• Communications for Statistical Applications and Methods
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• v.23 no.5
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• pp.423-432
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• 2016

In this paper, we stochastically analyze the continuous time surplus process in a risk model which involves a continuous type investment. It is assumed that the investment of the surplus to other business is continuously made at a constant rate, while the surplus process stays over a given sufficient level. We obtain the stationary distribution of the surplus level and/or its moment generating function by forming martingales from the surplus process and applying the optional sampling theorem to the martingales and/or by establishing and solving an integro-differential equation for the distribution function of the surplus level.

• The Korean Journal of Applied Statistics
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• v.25 no.3
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• pp.403-413
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• 2012

The modifications suggested in Uhm et al. (2011) are studied using a partly parametric version of Aalen's additive risk model. A follow-up time period is partitioned into intervals, and hazard functions are estimated as a piecewise constant in each interval. A maximum likelihood estimator by iteratively reweighted least squares and variance estimates are suggested based on the model as well as evaluated by simulations using mean square error and a coverage probability, respectively. In conclusion the modifications are needed when there are a small number of uncensored deaths in an interval to estimate the piecewise constant hazard function.

• Journal of Preventive Medicine and Public Health
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• v.30 no.1 s.56
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• pp.103-128
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• 1997

The object of this study is to evaluate the possibility of chemical-induced liver disorder among workers exposed to various chemicals and to classify the the liver function abnormalities by causes and to analyse the risk factors for each liver disorders. A cross-sectional study including questionnaire survey, physical examination, laboratory tests and ultrasonography of liver was conducted on 1,126 workers, 459 workers in a coal chemical plant(company A) and 667 workers in an insulation material manufacturing factory(company B). An industrial hygienist reviewed the chemicals used in both companies and evaluated the work environments to classify the workers by chemical exposure semiquantitatively. The results are as follows: 1. Of 459 workers in company A, 83 workers(18.1%) are classified as nonexposed, group 163(35,5%) as short-term exposure group, 155(33.8%) as intermediately exposed group and 58(12.6%) as long-term exposed group bared on the mean daily exposure to hepatotoxic chemicals evaluated by an industrial hygienist. Of 667 workers in company B, 484(72.6%) workers were classified as nonexposed and 183(35.5%) as exposed group. 2. Workers with SGOT level higher than 40 IU/l were (10.0%) in company A and 77(11.5%) in company 3, and those with SGPT level higher than 35 IU/l were 118(25.7%) in company A and 198(29.7%) in company B. The differences were not significant between companies and between exposure groups(p>0.05). Workers with $\gamma-GT$ level higher than 62 IU/l were 29(6.3%) in company A and 77(11.5%) in company B (p<0.01). The difference between exposure groups was not significant(p>0.05) within companies. Workers with liver function abnormalities(defined as SGOT higher than 40 IU/l or SGPT higher than 35 IU/l) were 338(30.0%) among 1,126 workers. Of 338 workers with live. function abnormalities 139(12.3%) had fatty liver by ultrasonography, 79(7.0%) had alcoholic liver(defined as workers with liver function abnormalities with weekly alcohol consumption greater than 280 g for more than 5 years), 54(4.8%) had hepatitis B, 12(1.1%) had hepatitis C and the other 114(33.7%) was not otherwise classified. Prevalences of alcoholic liver and fatty liver were significantly lower in company A(prevalence ratio 0.24 for alcoholic liver, p<0.001, prevalence ratio 0.76 for fatty liver, p<0.05) but prevalences of liver disorders between exposure groups within companies were not significant(p>0.05). 3. Summary prevalence ratios(SPR) of live. function abnormalities, fatty live. and other liver disorders, adjusted by age and company were not significantly higher in exposed group in any chemicals(p>0.05) but in some chemicals, SPRs were significantly lower. 4. On simple analysis of risk factors for liver function abnormalities, prevalence odds ratio(POR) of those with age between 30 and 39 was 1.54(p<0.01) and those with age ever 40 was 1.51(p<0.01). POR of those with histories of liver disorders and general anesthesia was 1.77(p<0.001) and 4.02 for those with overweight and 6.23 for those with obesity, defined by body mass index(p<0.001). 5. On logistic regression analysis, risk factors of liver function abnormality were fatty liver(POR 2.92 for grade 1, 12.15 for grade 2), presence of hepatitis B surface antigen(POR 3.62) and obesity(POR 5.38 for overweight and 16.52 for obesity). Presence of hepatitis B surface antigen(POR 0.18) was the only preventive facto. of fatty live. Company(POR 0.30) and obesity(POR 2.49 for overweight, 4.52 for obesity) were related to the alcoholic live. Obesity(POR 2.94 for overweight) was the only significant risk factor of hepatitis B and there was no significant risk factor for liver function abnormality not otherwise classified. It is concluded that the evidence of liver disorder related with chemical exposure is not evident in these factories. It is also postulated that fatty liver and alcoholic liver is most common causes of liver function abnormalities among workers and effort for weight control and improvement of life style should be done.

