• Title/Summary/Keyword: Risk integral

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Evaluation of the Navigational Risk Level in Coastal Waterway using Fuzzy Logic and Choquet Integral (퍼지로직과 쇼케적분을 이용한 연안해역의 통항 위험성 평가)

  • Keum Jong-Soo;Jang Woon-Jae
    • Proceedings of KOSOMES biannual meeting
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    • 2004.11a
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    • pp.69-75
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    • 2004
  • The prevention of marine accidents has been a major topic in marine society and various policies and countermeasures have been developed, applied to the industries. The coastal VIS and navigational aids are considered as one of the effective methods to promote marine safety but they need relatively huge amount of budgets to build Thus prior to establishing these coastal VIS and navigational aids, it should be evaluated the navigational risk level in the coastal waterways from the Environmental Stress. So far as human beings are concerned, there are many types of fuzziness in the evaluation of navigational safety level. In order to reflect these fuzziness on this evaluation, this paper introduces the fuzzy integral suggested by Choquet to represent the fuzziness in the evaluation process. This paper aims to develop the method for this evaluation from the viewpoint of mariner's operational stress using the fuzzy logic and Choquet integral. In this paper, Korean coastal area is divided into 8 sectors and evaluated the priority for the needs of coastal VIS and navigational aids.

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A Study on the Control of Hazard Facilities Management system in Urban area by utilizing GIS (지리정보시스템(GIS)을 이용한 도심지 내의 위해시설 관리시스템 구축에 관한 연구)

  • Ham, Eun-Gu;Roh, Sam-Kew
    • Journal of the Korean Society of Hazard Mitigation
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    • v.5 no.4 s.19
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    • pp.9-15
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    • 2005
  • This research developed the RMIS(Risk Management Information System) which focus on works of risk management fields required of apply of a space information, and focus on the DB to establish and apply the space information efficiently with research scope on the LPG refueling station in city. On the basis of the RMIS, this research provides the baseline to lead on an efficiency of safety inspection of LPG refueling station, advance risk assessment, and efficient making decision of an accident correspondence assessment with interlocking the GIS representing risk through the automation of a quantitative risk assessment standardize requirement to control at real-time. The RMIS development process is as follows. firstly, Relational Database(RDB) was developed by using fundamental data both On-site and Off-site relating data as peforming risk assessment on the LPG refueling station in city. Second, the risk management integral database system was developed to monitor and control the risk efficiently for user with using the Visual Basic Program. Third, through interlocking the risk management integral database system and the GIS(Falcon-map) was suggested the decision making method. Represented results through out the RMIS program development are as follows. Firstly, the RMIS was established the mutual information to advance management the risk efficiently for user and inspector with using the risk management data. Second, as this study managed risk for on-site and off-site separately and considered effect for inside and outside of facility, constructed the basis on safety management which can respond to major accident. Third, it was composed the baseline to making decision that on the basis of user interface.

RUIN PROBABILITIES IN THE RISK MODEL WITH TWO COMPOUND BINOMIAL PROCESSES

  • Zhang, Mao-Jun;Nan, Jiang-Xia;Wang, Sen
    • Journal of applied mathematics & informatics
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    • v.26 no.1_2
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    • pp.191-201
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    • 2008
  • In this paper, we consider an insurance risk model governed by a compound Binomial arrival claim process and by a compound Binomial arrival premium process. Some formulas for the probabilities of ruin and the distribution of ruin time are given, we also prove the integral equation of the ultimate ruin probability and obtain the Lundberg inequality by the discrete martingale approach.

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An Effective Plan for Product Liability and Product Safety by the Hazard Analysis (제조물 위험성 평가에 의한 제조물 책임 및 제조물 안전대책)

  • 갈원모;이영자
    • Journal of the Korean Society of Safety
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    • v.14 no.4
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    • pp.182-191
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    • 1999
  • Product liability(PL) and product safety(PS) is one of the most costly and confusing problems facing manufacturing today. Accordingly, this paper presents an integral process for product safety and product liability resulting from a defective product and proposes countermeasures of PL and PS for the four types of risk based on severity and frequency. Finally, we have presented a framework and practical procedure to provide the manufacturer with useful way of analyzing the risk potential of consumer products.

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Evaluation of the Navigational Risk Level in Coastal Waterway using Fuzzy Logic (퍼지로직을 이용한 연안해역의 통항 위험성 평가)

  • Keum Jong-Soo;Jang Woon-Jae
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.12 no.1 s.24
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    • pp.53-59
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    • 2006
  • The prevention of marine accidents has been a major topic in marine society and various policies and countermeasures have been developed, applied to the industries. The coastal VTS and navigational aids are considered a, one of the effective methods to promote marine safety but they need relatively huge amount of budgets to build. Thus prior to establishing these coastal VTS and navigational aids, it should be evaluated the navigational risk level in the coastal waterways from the Environmental Stress. So far as human beings are concerned, there are many types of fuzziness in the evaluation of navigational safety level. In order to reflect these fuzziness on this evaluation, this paper introduces the fuzzy integral suggested by Choquet to represent the fuzziness in the evaluation process. This paper aims to develop the method for this evaluation from the viewpoint of mariner's operational stress using the fuzzy logic and Choquet integral. In this paper, Korean coastal area is divided into 8 sectors and evaluated the priority for the needs of coastal VTS and navigational aids.

