• 제목/요약/키워드: g-expectation

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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.

THE SET OF PRIORS IN THE REPRESENTATION OF CHOQUET EXPECTATION WHEN A CAPACITY IS SUBMODULAR

  • KIM, JU HONG
    • 한국수학교육학회지시리즈B:순수및응용수학
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    • 제22권4호
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    • pp.333-342
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    • 2015
  • We show that the set of priors in the representation of Choquet expectation is the one of equivalent martingale measures under some conditions, when given capacity is submodular. It is proven via Peng’s g-expectation and related topics.

CHARACTERIZATIONS OF PARETO, WEIBULL AND POWER FUNCTION DISTRIBUTIONS BASED ON GENERALIZED ORDER STATISTICS

  • Ahsanullah, Mohammad;Hamedani, G.G.
    • 충청수학회지
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    • 제29권3호
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    • pp.385-396
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    • 2016
  • Characterizations of probability distributions by different regression conditions on generalized order statistics has attracted the attention of many researchers. We present here, characterization of Pareto and Weibull distributions based on the conditional expectation of generalized order statistics extending the characterization results reported by Jin and Lee (2014). We also present a characterization of the power function distribution based on the conditional expectation of lower generalized order statistics.

청소년의 자기통제력과 인터넷 기대가 인터넷 중독에 미치는 영향 -부모 양육태도의 조절효과를 중심으로- (The Effects of Adolescents' Self-control and Internet Expectation on Internet Addiction - Focus on Moderating Effect of Parents' Raising Attitude -)

  • 정병일;박희서
    • 한국컴퓨터정보학회논문지
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    • 제19권3호
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    • pp.127-134
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    • 2014
  • 이 연구는 청소년의 자기통제력과 인터넷 기대가 인터넷 중독에 미치는 영향에 대한 부모 양육태도의 조절효과를 분석해 봄으로써 정책적 이론적 시사점을 도출한 연구이다. 이를 위해 G광역시에 소재하고 있는 고등학생 312명을 대상으로 자기통제력, 인터넷 기대, 부모양육태도, 인터넷 중독의 척도로 구성된 설문을 실시하여 그 변인들간의 관계를 탐구하였다. 연구결과, 청소년의 자기통제력과 인터넷 기대는 인터넷 중독에 영향을 미치는 것으로 나타났다. 특히 청소년의 자기통제력과 인터넷 기대가 인터넷 중독에 미치는 영향은 조절요인인 부모 양육태도에 따라 차이가 있는 것으로 나타났다. 이 연구에서는 이러한 분석 결과를 토대로 정책적 시사점을 제시하였다.

Kano-SERVQUAL 통합 접근법을 이용한 자동차 서비스 품질에 대한 고객인식 연구 - H사(社)의 자동차 서비스를 중심으로 - (Customer perception of auto service quality using Kano-SERVQUAL integrated approach - Focusing on the auto service of 'H' company -)

  • 김학균;송해근;박영택
    • 품질경영학회지
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    • 제44권4호
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    • pp.965-981
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    • 2016
  • Purpose: This study aims to propose Kano-SERVQUAL integrated approach as an effective tool for evaluating auto service quality attributes to enhance the use of SERVQUAL. Methods: The Kano-SERVQUAL survey was conducted to evaluate customer perception for 28 auto service quality attributes which were obtained from auto service expert in 'H' company. The correlation analysis of SI(Satisfaction Index), DI(Dissatisfaction Index) and expectation values are conducted in this study. Results: The 28 auto service quality attributes are classified into attractive attributes and one-dimensional attributes. The results of this study show that the correlations between the customers' expectation values and DI is strongly positive correlation with 1% significance level, expectation values and SI is negative correlation with 10% significance level. Conclusion: The results show that the purposed Kano-SERVQUAL integrated approach provides a deeper understanding of service quality attributes in that it distinguishes the customers' expectation values between highly expected attributes(e.g. must-be attribute) and less expected attributes(e.g. attractive attribute).

