• Nuclear Engineering and Technology
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• v.56 no.3
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• pp.819-823
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• 2024

The main criteria used in NEI 18-04 to define SSCs as risk-significant include (1) the SSC is required to keep all LBEs within the F-C target, and (2) the total frequency with the SSC failed exceeds 1% of the limit for at least one of the three cumulative risk metrics used for evaluating the integrated plant risk. The first one is a reasonable criterion in determining the risk significant SSCs. However, the second criterion may not be adequate to serve the purpose of determining the risk significance of SSCs. In the second criterion, the cumulative risk metric values representing the integrated plant risk (less the preventive and mitigative effects of the SSC being evaluated) are compared to a risk limit that represents a very small contribution to the overall integrated plant risk, which corresponds appropriately to the contributions from individual SSCs. The easiest approach to redefine the NEI 18-04 definition of risk-significant SSCs in relation to the integrated plant risk metrics is to compare the difference, between the risk metric value calculated with the SSC failed and the risk metric value calculated with the SSC credited, with 1% of the risk limit established for the integrated plant risk metrics.

• Journal of the Korean Data and Information Science Society
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• v.19 no.4
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• pp.1027-1036
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• 2008

Value at Risk(VaR) is a fundamental tool for managing market risks. It measures the worst loss to be expected of a portfolio over a given time horizon under normal market conditions at a given confidence level. Calculation of VaR frequently involves estimating the volatility of return processes and quantiles of standardized returns. In this paper, we introduced and applied the CreditMetrics model to estimate the credit VaR of Korean Property and Casuality insurers.

• International Journal of Computer Science & Network Security
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• v.23 no.12
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• pp.187-193
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• 2023

Large software systems are being produced with a noticeably higher level of quality with component-based software engineering (CBSE), which places a strong emphasis on breaking down engineered systems into logical or functional components with clearly defined interfaces for inter-component communication. The component-based software engineering is applicable for the commercial products of open-source software. Software metrics play a major role in application development which improves the quantitative measurement of analyzing, scheduling, and reiterating the software module. This methodology will provide an improved result in the process, of better quality and higher usage of software development. The major concern is about the software complexity which is focused on the development and deployment of software. Software metrics will provide an accurate result of software quality, risk, reliability, functionality, and reusability of the component. The proposed metrics are used to assess many aspects of the process, including efficiency, reusability, product interaction, and process complexity. The details description of the various software quality metrics that may be found in the literature on software engineering. In this study, it is explored the advantages and disadvantages of the various software metrics. The topic of component-based software engineering is discussed in this paper along with metrics for software quality, object-oriented metrics, and improved performance.

• Journal of Nuclear Fuel Cycle and Waste Technology(JNFCWT)
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• v.16 no.4
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• pp.431-439
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• 2018

Less mature nuclear reactor technologies are characterized by a greater uncertainty due to insufficient detailed design information, operational data, cost information, etc., but the expected performance characteristics of less mature options are usually more attractive in comparison with more mature ones. The greater uncertainty is, the higher economic risks associated with the project realization will be. Within a comparative evaluation of less and more mature nuclear reactor technologies, it is necessary to apply economic risk measures to balance judgments regarding the economic performance of less and more mature options. Assessments of any risk metrics involve calculating different characteristics of probability distributions of associated economic performance indicators and applying the Monte-Carlo method. This paper considers the applicability of statistical risk measures for different economic performance indicators within a trial case study on a comparative evaluation of less and more mature unspecified LWRs. The presented case study demonstrates the main trends associated with the incorporation of economic risk metrics into a comparative evaluation of less and more mature nuclear reactor technologies.

• The Korean Journal of Financial Management
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• v.24 no.3
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• pp.153-186
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• 2007

It is well known that the distributional properties of financial asset returns exhibit fatter-tails and skewer-mean than the assumption of normal distribution. The correct assumption of return distribution might improve the estimated performance of the Value-at-Risk(VaR) models in financial markets. In this paper, we estimate and compare the VaR performance using the RiskMetrics, GARCH and FIGARCH models based on the normal and skewed-Student-t distributions in two daily returns of the Korean Composite Stock Index(KOSPI) and Korean Won-US Dollar(KRW-USD) exchange rate. We also perform the expected shortfall to assess the size of expected loss in terms of the estimation of the empirical failure rate. From the results of empirical VaR analysis, it is found that the presence of long memory in the volatility of sample returns is not an important in estimating an accurate VaR performance. However, it is more important to consider a model with skewed-Student-t distribution innovation in determining better VaR. In short, the appropriate assumption of return distribution provides more accurate VaR models for the portfolio managers and investors.

