• 제목/요약/키워드: Risk point

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DYNAMIC RISK MEASURES AND G-EXPECTATION

  • Kim, Ju Hong
    • 한국수학교육학회지시리즈B:순수및응용수학
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    • 제20권4호
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    • pp.287-298
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    • 2013
  • A standard deviation has been a starting point for a mathematical definition of risk. As a remedy for drawbacks such as subadditivity property discouraging the diversification, coherent and convex risk measures are introduced in an axiomatic approach. Choquet expectation and g-expectations, which generalize mathematical expectations, are widely used in hedging and pricing contingent claims in incomplete markets. The each risk measure or expectation give rise to its own pricing rules. In this paper we investigate relationships among dynamic risk measures, Choquet expectation and dynamic g-expectations in the framework of the continuous-time asset pricing.

석유화학단지의 휘발성 유기화합물로 인한 인체 위해도 평가에 관한 연구 (A Study on the Health Risk Assessment of Volatile Organic Compounds in a Petrochemical Complex)

  • 이진홍;김윤신;류영태;유인석
    • 한국대기환경학회지
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    • 제13권4호
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    • pp.257-267
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    • 1997
  • This study focuses on the health risk assessment of airborne volatile organic compounds (VOCs) in a petrochemical complex, with several emphases on a risk assessment method. The first emphasis is on the importance of hazard identification to determine the likely carcinogenic potential of a VOC. Without considering this type of information, a direct comparison of the carcinogenic risks of two pollutants is meaningless. Therefore, wer suggest that this type of information be prepared and be listed with the estimate of cancer risk in parallel. The second emphasis is on the selection of a better dose-response model to estimate unit risk or cancer potency factor of a carcinogenic VOC. Finally, probilistic risk assessment method is discussed and recommended to use within a comparison of conventional point-estimate method. A health risk assessment has also been carried out. For non-carcinogenic risk, even the highest hazard index for carbon tetrachloride is estimated to be less than 1 with the other VOCs less than 0.03. However, the lifetime cancer risk from the inhalation of airborne VOCs is estimated to be about $2.6 \times 10^{-4}$ which is higher than the risk standard of $10^{-6}$ or even $10^{-5}$. Therefore, the investigation into domestic petrochemical complexes should be strengthened to obtain more fine long-term airborne VOC data.

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FIDIC White Book 일반조건 핵심 리스크 세부조항 도출 - 피딕 클라이언트/컨설턴트 모델 서비스 계약, 2017년 5판 기준으로 - (Deriving Key Risk Sub-Clauses of General Conditions of FIDIC White Book - Based on FIDIC Client/Consultant Model Services Agreement, 5th edition 2017 -)

  • 제재용;홍성열;서성철;박형근
    • 한국건설관리학회논문집
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    • 제24권2호
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    • pp.59-69
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    • 2023
  • FIDIC White Book은 클라이언트와 컨설턴트간 모델 서비스 계약조건이다. 본 연구는 델파이 기법을 활용하여 FIDIC White Book 일반조건의 63개 세부조항들 중 핵심 리스크 세부조항 도출을 목표로 하였다. 해외건설 서비스계약 및 FIDIC White Book에 대한 10년 이상의 경험과 전문지식을 보유한 40명의 전문가 패널을 구성하여 총 3회의 델파이 조사 과정을 통해 전문가의 의견 일치성을 높이는 방향으로 신뢰성을 향상시켰다. 델파이 1차 조사에서는 일반조건 63개 세부조항들 중 리스크의 영향력을 리커트 5점 척도로 폐쇄형 설문조사를 수행하였고 26개의 주요 리스크 세부조항들을 도출하였다. 델파이 1차 조사결과의 내용 타당성은 내용타당도 CVR값으로 검증하였다. 델파이 2차 및 3차 조사에서는 26개의 주요 리스크 세부조항들에 대하여 리커트 10점 척도로 폐쇄형 설문조사를 수행하고 각각의 리스크 발생도 및 영향도를 평가하였다. 델파이 3차 조사 결과의 신뢰성은 변이계수 COV값으로 검증하였다. 26개의 주요 리스크 세부조항들 각각의 리스크 발생도와 영향도 평균값을 PI Risk Matrix에 적용하여 총 14개의 핵심 리스크 세부조항들을 도출하였다. 핵심 리스크 세부조항 도출결과는 구체적인 서비스 범위의 합의, 지연관리, 변경관리가 가장 중요한 것으로 나타났다. 본 연구 결과로 실무관점에서는 컨설팅업체의 컨설턴트가 클라이언트와 서비스 계약을 체결할 때 계약적 리스크 최소화를 위해 검토해야 하는 가이드라인을 제공해 주고 있다. 학문적 관점에서는 해외건설에 참여하는 컨설턴트들을 위한 서비스 계약 관련 핵심리스크 도출에 대한 연구의 방향성을 제시하고 있다.