간호사가 인지하는 멘토링의 기능이 직무동기와 업무성과에 미치는 영향: 자기 효능감과 결과 기대 매개효과 중심으로 (The effect of mentoring function on job motivation and nursing performance with a focus on the mediated effect of self-efficacy and outcome expectation)

  • 전소연;한정원;박경희;이한나
    • 보건의료산업학회지
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    • 제12권3호
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    • pp.41-52
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    • 2018
  • Objectives: This study investigated the effect of mentoring function on job motivation and nursing performance through self-efficacy and outcome expectation. Methods: It was conducted with 226 nurses working in the 5 hospitals of B and G cities. The collected data were analyzed using SPSS Windows 18.0 and AMOS 16.0. Results: Mentoring was found to have a direct effect on outcome expectation (${\beta}=0.314$, p < 0.001), and outcome expectation had a direct effect on job motivation (${\beta}=-0.333$, p < 0.001) and nursing performance (${\beta}=0.341$, p < 0.001). Job motivation was found to affect nursing performance (${\beta}=0.268$, p < 0.001). Conclusions: The results of this study suggest that mentoring function plays an important role in improving nursing performance, so it is necessary to develop and apply a mentoring program for nurses.

간호대학생의 강점인식과 진로적응성 : 결과기대의 매개효과 (Mediating Effect of Outcome Expectation in the Relationship between Strengths Knowledge and Career Adaptability of Nursing Students)

  • 김은아
    • 한국응용과학기술학회지
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    • 제40권4호
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    • pp.733-742
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    • 2023
  • 본 연구는 간호대학생을 대상으로 강점인식과 진로적응성과의 관계에서 결과기대의 매개효과를 규명하여, 간호대학생의 진로적응성을 증진시키기 위한 교육프로그램 개발에 기초자료를 제시하고자 수행되었다. 연구대상은 G광역시와 J도에 소재한 대학교 3곳의 간호대학생 284명을 대상으로 하였다. 자료분석은 SPSS/WIN 26.0프로그램을 이용하여 기술통계, t-test, ANOVA, Pearson 상관분석 및 Baron과 Kenny의 3단계 매개 회귀분석을 이용하였고, Sobel test로 검증하였다. 진로적응성은 강점인식(r=.61, p<.001) 및 결과기대(r=.55, p<.001)와 정적 상관관계를 강점인식은 결과기대(r=.41, p<.001)와 정적 상관관계를 보였다. 결과기대는 강점인식과 진로적응성 사이에서 부분매개효과를 나타냈으며(Z=3.85, p<.001), 강점인식 수준이 높을수록(𝛽=.44, p<.001), 결과기대가 높을수록(𝛽=.33, p<.001), 진로적응성 수준이 높아지며, 진로적응성을 설명하는 설명력은 50%이었다. 간호대학생의 진로적응성 증진을 위해서는 개인에 대한 긍정적 사고로 강점을 인식하도록 할 뿐 아니라 바람직한 결과기대 형성을 위한 태도를 동시에 증진시킬 필요가 있음을 시사한다.

지속적 제품관여도와 소비자 요구신뢰수준 간의 영향관계: 인지된 위험의 매개 역할에 대한 실증분석을 중심으로 (The Mediating Role of Perceived Risk in the Relationships Between Enduring Product Involvement and Trust Expectation)

  • 홍일유;김태하;차훈상
    • Asia pacific journal of information systems
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    • 제23권4호
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    • pp.103-128
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    • 2013
  • When a consumer needs a product or service and multiple sellers are available online, the process of selecting a seller to buy online from is complex since the process involves many behavioral dimensions that have to be taken into account. As a part of this selection process, consumers may set minimum trust expectation that can be used to screen out less trustworthy sellers. In the previous research, the level of consumers' trust expectation has been anchored on two important factors: product involvement and perceived risk. Product involvement refers to the extent to which a consumer perceives a specific product important. Thus, the higher product involvement may result in the higher trust expectation in sellers. On the other hand, other related studies found that when consumers perceived a higher level of risk (e.g., credit card fraud risk), they set higher trust expectation as well. While abundant research exists addressing the relationship between product involvement and perceived risk, little attention has been paid to the integrative view of the link between the two constructs and their impacts on the trust expectation. The present paper is a step toward filling this research gap. The purpose of this paper is to understand the process by which a consumer chooses an online merchant by examining the relationships among product involvement, perceived risk, trust expectation, and intention to buy from an e-tailer. We specifically focus on the mediating role of perceived risk in the relationships between enduring product involvement and the trust expectation. That is, we question whether product involvement affects the trust expectation directly without mediation or indirectly mediated by perceived risk. The research model with four hypotheses was initially tested using data gathered from 635 respondents through an online survey method. The structural equation modeling technique with partial least square was used to validate the instrument and the proposed model. The results showed that three out of the four hypotheses formulated were supported. First, we found that the intention to buy from a digital storefront is positively and significantly influenced by the trust expectation, providing support for H4 (trust expectation ${\rightarrow}$ purchase intention). Second, perceived risk was found to be a strong predictor of trust expectation, supporting H2 as well (perceived risk ${\rightarrow}$ trust expectation). Third, we did not find any evidence of direct influence of product involvement, which caused H3 to be rejected (product involvement ${\rightarrow}$ trust expectation). Finally, we found significant positive relationship between product involvement and perceived risk (H1: product involvement ${\rightarrow}$ perceived risk), which suggests that the possibility of complete mediation of perceived risk in the relationship between enduring product involvement and the trust expectation. As a result, we conducted an additional test for the mediation effect by comparing the original model with the revised model without the mediator variable of perceived risk. Indeed, we found that there exists a strong influence of product involvement on the trust expectation (by intentionally eliminating the variable of perceived risk) that was suppressed (i.e., mediated) by the perceived risk in the original model. The Sobel test statistically confirmed the complete mediation effect. Results of this study offer the following key findings. First, enduring product involvement is positively related to perceived risk, implying that the higher a consumer is enduringly involved with a given product, the greater risk he or she is likely to perceive with regards to the online purchase of the product. Second, perceived risk is positively related to trust expectation. A consumer with great risk perceptions concerning the online purchase is likely to buy from a highly trustworthy online merchant, thereby mitigating potential risks. Finally, product involvement was found to have no direct influence on trust expectation, but the relationship between the two constructs was indirect and mediated by the perceived risk. This is perhaps an important theoretical integration of two separate streams of literature on product involvement and perceived risk. The present research also provides useful implications for practitioners as well as academicians. First, one implication for practicing managers in online retail stores is that they should invest in reducing the perceived risk of consumers in order to lower down the trust expectation and thus increasing the consumer's intention to purchase products or services. Second, an academic implication is that perceived risk mediates the relationship between enduring product involvement and trust expectation. Further research is needed to elaborate the theoretical relationships among the constructs under consideration.

