• 제목/요약/키워드: fixed-effect model

검색결과 767건 처리시간 0.04초

국내 손해보험회사의 효율성 및 결정요인에 대한 Static and Dynamic 분석 (A Study on the Efficiency and Determinants of Static and Dynamic in Korean property casualty insurance Company)

  • 김태혁;박춘광;김병철
    • 재무관리연구
    • /
    • 제25권4호
    • /
    • pp.183-212
    • /
    • 2008
  • 본 논문은 $2001{\sim}2005$사업 연도까지 5년간 패널자료로 국내 10개 손해보험회사를 대상으로 비모수적 방법인 DEA-CCR, BCC 모형과 DEA/Window 모형을 이용하여 정태적, 동태적 효율성 변화를 살펴보고, 효율성 결정요인과 관련 다양한 방법으로 비교하기 위해 가중최소자승추정법(GLS), 토빗 모형(Tobit model), 고정효과 모형(Fixed effect model), 확률효과 모형(Random effect model)을 이용한 정태적 패널 모형, 일반화적률추정법(GMM)을 이용한 동태적 패널모형으로 살펴 보았다. 첫째, 정태적 효율성 분석결과 평균 기술효율성은 15.5%의 비효율성을 가지고 있는 것으로 나타났으며, 이러한 비효율성은 규모비효율성에 더 큰 원인이 있는 것으로 나타났다. 둘째, 안정성 여부를 판단하기위한 동태적 효율성 분석결과 기간에 따라 각 손해보험회사별로 표준편차, LDP, LDY 값이 차이를 나타내고 있었다. 셋째, 기술효율성 결정요인 분석 결과 고정효과 모형의 설명력이 다른 모형들보다 높았고, GMM은 모든 결정요인들에 대해 유의적으로 나타났다. 그리고 기술효율성 증대를 위해서는 토지, 건물같은 부동산 비중 축소를 통한 수입보험료 증대가 가장 중요한 것으로 나타났다.

  • PDF

Definition of Season in Animal Model Evaluation of NiIi-Ravi Buffaloes

  • Khan, M.S.;Bhatti, S.A.;Asghar, A.A.;Chaudhary, M.A.;Bilal, M.Q.
    • Asian-Australasian Journal of Animal Sciences
    • /
    • 제10권1호
    • /
    • pp.70-74
    • /
    • 1997
  • Data on 2,571 lactation records of Nili-Ravi buffaloes from four institutional herds and four field recording centers were analyzed under an animal model to see the effect of season definition on the error variance of the fitted model. Herd-year-season(HYS) was the main fixed effect along with permanent environment, breeding value and residuals as the random effects. All known relationships among the animals were considered. The error variance differed for various HYS combinations. It was minimum when then months were not grouped into seasons. The four or Five season scenarios were better than the two season scenarios. The average number of lactations represented in a HYS combination varied widely from 6 to 28. Very few subclasses for a given HYS combination warrants the use of fewer seasons for animal model evaluation of buffaloes.

서비스 요청 관리 프로세스 개선을 통한 IT 운영비용 최적화 방안 (A Cost Optimization Model of IT Operation Service by Improving Service Request Management Process)

  • 강운식;배경한;김현수
    • 한국IT서비스학회지
    • /
    • 제6권3호
    • /
    • pp.87-110
    • /
    • 2007
  • Recently, researches on IT Service Management (ITSM) for improving information system operation service and information system outsourcing cost estimation model are proliferating. This study suggests a new cost model of IT operation service and optimizing method based upon the characteristics of operation service as a long-term and continuous business service for both user's and service provider's point of view. This study explains the cost optimization model of IT operation service by improving service request management process, such as adequate reception and control, proper valuation, process management using project management methodology, effective organization and time management of service personnel. Especially in this study, service ability improvement effect and fixed operation cost reduction effect are defined to prove the proposed new cost model.

