/L range, there is no apparent risk to terrestrial invertebrate, earthworms. However, further work is required to investigate long-term effects on these and other terrestrial organisms.

Maternal Working Conditions on Adverse Pregnancy Outcomes: A Prospective Cohort Study (작업조건이 출산결과에 미치는 영향: 전향적 코호트연구)

  • Kim, Ji-Yong;Chung, Jin-Joo;Ko, Kyung-Sim;Cho, Jung-Jin
    • Journal of Preventive Medicine and Public Health
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    • v.35 no.3
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    • pp.197-204
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    • 2002
  • Objectives : To evaluate the association between working conditions and adverse pregnancy outcomes in Korea. Methods : We obtained data on health history, lifestyle, housework and Working conditions, such as shift work, hours standing, working time, job demand, lifting at work and at home, between August and September 2000, from self-reported questionnaires. A group of 344, occupationally active, pregnant women from 51 industries were studied. Of the women studied, 328 women were further interviewed by telephone between November 2000 and September 2001. Result : Compared with daytime work, shift work increased the risk for preform birth (an adjusted risk ratio of 2.74, 95% CI=1.02-2.62) and low birth weight (an adjusted risk ratio of 2.74,95% CI=1.02-2.02). A significantly increased risk was found for prolonged standing, with an adjusted risk ratio of preform births of 6.80 (95% CI=2.01-23.0). There were no significant differences in the incidence of spontaneous abortion between the occupational working conditions, with the enception of a previous history of spontaneous abortion. Conclusion : These findings suggest that maternal working conditions, such as shift work and prolonged standing, contribute significantly to preterm birth and low birth weight.

The Identification of the High-Risk Pregnacy, Usign a Simplified Antepartum Risk-Scoring System (단순화된 산전위험득점체계를 이용한 고위험 임부의 확인)

  • Jo, Jeong-Ho
    • The Korean Nurse
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    • v.30 no.3
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    • pp.49-65
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    • 1991
  • This study was carried out to assess the problems with the pregnant women, and check out the risk-factors in the high-risk pregnancies, using a simplified antepartum risk-scoring system, which was revised from Edwards' scoring system to be suitable for Korean situaition. This instrument was included 4 categories, demographic, obstetric, medical and miscellaneous factors. This survey was based on the 1300 pregnant women who were admitted, $x^2$-test, F-test, Pearsons correation, using statistical package SAS in NAS computer system, KIST. The results of the study were as follows; 1. 1313 infants were deliveried of these 560 infants(42.7%) were born to mothers with risk-scores > 7, and 753 infants(57.3%) were born to mothers risk-scores <7. 2. Maternal age" parity, education level, of the demographic factors were significant relation statistically to identify the high risk pregnancies($X^2$=20.88, 42.87, 15.60 P < 0.01). 3. C-section, post term, incompetent cervix, uterine anomaly, polyhydramnios, congenital anomaly, sensitized RH negative, abortion, preeclampsia, excessive size infant, premature, low birth weight infanl, abnormal presentation, perinatal loss, multiple pregnancy, of the obstetric factors were significant relation statistically to identify the high risk-pregnancies. ($X^2$ = 175.96, 87.5, 16.28, 21.78, 9.46, 8. 10, 6.75, 22.9, 64.84, 6.93, 361.43, 185.55, 78.65, 45.52, P < 0.01). 4. Abnormal nutrition, anemia, UTI, other medicalcondition(pulmonary disease, severe influenza), heart disease, V.D., of the miscellaneous and medical factors, were significant relation statistically to identify the high risk-pregnancies. 5. Premature, low birth weight infant, contracted pelvis, abnormal presentation, of the risk factors were significantly related with Apgar score at 1 '||'&'||' 5 minute after birth and neonatal body weight. 6. Apgar score at 1 '||'&'||' 5 minute after, birth and neonatal body weight were significantly negative correlated with risk-score. 7. There were statistically significant difference between risk-score and Apgar score at 1 '||'&'||' 5 minute after birth, 3 group(0-3, 4-6, above 7), and neonatal body weight, 2 group(below 2.5kg, the other group) (F=104.65, 96.61, 284.92, P<0.01). 8. Apgar score at 1 '||'&'||' 5 minute after birth(below 7), and neonatal body weight(below 2.5kg), were significant relation statistically with risk score.($x^2$=65.99, 60.88, 177.07, P<0.01) were 60.8 %, 60% . 9. Correct classifications of morbid infants(l '||'&'||' 5 minute Apgar score < 7) were 77.8%, 83.8% and that of nonmorbid infants(l '||'&'||' 5 minute Apgar score > 7) were 60.8%, 60%. 10. There were statistically significant difference between dislribution of maternal risk-score among the morbid infants(l '||'&'||' 5 minute Apgar score < 7) and non morbid infants(l '||'&'||' 5 minute Apgar score> 7) ($x^2$=64.8, 58.8, P < 0.001). 11. There were statistically significant difference between distribution of morbid infants(l '||'&'||' 5 minute Apgar score < 7) and fetal death. 12. The predictivity for classifying high.risk cases was 12 % and for classifying low-risk cases was 98.3 % in 5 minute Apgar score. Suggestions for further studies are as follows; 1. Contineous prospective studies, using this newly revised scoring system are strongly recommended in the stetric service. 2. Besides risk facto~s used in this study, assessmenl of risks by factors in another scoring system and paralled studies related to perinatal outcome are strongly recommended.

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