• 한국경영과학회지
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• 제16권1호
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• pp.59-67
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• 1991

The hazard estimator is proposed for estimating system failure probability of a general network where all minimal cut sets are given. Theoretical variance of the hazard estimator is derived in a bridge system. It is demonstrated that variance of the hazard estimator is much smaller than that of the raw simulation estimator particularly for small arc failure probability.

• 한국지진공학회논문집
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• 제26권4호
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• pp.173-180
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• 2022

Most of the drinking water dams managed by the local governments in Korea are earthfill dams, and these dams have almost no geotechnical property information necessary for seismic performance evaluation. Nevertheless, in the rough planning stage for improving seismic safety for these dams, it is necessary to classify their relative seismic hazard against earthquakes and conduct an additional ground investigation. The zero seismic failure probability curve is a curve suggested in this study in which the probability of failure due to an earthquake becomes '0' regardless of the geotechnical properties of the earthfill dam. By examining the method and procedure for calculating failure probability due to an earthquake suggested in previous researches, the zero seismic failure probability curves for an earthquake in 1,000-year and 2,400-year return periods in Korea were presented in the form of a hyperbola on the plane of the dam height versus freeboard ratio (ratio of freeboard to dam height), respectively. The distribution characteristics of the dam height and the freeboard ratio of 81 Korean earthfill dams were presented. The two proposed zero seismic failure probability curves are shown on the plane of the dam height versus freeboard ratio, and the relative seismic hazard of 81 dams can be classified into three groups using these curves as boundaries. This study presented the method of classifying the relative seismic hazard and the classification result.

• Journal of Information Technology Applications and Management
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• 제16권3호
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• pp.59-71
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• 2009

Hazard analysis identifies probability to hazard occurrence and its potential impact on business processes operated in organizations. This paper illustrates a quantitative approach of hazard analysis of information systems by measuring the degree of hazard to information systems using probabilistic risk analysis and activity based costing technique. Specifically the research model projects probability of occurrence by PRA and economic loss by ABC under each identified hazard. To verify the model, each computerized subsystem which is called a business process and hazards occurred on information systems are gathered through one private organization. The loss impact of a hazard occurrence is produced by multiplying probability by the economic loss.

• Communications for Statistical Applications and Methods
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• 제27권6호
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• pp.675-688
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• 2020

In survival analysis of observational data, the inverse probability weighting method and the Cox proportional hazards model are widely used when estimating the causal effects of multiple-valued treatment. In this paper, the two kinds of weights have been examined in the inverse probability weighting method. We explain the reason why the stabilized weight is more appropriate when an inverse probability weighting method using the generalized propensity score is applied. We also emphasize that a marginal hazard ratio and the conditional hazard ratio should be distinguished when defining the hazard ratio as a treatment effect under the Cox proportional hazards model. A simulation study based on real data is conducted to provide concrete numerical evidence.

• Asian Journal of Business Environment
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• 제14권2호
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• pp.11-18
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• 2024

Purpose: The purpose of this study is to empirically evaluate the unintended welfare losses induced by paid sick leave, examine the severity of the unintended moral hazard loss caused by paid sick leave, and evaluate how much moral hazard cost society can accept to obtain paid sick leave benefits. Research Design, Data and Methodology: We examine the Medical Expenditure Panel Survey data collected in 2013 and 2014 by employing a panel probit analysis to control for individual heterogeneity. Results: The estimation result shows that the probability of absence due to paid sick leave increases from 4.91% to 7.84%. Among them, excluding the probability of increasing absence from 1.29% to 2.69% due to the actual disease, the probability of absence due to the moral hazard was estimated to be 2.41% to 6.49% in the proposed models. Based on the result, if we evaluate the increase in absence caused by moral hazard as a social cost, the estimated cost is approximately $174 to $297 per worker per year. Conclusion: Considering these expected costs, our society can obtain the access benefit from paid sick leave if we are willing to accept the moral hazard cost.

• 응용통계연구
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• 제34권6호
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• pp.957-968
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• 2021

역중도절단확률가중(inverse censoring probability weighting, ICPW)은 생존분석에서 흔히 사용되는 방법이다. 중도절단 회귀모형과 같은 ICPW 방법의 응용에 있어서 중도절단 확률의 정확한 추정은 핵심적인 요소라고 할 수 있다. 본 논문에서는 중도절단 확률의 추정이 ICPW 기반 중도절단 회귀모형의 성능에 어떠한 영향을 주는지 모의실험을 통하여 알아보았다. 모의실험에서는 Kaplan-Meier 추정량, Cox 비례위험(proportional hazard) 모형 추정량, 그리고 국소 Kaplan-Meier 추정량 세 가지를 비교하였다. 국소 KM 추정량에 대해서는 차원의 저주를 피하기 위해 공변량의 차원축소 방법을 추가적으로 적용하였다. 차원축소 방법으로는 흔히 사용되는 주성분분석(principal component analysis, PCA)과 절단역회귀(sliced inverse regression)방법을 고려하였다. 그 결과 Cox 비례위험 추정량이 평균 및 중위수 중도절단 회귀모형 모두에서 중도절단 확률을 추정하는 데 가장 좋은 성능을 보여주었다.