상용치료원 보유가 중노년층의 건강행동에 미치는 영향 (Effect of Usual Source of Care on Health Behavior of the Middle Aged and the Elderly)

  • 윤성훈;송연재;권순만
    • 보건행정학회지
    • /
    • 제32권1호
    • /
    • pp.29-44
    • /
    • 2022
  • Background: This study was conducted to analyze the impact of having a usual source of care on health behaviors of the middle aged and the elderly, in order to investigate the potential effect of enhancing primary health care in a Korean context. Methods: This study constructed a balanced panel of middle-aged and elderly samples using the Korea Health Panel 2016-2018, and fixed-effect models were used to analyze the data. Results: Among three sets of dependent variables (physical activity, smoking, drinking), statistically significant results were found only in physical activity. Subgroup analysis showed that this effect was not observed in the late elderly (aged 75 and older) and those without chronic diseases. Conclusion: Results of the study implied that enhancing primary health care among middle age and the elderly may have an effect on improving health behaviors. Moving forward to person-centered primary health care from disease-focused primary health care should be considered in high-risk groups such as the middle aged and the elderly with chronic diseases.

오버행 효과를 고려한 단상 유도동기전동기의 특성해석 및 설계 (Analysis and Design of the Single-phase Line Start Permanent Magnet Motor Considering Overhang Effect)

  • 강한별;김병택;백수황;김홍석;권병일
    • 전기학회논문지
    • /
    • 제58권1호
    • /
    • pp.49-56
    • /
    • 2009
  • This paper shows the characteristic analysis of single-phase line start permanent magnet (LSPM) motors considering the overhang structure. To achieve the low-cost design of an LSPM motor, the overhang structure is adapted for the rotor with a constraint of a fixed magnet volume. To obtain the dynamic and steady performance of the motor, the circuit parameters are extracted using the 3D-static FEM(Finite Element Method) and the d-q equivalent circuit is used. The performance of the model with overhang is compared with the conventional model without overhang on the condition that both models have a fixed volume for the permanent magnet.

MATHEMATICAL ANALYSIS OF CONTACT PROBLEM WITH DAMPED RESPONSE OF AN ELECTRO-VISCOELASTIC ROD

  • LAHCEN OUMOUACHA;YOUSSEF MANDYLY;RACHID FAKHAR;EL HASSAN BENKHIRA
    • Journal of applied mathematics & informatics
    • /
    • 제42권2호
    • /
    • pp.305-320
    • /
    • 2024
  • We consider a mathematical model which describes the quasistatic contact of electro-viscoelastic rod with an obstacle. We use a modified Kelvin-Voigt viscoelastic constitutive law in which the elasticity operator is nonlinear and locally Lipschitz continuous, taking into account the piezoelectric effect of the material. We model the contact with a general damped response condition. We establish a local existence and uniqueness result of the solution by using arguments of time-dependent nonlinear equations and Schauder's fixed-point theorem and obtain a global existence for small enough data.

Residual displacement estimation of simple structures considering soil structure interaction

  • Aydemir, Muberra Eser;Aydemir, Cem
    • Earthquakes and Structures
    • /
    • 제16권1호
    • /
    • pp.69-82
    • /
    • 2019
  • As the residual displacement and/or drift demands are commonly used for seismic assessment of buildings, the estimation of these values play a very critical role through earthquake design philosophy. The residual displacement estimation of fixed base structures has been the topic of numerous researches up to now, but the effect of soil flexibility is almost always omitted. In this study, residual displacement demands are investigated for SDOF systems with period range of 0.1-3.0 s for near-field and far-field ground motions for both fixed and interacting cases. The elastoplastic model is used to represent non-degrading structures. Based on time history analyses, a new simple yet effective equation is proposed for residual displacement demand of any system whether fixed base or interacting as a function of structural period, lateral strength ratio and spectral displacement.