신경계 중환자의 욕창발생에 관한 연구 (A Study on the Pressure Ulcers in Neurological Patients in Intensive Care Units)

  • 임미자;박형숙
    • 기본간호학회지
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    • 제13권2호
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    • pp.190-199
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    • 2006
  • Purpose: To provide basic data and to identify the risk of pressure ulcers among neurological patients in ICU. Method: The participants in the study were on 78 neurological patients in the ICU of 3 hospitals. Data were collected every other day from 24 hours after admission, for up to 40 days or until discharge. The total period of data collection was 3 months. The risk assessment scales used for pressure ulcer were the Cubbin & Jackson(1991) scale and the National Pressure Ulcer Advisory Panel(1989) skin assessment tool. Results: There was a significant relationship between having a pressure ulcers and weight, skin condition, mental status, respiration, hygiene and hemodynamic status compared to not having a pressure ulcer. The incidence rate of the pressure ulcer was 28.2%(n=22). Of these patients the mean number of hospitalization days until pressure ulcer development was 5.2 days. The most common pressure ulcer site was the coccyx(39.3%). Based on a cut-off point of 24, 9 patients with risk scores <24 on admission also showed risk score for development of pressure ulcers, 10 patients with pressure ulcer scores ${\geq}24$ were older, hospitalized for a longer time, had low serum albumin, low hemoglobin, diabetes mellitus and surgery. Conclusion: In order to make the Cubbin & Jackson risk assessment scales more useful, there is a need to determine the reliability of the upper cut-off point 24. The result also showed a need to assess other risk factors and for early identification of at-risk patients in order to provide preventive care from admission to discharge.

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서울 수도권 일원의 지진위험 분석(I) (An Analysis of Seismic Risk of Seoul Area(I))

  • 이기화;이태국
    • 한국지진공학회논문집
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    • 제1권4호
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    • pp.29-35
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    • 1997
  • MM진도(Modified Mercalli Intensity) V이상의 한반도 지진자료에 의거하여 서울 수도권일원 $(위도 37.0^{circ}~37.8^{circ} N, 경도 126.5^{circ}~127.5^{circ} E)$ 의 확률론적인 지진위험도가 점지진원방법에 의해 추정되었다. 전지진자료를 이용하여 추정된 지진위험도는 비교적 완전하다고 여겨지는 조선시대이후의 지진자료를 이용하여 추정된 지진위험도보다 더 낮다고 추정되었다. 수평지반가속도 0.1g 이상의 파괴적인 지진은 90% 초과확률로서 전지진자료와 조선시대이후의 지진자료가 이용되었을 때 각각 500년과 200년 기간에 발생한다.

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Assessment of seismic risk of a typical RC building for the 2016 Gyeongju and potential earthquakes

  • Jee, Hyun Woo;Han, Sang Whan
    • Earthquakes and Structures
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    • 제20권3호
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    • pp.337-351
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    • 2021
  • On September 12, 2016, the Gyeongju earthquake occurred in the south-eastern region of the Korean peninsula. The event was ranked as the largest magnitude earthquake (=5.8) since instrumental recording was started by the Korean Metrological Administration (KMA) in 1978. The objective of this study is to provide information obtained from the 2016 Gyeongju earthquake and to propose a procedure estimating seismic risk of a typical old RC building for past and potential earthquakes. Ground motions are simulated using the point source model at 4941 grid locations in the Korean peninsula that resulted from the Gyeongju earthquake and from potential future earthquakes with the same hypocenter considering different soil conditions. Nonlinear response history analyses are conducted for each grid location using a three-story gravity-designed reinforced concrete (RC) frame that most closely represents conventional old school and public buildings. Then, contour maps are constructed to present the seismic risk associated with this building for the Gyeongju earthquake and potential future scenario earthquakes. These contour maps can be useful in the development of a mitigation plan for potential earthquake damage to school and public buildings at all grid locations on the Korean peninsula.