• The Journal of Asian Finance, Economics and Business
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• v.7 no.11
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• pp.83-93
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• 2020

This empirical research aims to modeling and improving the forecasting accuracy of the volatility pattern by employing the Saudi Arabia stock market (Tadawul)by studying daily closed price index data from October 2011 to December 2019 with a number of observations being 2048. In order to achieve significant results, this study employs many mathematical functions which are non-linear spectral model Maximum overlapping Discrete Wavelet Transform (MODWT) based on the best localized function (Bl14), autoregressive integrated moving average (ARIMA) model and generalized autoregressive conditional heteroskedasticity (GARCH) models. Therefore, the major findings of this study show that all the previous events during the mentioned period of time will be explained and a new forecasting model will be suggested by combining the best MODWT function (Bl14 function) and the fitted GARCH model. Therefore, the results show that the ability of MODWT in decomposition the stock market data, highlighting the significant events which have the most highly volatile data and improving the forecasting accuracy will be showed based on some mathematical criteria such as Mean Absolute Percentage Error (MAPE), Mean Absolute Scaled Error (MASE), Root Means Squared Error (RMSE), Akaike information criterion. These results will be implemented using MATLAB software and R- software.

• Nutrition Research and Practice
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• v.13 no.5
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• pp.393-398
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• 2019

BACKGROUND/OBJECTIVES: The association between tea consumption and risk of coronary heart disease (CHD) remains controversial. This study aimed to determine whether tea consumption has an effect on CHD risk in Chinese adults. SUBJECTS/METHODS: In this hospital-based case-control study, 267 cases of CHD and 235 non-CHD controls were enrolled. Blood samples from all cases were examined. Cardiac function indices (left ventricular ejection fraction, left ventricular end-diastolic dimension, lactate dehydrogenase, and creatine kinase of the muscle or brain type), blood lipid index (high-density lipoprotein cholesterol), and blood coagulation function indices (fibrinogen and activated partial thromboplastin time) were recorded. Tea consumption of study participants was assessed by a specifically designed questionnaire. The baseline characteristics of the study populations were recorded, and CHD-related biomarkers were detected. Differences in baseline characteristics of the study participants were examined using t-tests for continuous variables and chi-squared tests for categorical variables. Unconditional logistic regression was used to measure the association between tea and CHD. RESULTS: There were significant differences in cardiac function indices, blood lipid index, and blood coagulation indices between CHD cases and controls (P < 0.05). We found tea consumption reduced CHD risk in female participants (adjusted odds ratio (OR) = 0.484, 95% CI: 0.242-0.968, P = 0.0403). Regarding the type of tea consumed, the risk of CHD was reduced in women who drank partially fermented tea (adjusted OR = 0.210, 95% CI: 0.084-0.522, P = 0.0008). Analytic results for the amount of tea consumed per unit time showed CHD risk was reduced in women who consumed 1-2 cups of tea per day (adjusted OR = 0.291, 95% CI: 0.131-0.643, P = 0.0023). A tea-drinking frequency of > 6 days/week was beneficial for CHD prevention (adjusted OR = 0.183, 95% CI: 0.049-0.679, P = 0.0112). When analyzed according to the duration of tea consumption, the risk of CHD was reduced in participants who had been drinking tea for 10-20 years (adjusted OR = 0.360, 95% CI: 0.137-0.946, P = 0.0382). CONCLUSIONS: Tea consumption is associated with a reduced risk of CHD in female but not male populations in Guangzhou.