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The effect of photon energy on intensity-modulated radiation therapy (IMRT) plans for prostate cancer

  • Sung, Won-Mo;Park, Jong-Min;Choi, Chang-Heon;Ha, Sung-Whan;Ye, Sung-Joon
    • Radiation Oncology Journal
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    • v.30 no.1
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    • pp.27-35
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    • 2012
  • Purpose: To evaluate the effect of common three photon energies (6-MV, 10-MV, and 15-MV) on intensity-modulated radiation therapy (IMRT) plans to treat prostate cancer patients. Materials and Methods: Twenty patients with prostate cancer treated locally to 81.0 Gy were retrospectively studied. 6-MV, 10-MV, and 15-MV IMRT plans for each patient were generated using suitable planning objectives, dose constraints, and 8-field setting. The plans were analyzed in terms of dose-volume histogram for the target coverage, dose conformity, organs at risk (OAR) sparing, and normal tissue integral dose. Results: Regardless of the energies chosen at the plans, the target coverage, conformity, and homogeneity of the plans were similar. However, there was a significant dose increase in rectal wall and femoral heads for 6-MV compared to those for 10-MV and 15-MV. The $V_{20Gy}$ of rectal wall with 6-MV, 10-MV, and 15-MV were 95.6%, 88.4%, and 89.4% while the mean dose to femoral heads were 31.7, 25.9, and 26.3 Gy, respectively. Integral doses to the normal tissues in higher energy (10-MV and 15-MV) plans were reduced by about 7%. Overall, integral doses in mid and low dose regions in 6-MV plans were increased by up to 13%. Conclusion: In this study, 10-MV prostate IMRT plans showed better OAR sparing and less integral doses than the 6-MV. The biological and clinical significance of this finding remains to be determined afterward, considering neutron dose contribution.

A New Ship Scheduling Set Packing Model Considering Limited Risk

  • Kim, Si-Hwa;Hwang, Hee-Su
    • Journal of Navigation and Port Research
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    • v.30 no.7
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    • pp.561-566
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    • 2006
  • In this paper, we propose a new ship scheduling set packing model considering limited risk or variance. The set packing model is used in many applications, such as vehicle routing, crew scheduling, ship scheduling, cutting stock and so on. As long as the ship scheduling is concerned, there exits many unknown external factors such as machine breakdown, climate change and transportation cost fluctuation. However, existing ship scheduling models have not considered those factors apparently. We use a quadratic set packing model to limit the variance of expected cost of ship scheduling problems under stochastic spot rates. Set problems are NP-complete, and additional quadratic constraint makes the problems much harder. We implement Kelley's cutting plane method to replace the hard quadratic constraint by many linear constrains and use branch-and-bound algorithm to get the optimal integral solution. Some meaningful computational results and comments are provided.

A TIME DETERMINATION MODEL INCORPORATING RISK MANAGEMENT BASED ON MALAYSIAN CASE STUDIES

  • Sim Nee Ting;Chung Thing Chong
    • International conference on construction engineering and project management
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    • 2009.05a
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    • pp.642-648
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    • 2009
  • Determining the total duration for a construction project is an integral part of project management in the construction industry. This is to ensure the project and all its associated activities can be carried out and completed within the time frame stipulated. There are several commonly used scheduling methods and techniques in project management, some of which involves manual calculation while others involve computer software. This paper looks into the various time determination methods, extracting out their differences and similarities. It also seeks to draw out the problems when determining time for projects, especially those encountered of case studies. Based on the results from the case studies, there were delays on certain projects even though time determination had been carried out rigorously prior to the commencement of the projects. This paper seeks to develop a time determination model, which incorporates risk management techniques into the calculations in order to improve the method for time estimation to minimize the chances of project delay.

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An Iterative Method for American Put Option Pricing under a CEV Model (수치적 반복 수렴 방법을 이용한 CEV 모형에서의 아메리칸 풋 옵션 가격 결정)

  • Lee, Seungkyu;Jang, Bong-Gyu;Kim, In Joon
    • Journal of Korean Institute of Industrial Engineers
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    • v.38 no.4
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    • pp.244-248
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    • 2012
  • We present a simple numerical method for pricing American put options under a constant elasticity of variance (CEV) model. Our analysis is done in a general framework where only the risk-neutral transition density of the underlying asset price is given. We obtain an integral equation of early exercise premium. By exploiting a modification of the integral equation, we propose a novel and simple numerical iterative valuation method for American put options.