An Analysis on the State-Dependent Nature of DS/SSMA Unslotted ALOHA

  • Park Seong-Yong;Lee Byeong-Gi
    • Journal of Communications and Networks
    • /
    • 제8권2호
    • /
    • pp.220-227
    • /
    • 2006
  • In this paper, we present a novel approach to analyze the throughput of direct-sequence spread spectrum multiple access (DS/SSMA) unslotted ALOHA system. In the unslotted system, the departure rate of interfering transmissions is proportional to the number of current interferers that can be regarded as the system state. In order to model this state-dependency, we introduce a two-dimensional state transition model that describes the state transition of the system. This model provides a more rigorous analysis tool for the DS/SSMA unslotted ALOHA systems with both fixed and variable packet lengths. Numerical results reveal that this analysis yields an accurate system performance that coincides with the simulation results. Throughout the analysis we have discovered that the state-dependency of the departure rate causes interference averaging effect in the unslotted system and that this effect yields a higher throughput for the unslotted system than for the slotted system when supported by a strong channel coding.

지반-구조물 상호작용이 면진 원전구조물의 지진응답에 미치는 영향 평가 (Evaluation of the Soil-structure Interaction Effect on Seismically Isolated Nuclear Power Plant Structures)

  • 이은행;김재민;주광호;김현욱
    • 한국지진공학회논문집
    • /
    • 제20권6호
    • /
    • pp.379-389
    • /
    • 2016
  • This study intends to evaluate the conservativeness of the fixed-base analysis as compared to the soil-structure interaction (SSI) analysis for the seismically isolated model of a nuclear power plant in Korea. To that goal, the boundary reaction method (BRM), combining frequency-domain and time-domain analyses in a twofold process, is adopted for the SSI analysis considering the nonlinearity of the seismic base isolation. The program KIESSI-3D is used for computing the reaction forces in the frequency domain and the program MIDAS/Civil is applied for the nonlinear time-domain analysis. The BRM numerical model is verified by comparing the results of the frequency-domain analysis and time-domain analysis for the soil-structure system with an equivalent linear base isolation model. Moreover, the displacement response of the base isolation and the horizontal response at the top of the structure obtained by the nonlinear SSI analysis using BRM are compared with those obtained by the fixed-base analysis. The comparison reveals that the fixed-base analysis provides conservative peak deformation for the base isolation but is not particularly conservative in term of the floor response spectrum of the superstructure.

한.ASEAN FTA가 광양항 수출에 미치는 영향: 패널중력모형과 전향적 이동회귀의 적용 (Effects of Korea-ASEAN FTA on Export via Gwangyang Port: Application of the Panel Gravity Model and Rolling Regression)

  • 박홍균;김창범
    • 한국항만경제학회지
    • /
    • 제30권2호
    • /
    • pp.133-143
    • /
    • 2014
  • 우리나라는 주요 선진국들이 지역주의를 확산시키고, FTA 체결 회원국 전체의 경제적 부가가치를 증대시킬 수 있다는 점에서 FTA를 적극적으로 추진하고 있다. 우리나라의 현재 FTA 추진 현황은 발효 9건, 타결 3건, 협상진행 6건, 협상재개 여건조성 3건, 협상준비(공동연구 포함) 4건으로, 한 중 FTA이 체결된다면 우리나라의 FTA 교역 비중은 조만간 전체 교역의 50%를 넘어설 것으로 예상된다. 그리고 우리나라 무역의 대부분이 해상을 통해서 이루어짐을 감안할 때 항만을 통한 무역패턴과 수출효과를 파악할 필요가 있다. 최근에는 전통적인 교역이론에서 고려되지 않았던 거리적 위치, 운송비용, 인구 수, 문화적 요인이 교역패턴에 영향을 미친다는 중력모형의 적용이 많이 늘어나고 있다. 이러한 배경 하에서 본고는 패널중력모형을 이용하여 광양항의 주요 교역 상대국의 수출결정요인을 식별하고, FTA가 광양항 수출에 미치는 영향의 크기를 분석하였다. 분석결과, 패널 수준변수들은 불안정적이고 1차 차분 후 안정성을 회복하였다. 다음 단계로 패널 공적분 검정을 통해 패널 수준변수들의 장기적 균형 관계가 존재함을 알 수 있었으며, 하우스만 검정을 통하여 고정효과 모형이 적합함을 밝힐 수 있었다. 패널중력모형 분석결과, 중력모형의 기본전제가 양호하게 성립하고, 지역무역협정의 수출증대 효과가 존재하는 것을 확인할 수 있었다.