• 한국지진공학회논문집
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• 제22권4호
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• pp.245-251
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• 2018

In this paper, we address some issues in existing seismic hazard closed-form equations and present a novel seismic hazard equation form to overcome these issues. The presented equation form is based on higher-order polynomials, which can well describe the seismic hazard information with relatively high non-linearity. The accuracy of the proposed form is illustrated not only in the seismic hazard data itself but also in estimating the annual probability of failure (APF) of the structural systems. For this purpose, the information on seismic hazard is used in representative areas of the United States (West : Los Angeles, Central : Memphis and Kansas, East : Charleston). Examples regarding the APF estimation are the analyses of existing platform structure and nuclear power plant problems. As a result of the numerical example analyses, it is confirmed that the higher-order-polynomial-based hazard form presented in this paper could predict the APF values of the two example structure systems as well as the given seismic hazard data relatively accurately compared with the existing closed-form hazard equations. Therefore, in the future, it is expected that we can derive a new improved APF function by combining the proposed hazard formula with the existing fragility equation.

• Wind and Structures
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• 제19권5호
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• pp.467-480
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• 2014

The estimation of wind speed values used in codes and standards is an integral part of the wind load evaluation process. In a number of codes and standards, wind speeds outside of tropical cyclone prone regions are estimated using a single probability distribution developed from observed wind speed data, with no distinction made between the types of causal wind hazard (e.g., thunderstorm). Non-tropical cyclone wind hazards (i.e., thunderstorm, non-thunderstorm) have been shown to possess different probability distributions and estimation of non-tropical cyclone wind speeds based on a single probability distribution has been shown to underestimate wind speeds. Current treatment of non-tropical cyclone wind hazards in worldwide codes and standards is touched upon in this work. Meteorological data is available at a considerable number of United States (U.S.) stations that have information on wind speed as well as the type of causal wind hazard. In this paper, probability distributions are fit to distinct storm types (i.e., thunderstorm and non-thunderstorm) and the results of these distributions are compared to fitting a single probability distribution to all data regardless of storm type (i.e., co-mingled). Distributions fitted to data separated by storm type and co-mingled data will also be compared to a derived (i.e., "mixed") probability distribution considering multiple storm types independently. This paper will analyze two extreme value distributions (e.g., Gumbel, generalized Pareto). It is shown that mixed probability distribution, on average, is a more conservative measure for extreme wind speed estimation. Using a mixed distribution is especially conservative in situations where a given wind speed value for either storm type has a similar probability of occurrence, and/or when a less frequent storm type produces the highest overall wind speeds. U.S. areas prone to multiple non-tropical cyclone wind hazards are identified.

• 한국지진공학회:학술대회논문집
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• 한국지진공학회 1997년도 추계 학술발표회 논문집 Proceedings of EESK Conference-Fall 1997
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• pp.11-26
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• 1997

It has knows that the seismicity of the Korean Peninsula is relatively inactive than those of adjacent northern China and southwestern Japan. Recently the review of long term historical records and recent seismicity. In addition, it is considered that the modern society is more vulnerable to seismic hazard because of high urbanization and industrialization. From this viewpoint, the improvement and modification of the present regulation for aseismic design is strongly proposed. The purpose of the present study is to prepare seismic hazard maps for Korea to be used in improving the present regulation. The present study was performed as a cooperative project of eight Korean seismologists. Each seismologist calculated independently seismic hazard value at the given grid points based on his own judgement about methodology and seismicity. Then the values are unified with equal weight to produce a seismic hazard map. Seven seismic hazard maps for peak acceleration with 10 percentile probability of exceedance in 5, 10, 20, 50, 100, 250, 500 years are presented. This probability of exceedancd in such years corresponds to return period of 48, 95, 190, 475, 950, 2373, 4747 years, respectively. It is recommended to use a hazard map to be selected on the basis of the importance and the design level of structures.

• Wind and Structures
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• 제35권4호
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• pp.287-296
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• 2022

Analyzing the typhoon wind hazards is crucial to determine the extreme wind load on engineering structures in the typhoon prone region. In essence, the typhoon hazard analysis is a high-dimensional problem with randomness arising from the typhoon genesis, environmental variables and the boundary layer wind field. This study suggests a dimension reduction approach by decoupling the original typhoon hazard analysis into two stages. At the first stage, the randomness of the typhoon genesis and environmental variables are propagated through the typhoon track model and intensity model into the randomness of the key typhoon parameters. At the second stage, the probability distribution information of the key typhoon parameters, combined with the randomness of the boundary layer wind field, could be used to estimate the extreme wind hazard. The Chinese southeast coastline is taken as an example to demonstrate the adequacy and efficiency of the suggested decoupling approach.