• Journal of the Korean Home Economics Association
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• v.44 no.5 s.219
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• pp.79-87
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• 2006

The purpose of this study is to analyze whether service quality and perceived risk have an effect on purchase intention and satisfaction of the fashion merchandise in internet shopping malls. To this end, a survey was conducted from June 20 to July 30 in 2005, among married women aged in their 20s and 30s, on their purchase experience of fashion merchandise from internet shopping malls. The survey was conducted over the internet with 306 subjects. The statistical analysis methods were frequency analysis, reliability analysis, factor analysis, and multiple regression analysis. First, the service quality factors were determined to be reliability, responsibility, ease of transaction, order convenience, and site characteristics. Perceived risk factors were determined to be merchandise risk, information exposure risk, social psychological risk, and function risk. Second, service quality factors of responsibility, ease of transaction, order convenience, site characteristics and perceived risk factor of social psychological risk had an effect on internet purchase intention of the fashion merchandise. Greater site use convenience, lower price, simpler ordering, and lower social psychological risk were all positively correlated with higher internet purchase intention of fashion merchandise. Third, nice quality factors and social psychological risk had an effect on satisfaction degree in internet shopping.

• Proceedings of KOSOMES biannual meeting
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• 2018.06a
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• pp.76-76
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• 2018

• Korean Journal of Biological Psychiatry
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• v.13 no.2
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• pp.103-109
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• 2006

Objective : Associations of vascular risk/disease or apolipoprotein E ${\varepsilon}4$(APOE4) with geriatric depression has been unclear at a population level. This study aimed to evaluate whether there would be interactions of vascular risk/disease and APOE4 on depression in a Korean elderly population. Methods : 732 community residents aged 65 or over were assessed for depression(GMS), information on vascular risk/disease(reported stroke, transient ishemic attack, heart disease, hypertension, diabetes, smoking), examinations for vascular risk/disease(blood pressure, blood tests for glucose and lipid profiles, body size), APOE genotypes, demographic characteristics(age, gender, education), physical health, and cognitive function(MMSE). Results : Previous stroke and lower level of high density lipoprotein(HDL) cholesterol were significantly associated with geriatric depression independent of demographic characteristics, physical illnesses, and cognitive function. These associations were statistically significant only in those with APOE4, although the interaction terms didn't reach to statistical significance. Conclusion : Associations between vascular risk/disease and geriatric depression might be more prominent in those with APOE4. However further research would be needed to clarify this issue.

• Journal of Convergence for Information Technology
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• v.10 no.7
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• pp.223-231
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• 2020

Older drivers have an increased risk of accidents due to poor function, but they also develop self-regulation ability to check their own changes. Thus, information on whether the actual elderly driver responds to changes in driving ability and risk may provide a meaningful basis for the clinic and research of the elderly's driving ability assessment. Therefore, the purpose of this study is to provide basic data for the evaluation of elderly drivers by analyzing the driving risk self-perception characteristics in terms of driving behavior and function with Korean elderly drivers. A self-reporting assessment was conducted on 500 elderly drivers living in the community and the characteristics of driving risk perception were analyzed. As a result, it was confirmed that many elderly drivers are aware of the driving risk when their vision and hearing are impaired or when they find it difficult to adapt to changes in driving conditions. On the other hand, the characteristics of insensitive reactions to changes in medical health conditions, such as drug use or epilepsy, seizures, and loss of consciousness, were identified. The researcher hopes this study will contribute to the safety management of elderly drivers in Korea, where aging is accelerating.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.40 no.3
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• pp.27-37
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• 2017

As the global uncertainty of manufacturing has increased and the quality problem has become global, the recall has become a fatal risk that determines the durability of the company. In addition, as the convergence of PSS (product-service system) product becomes common due to the development of IT convergence technology, if the function of any part of hardware or software does not operate normally, there will be a problem in the entire function of PSS product. In order to manage the quality of such PSS products in a stable manner, a new approaches is needed to analyze and manage the hardware and software parts at the same time. However, the Fishbone diagram, FTA, and FMEA, which are widely used to interpret the current quality problem, are not suitable for analyzing the quality problem by considering the hardware and software at the same time. In this paper, a quality risk assessment model combining FTA and FMEA based on defect rate to be assessed daily on site to manage quality and fishbone diagram used in group activity to solve defective problem. The proposed FTA-FMEA based risk assessment model considers the system structure characteristics of the defect factors in terms of the relationship between hardware and software, and further recognizes and manages them as risk. In order to evaluate the proposed model, we applied the functions of ITS (intelligent transportation system). It is expected that the proposed model will be more effective in assessing quality risks of PSS products because it evaluates the structural characteristics of products and causes of defects considering hardware and software together.