Web기반 Cyber Model House 개발 연구 (A Study on the Development of Web-based Cyber Model House)

  • 우승학;김병수;추승연
    • 한국주거학회:학술대회논문집
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    • 한국주거학회 2006년도 추계학술발표대회 논문집
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    • pp.196-201
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    • 2006
  • Existing model houses have played an important role in allow the customers to choose apartment. As the information technology has been advanced (e.g. a high-speed internet available in unit), customers' personality and preference to the design of apartment and the purchasing pattern have been changed. Construction firms have introduced VR(Virtual Reality) model house (e.g. Quick Time Virtual Reality) to meet the customers' expectation and need. The reality-based QTVR model house does not provide enough quality to satisfy the customers' expectation. To complement the shortcoming of the QTVR model house, this study presents a web-based cyber model house developed by using Turntool and Javascript. The cyber model house allows to communicate between supplier and customer over the internet.

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건강검진 수검자의 노화에 대한 기대, 우울이 건강증진 생활양식에 미치는 영향 (Effects of Depression, Expectations Regarding Aging on the Health Promoting Lifestyle among Health Checkup Examinee)

  • 양수정;박수인;김현례
    • 한국콘텐츠학회논문지
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    • 제18권2호
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    • pp.509-519
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    • 2018
  • 본 연구는 건강검진 수검자를 대상으로 노화에 대한 기대, 우울, 건강증진 생활양식을 조사하고 건강증진 생활양식의 영향요인을 파악하기 위한 서술적 상관관계 연구이다. 연구대상은 편의표집에 의해 선정된 G 광역시 M건강검진센터를 내원한 건강검진 수검자인 143명이었다. 자료수집은 2016년 7월 5일부터 21일까지 자기기입 방식의 구조화된 설문지를 이용하여 이루어졌다. 수집된 자료는 서술적 통계, t-test, ANOVA, 상관분석(Pearson's correlation), 위계적 회귀분석(Hierarchical regression)으로 분석되었다. 그 결과, 건강증진 생활양식은 노화에 대한 기대와 정적 상관관계를 보였고, 우울과는 부적 상관관계를 보였다. 위계적 회귀분석에 따른 건강증진 생활양식의 영향요인은 학력, 지각된 건강상태, 건강관리시설 이동시간, 노화에 대한 기대, 우울이었다. 일반적 특성을 통제한 상태에서 노화에 대한 기대, 우울의 독립변인을 추가할수록 건강증진 생활양식의 수행 수준을 보다 잘 설명하였으며, 최종 모델의 설명력은 27.0%로 산출 되었다. 따라서 건강증진 생활양식을 향상시키기 위해서는 신체적인 접근 외에, 인지적(지식, 노화에 대한 기대), 심리적 요인(우울)을 함께 고려할 필요가 있다.