• 한국지능시스템학회:학술대회논문집
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• 한국퍼지및지능시스템학회 2003년도 ISIS 2003
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• pp.555-558
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• 2003

The Choquet-Stieltjes integral is defined. It is shown that the Choquet -Stieltjes integral is rep-resented by a Choquet integral. As an application of the theorem above, it is shown that Choquet expected utility model for decision under uncertainty and rank dependent utility model for decision under .risk are respectively same as their simplified version.

• 한국지진공학회논문집
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• 제19권3호
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• pp.93-102
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• 2015

This study evaluates collapse probabilities of structures which are designed according to a domestic seismic design code, KBC2009. In evaluating their collapse probabilities, to do this, probabilistic distribution models for seismic hazard and structural capacity are required. In this paper, eight major cities in Korea are selected and the demand probabilistic distribution of each city is obtained from the uniform seismic hazard. The probabilistic distribution for the structural capacity is assumed to follow a underlying design philosophy implicitly defined in ASCE 7-10. With the assumptions, the structural collapse probability in 50 years is evaluated based on the concept of a risk integral. This paper then defines an mean value of the collapse probabilities in 50 years of the selected major cities as the target risk. Risk-targeted spectral accelerations are finally suggested by modifying a current mapped spectral acceleration to meet the target risk.

• 산경연구논집
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• 제13권10호
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• pp.1-8
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• 2022

Purpose: Support vector machines (SVMs) ensemble has been proposed to improve classification performance of Credit risk recently. However, currently used fusion strategies do not evaluate the importance degree of the output of individual component SVM classifier when combining the component predictions to the final decision. To deal with this problem, this paper designs a support vector machines (SVMs) ensemble method based on fuzzy integral, which aggregates the outputs of separate component SVMs with importance of each component SVM. Research design, data, and methodology: This paper designs a personal credit risk evaluation index system including 16 indicators and discusses a support vector machines (SVMs) ensemble method based on fuzzy integral for designing a credit risk assessment system to discriminate good creditors from bad ones. This paper randomly selects 1500 sample data of personal loan customers of a commercial bank in China 2015-2020 for simulation experiments. Results: By comparing the experimental result SVMs ensemble with the single SVM, the neural network ensemble, the proposed method outperforms the single SVM, and neural network ensemble in terms of classification accuracy. Conclusions: The results show that the method proposed in this paper has higher classification accuracy than other classification methods, which confirms the feasibility and effectiveness of this method.

• 한국수학교육학회지시리즈B:순수및응용수학
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• 제16권1호
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• pp.121-131
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• 2009

In this paper we examine the relation among law-invariant coherent risk measures with the Fatou property, distortion risk measures and spectral risk measures, and give a new proof of the relation among them. It is also shown that the spectral risk measure satisfies the monotonicity with respect to stochastic dominance and the comonotonic additivity.

• The Journal of Asian Finance, Economics and Business
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• 제9권8호
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• pp.89-97
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• 2022

The e-commerce market faces significant credit risks due to the complexity of the industry and information asymmetries. Therefore, credit risk has started to stymie the growth of e-commerce. However, there is no reliable system for evaluating the creditworthiness of e-commerce companies. Therefore, this paper constructs a credit risk evaluation index system that comprehensively considers the online and offline behavior of online retail enterprises, including 15 indicators that reflect online credit risk and 15 indicators that reflect offline credit risk. This paper establishes an integration method based on a fuzzy integral support vector machine, which takes the factor analysis results of the credit risk evaluation index system of online retail enterprises as the input and the credit risk evaluation results of online retail enterprises as the output. The classification results of each sub-classifier and the importance of each sub-classifier decision to the final decision have been taken into account in this method. Select the sample data of 1500 online retail loan customers from a bank to test the model. The empirical results demonstrate that the proposed method outperforms a single SVM and traditional SVMs aggregation technique via majority voting in terms of classification accuracy, which provides a basis for banks to establish a reliable evaluation system.

• 한국건설관리학회논문집
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• 제5권2호
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• pp.136-143
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• 2004

본 논문은 초기 건설공사의 리스크 관리방법론을 제시한 것으로서, 리스크식별 및 분석을 중심으로 연구를 진행하였다. 리스크식별은 초기 건설공사를 $공통공사\cdot토공사\cdot지정$ 및 기초공사로 구분하여 리스크를 규명하고 작업분류체계에 기반하여 리스크분류체계를 제안하였다. 리스크분석은 리스크분류체계를 바탕으로 퍼지추론을 이용하여 리스크인자의 위험도를 정량화하고 퍼지척도를 이용하여 리스크인자의 중요도를 산정하였으며, 이를 통합하여 상위 리스크인자의 종합위험도를 구하기 위해 퍼지적분을 이용하였다. 리스크인자의 관리 우선순위는 종합위험도로부터 결정할 수 있다. 본 연구에서 제시한 리스크 관리 방법론의 타당성을 확인하기 위하여 사례적용을 실시하였으며, 그 결과 제시한 방법론이 현장 및 공사의 특성을 반영하여 리스크인자의 관리 우선순위를 결정하는데 충분히 활용할 수 있음을 확인할 수 있었다.

• Journal of applied mathematics & informatics
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• 제27권5_6호
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• pp.1033-1047
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• 2009

In this paper, we consider a m-type risk model with Markov-modulated premium rate. A integral equation for the conditional ruin probability is obtained. A recursive inequality for the ruin probability with the stationary initial distribution and the upper bound for the ruin probability with no initial reserve are given. A system of Laplace transforms of non-ruin probabilities, given the initial environment state, is established from a system of integro-differential equations. In the two-state model, explicit formulas for non-ruin probabilities are obtained when the initial reserve is zero or when both claim size distributions belong to the $K_n$-family, n $\in$ $N^+$ One example is given with claim sizes that have exponential distributions.

• 해양환경안전학회지
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• 제11권2호
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• pp.27-32
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• 2005

본 연구는 해양사고 피해규모에 의해 우리나라 수색$\cdot$구조 구역의 위험수준을 평가하였다. 위험수준 평가를 위해서 전문가 지식에 기반한 퍼지로직, 퍼지측도 및 t-준노름 퍼지적분법을 이용하였다. 본 연구의 퍼지로직은 퍼지 확장원리에 의한 최대최소화 합성이고, 비퍼지화는 무게중심법을 이용하였고, 최종 평가는 t-준노름 퍼지적분법을 이용하였다. 그 결과 목포, 통영, 여수 수색$\cdot$구조 구역의 위험수준이 가장 높은 것으로 평가되어, 향후 위험수준을 경감하기 위해 많은 구조선과 구조장비가 필요 할 것으로 판단된다.

• 해양환경안전학회:학술대회논문집
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• 해양환경안전학회 2004년도 추계학술발표회
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• pp.83-88
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• 2004

본 연구는 우리나라 수색구조 구역에 대한 해양사고 피해규모에 의한 위험수준을 평가하였다. 이러한 위험수준 평가를 위해 본 연구에서는 전문가 지식에 기반한 퍼지로직과 퍼지측도와 t-준노름 퍼지적분법을 이용하였다. 똔 연구의 퍼지로직은 퍼지 확장원리에 의한 최대최소화 합성이고, 비퍼지화는 무게중심법을 이용하였고, 최종 평가는 t-준노름 퍼지적분댑을 이용하였다. 그 결과 목포, 통영, 부산 수색 구조 구역의 위험수준이 가장 높은 것으로 평가되어, 향후 위험수준을 경감 하기 위해 많은 구조선과 구조장비가 필요 할 것으로 판단된다.

• 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.