• Journal of Preventive Medicine and Public Health
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• v.46 no.6
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• pp.319-328
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• 2013

Objectives: This study estimated the association of cardiovascular health behaviors with the risk of all-cause and cardiovascular disease (CVD) mortality in middle-aged men in Korea. Methods: In total, 12 538 men aged 40 to 59 years were enrolled in 1993 and followed up through 2011. Cardiovascular health metrics defined the following lifestyle behaviors proposed by the American Heart Association: smoking, physical activity, body mass index, diet habit score, total cholesterol, blood pressure, and fasting blood glucose. The cardiovascular health metrics score was calculated as a single categorical variable, by assigning 1 point to each ideal healthy behavior. A Cox proportional hazards regression model was used to estimate the hazard ratio of cardiovascular health behavior. Population attributable risks (PARs) were calculated from the significant cardiovascular health metrics. Results: There were 1054 total and 171 CVD deaths over 230 690 person-years of follow-up. The prevalence of meeting all 7 cardiovascular health metrics was 0.67%. Current smoking, elevated blood pressure, and high fasting blood glucose were significantly associated with all-cause and CVD mortality. The adjusted PARs for the 3 significant metrics combined were 35.2% (95% confidence interval [CI], 21.7 to 47.4) and 52.8% (95% CI, 22.0 to 74.0) for all-cause and CVD mortality, respectively. The adjusted hazard ratios of the groups with a 6-7 vs. 0-2 cardiovascular health metrics score were 0.42 (95% CI, 0.31 to 0.59) for all-cause mortality and 0.10 (95% CI, 0.03 to 0.29) for CVD mortality. Conclusions: Among cardiovascular health behaviors, not smoking, normal blood pressure, and recommended fasting blood glucose levels were associated with reduced risks of all-cause and CVD mortality. Meeting a greater number of cardiovascular health metrics was associated with a lower risk of all-cause and CVD mortality.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.4 no.2
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• pp.138-153
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• 2010

The interactions between people who do not know each other have been greatly increased with the on-going increase of people's cyberspace activities. In this situation, there exist potential risk factors such as the possibility of fraud, so we need a method to reduce or eliminate those risk factors. Concerning this necessity, rating systems are widely used, and many trust metrics calculated from rate values that people give to each other are proposed to help them make decisions. However, the trust metrics decrease the accuracy, and this is caused by the different rating scales and ranges of each person. So, we propose a fuzzy adjustment method to solve this problem. It is possible to catch the exact meaning of the trust value that each person selects through applying fuzzy sets, which improve the accuracy of the trust metric calculated from the trust values. We have applied our fuzzy adjustment method to the TidalTrust algorithm, a representative algorithm for calculating the local scalar trust metric, and we performed an experimental evaluation with four data sets and three evaluation methods.

• Journal of the Korea Society of Computer and Information
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• v.23 no.12
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• pp.95-105
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• 2018

As the IT industry developed, the information held by the company soon became a corporate asset. As this information has value as an asset, the number and scale of various cyber attacks which targeting enterprises and institutions is increasing day by day. Therefore, research are being carried out to protect the assets from cyber attacks by using the attack graph to identify the possibility and risk of various attacks in advance and prepare countermeasures against the attacks. In the attack graph, security metric is used as a measure for determining the importance of each asset or the risk of an attack. This is a key element of the attack graph used as a criterion for determining which assets should be protected first or which attack path should be removed first. In this survey, we research trends of various security metrics used in attack graphs and classify the research according to application viewpoints, use of CVSS(Common Vulnerability Scoring System), and detail metrics. Furthermore, we discussed how to graft the latest security technologies, such as MTD(Moving Target Defense) or SDN(Software Defined Network), onto the attack graphs.

• Journal of the Korea Safety Management & Science
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• v.14 no.1
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• pp.225-233
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• 2012

The research discusses interrelationship of structural and reliability importance measures which used in the probabilistic safety assessment. The most frequently used component importance measures, such as Birnbaum's Importance (BI), Risk Reduction (RR), Risk Reduction Worth (RRW), RA (Risk Achievement), Risk Achievement Worth (RAW), Fussel Vesely (FV) and Critically Importance (CI) can be derived from two structure importance measures that are developed based on the size and the number of Minimal Path Set (MPS) and Minimal Cut Set (MCS). In order to show an effectiveness of importance measures which is developed in this paper, the three representative functional structures, such as series-parallel, k out of n and bridge are used to compare with Birnbaum's Importance measure. In addition, the study presents the implementation examples of Total Productive Maintenance (TPM) metrics and alternating renewal process models with exponential distribution to calculate the availability and unavailability of component facility for improving system performances. System state structure functions in terms of component states can be converted into the system availability (unavailability) functions by substituting the component reliabilities (unavailabilities) for the component states. The applicable examples are presented in order to help the understanding of practitioners.

• Journal of Preventive Medicine and Public Health
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• v.57 no.3
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• pp.298-303
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• 2024

Objectives: The aim of this study was to estimate drug prescription indicators in outpatient services provided at Iran Social Security Organization (SSO) healthcare facilities. Methods: Data on all prescribed drugs for outpatient visits from 2017 to 2018 were extracted from the SSO database. The data were categorized into 4 main subgroups: patient characteristics, provider characteristics, service characteristics, and type of healthcare facility. Logistic regression models were used to detect risk factors for inappropriate drug prescriptions. SPSS and IBM Modeler software were utilized for data analysis. Results: In 2017, approximately 150 981 752 drug items were issued to outpatients referred to SSO healthcare facilities in Iran. The average number of drug items per outpatient prescription was estimated at 3.33. The proportion of prescriptions that included an injection was 17.5%, and the rate of prescriptions that included an antibiotic was 37.5%. Factors such as patient sex and age, provider specialty, type of facility, and time of outpatient visit were associated with the risk of inappropriate prescriptions. Conclusions: In this study, all drug prescription criteria exceeded the recommended limits set by the World Health Organization. To improve the current prescription patterns throughout the country, it would be beneficial to provide providers with monthly and annual reports and to consider implementing some prescription policies for physicians.