우리나라의 사업장 위험성평가 제도 실시에 관한 연구 (A Study on the Implementation of Risk Assessment System at Workplace in Korea)

  • 정진우
    • 한국안전학회지
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    • 제29권3호
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    • pp.121-128
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    • 2014
  • Risk assessment system which is the point of occupational safety and health management system is recognized to be effective to prevent industrial accident and occupational disease internationally. Ministry of Employment and Labor developed guidance on risk assessment at workplace recently. This guidance presents standard model on risk assessment at workplace. However, enterprises may be confronted with many questions in the process of introducing and operating risk assessment. For risk assessment to be implemented properly and effectively at workplace, there are various questions that need to be considered in advance, including giving shape to standard on risk evaluation and clarifying the implementation system at workplace in advance. Also for risk assessment to be revitalized at workplace, several policy matters need to be settled. First, an administrative agency should present the implementation method of risk assessment more concretely. Secondly, it is necessary for an administrative agency to develop and spread various detailed manual, models and good practices related to risk assessment. Thirdly, a government agency need to apply an incentive & disadvantage policy actively to risk assessment.

A study on the nash equilibrium of the price of insurance

  • Min, Jae-Hyung
    • 한국경영과학회:학술대회논문집
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    • 대한산업공학회/한국경영과학회 1992년도 춘계공동학술대회 발표논문 및 초록집; 울산대학교, 울산; 01월 02일 May 1992
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    • pp.403-412
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    • 1992
  • This note examines a situation where a risk-neutral insurer and a risk-averse individual (prospective insured) negotiate to reach an arbitration point of the price of insurance over the terms of an insurance contract in order to maximize their respective self-interests. The situation is modeled as a Nash bargaining problem. We analyze the dependence of the price of insurance, which is determined by the Nash solution, on the parameters such as the size of insured loss, the probability of a loss, the degree of risk-aversion of the insured, and the riskiness of loss distribution.

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Nanotechnology and Occupational Health Addressing Potential Health Risks

  • Maynard Andrew
    • 한국환경성돌연변이발암원학회:학술대회논문집
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    • 한국환경성돌연변이발암원학회 2005년도 춘계 국제심포지엄 및 학술대회
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    • pp.21-26
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    • 2005
  • [ $\cdot$ ] Occupational safety and health is a key component of responsible nanotechnology $\cdot$ Nanotechnology challenges conventional approaches to addressing occupational safety and health risk $\cdot$ Nanomaterials and devices of concern include those capable of entering the body and causing harm as a result of their nanostructure $\cdot$ Proactive risk assessment and management requires extensive strategic research $\cdot$ Current knowledge provides a staring point for addressing risk

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Holistic Approach to Multi-Unit Site Risk Assessment: Status and Issues

  • Kim, Inn Seock;Jang, Misuk;Kim, Seoung Rae
    • Nuclear Engineering and Technology
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    • 제49권2호
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    • pp.286-294
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    • 2017
  • The events at the Fukushima Daiichi Nuclear Power Station in March 2011 point out, among other matters, that concurrent accidents at multiple units of a site can occur in reality. Although site risk has been deterministically considered to some extent in nuclear power plant siting and design, potential occurrence of multi-unit accident sequences at a site was not investigated in sufficient detail thus far in the nuclear power community. Therefore, there is considerable worldwide interest and research effort directed toward multi-unit site risk assessment, especially in the countries with high-density nuclear-power-plant sites such as Korea. As the technique of probabilistic safety assessment (PSA) has been successfully applied to evaluate the risk associated with operation of nuclear power plants in the past several decades, the PSA having primarily focused on single-unit risks is now being extended to the multi-unit PSA. In this paper we first characterize the site risk with explicit consideration of the risk associated with spent fuel pools as well as the reactor risks. The status of multi-unit risk assessment is discussed next, followed by a description of the emerging issues relevant to the multi-unit risk evaluation from a practical standpoint.