• 응용통계연구
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• 제26권5호
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• pp.759-766
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• 2013

본 논문에서는 두꺼운 꼬리를 갖는 확률분포들의 여러 부류에 대해서 살펴본다. 주어진 하나의 확률분포가 이들 중 어떤 부류에 속하는 지를 알려면 해당 분포의 꼬리 확률에 대한 (점근) 표현식을 알아야만 한다. 그러나 대다수의 절대 연속 확률분포들은 분포함수가 아닌 확률밀도함수로 명시되기 때문에 통상적으로 이들의 꼬리 확률에 대한 표현식을 얻는 작업은 그리 쉬운 일이 아니다. 본 논문에서는 이러한 경우 확률밀도함수만을 이용하여 꼬리 확률에 대한 점근 표현식을 쉽게 얻을 수 있는 하나의 방법을 제안한다. 또한 제안한 방법을 설명하기 위하여 몇가지 예를 첨부한다.

• 대한수학회보
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• 제40권4호
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• pp.663-669
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• 2003

This paper investigates the tail asymptotic behavior of the severity of ruin (the deficit at ruin) in the renewal model. Under the assumption that the tail probability of the claimsize is dominatedly varying, a uniform asymptotic formula for the tail probability of the deficit at ruin is obtained.

• 한국가시화정보학회지
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• 제13권1호
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• pp.9-14
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• 2015

There have been many attempts to reduce the cost of transportation. Especially, drag reduction of heavy vehicles has enormous influence on energy saving by reducing the driving power of the vehicles. In this study, the effects of drag-reducing additive devices such as side skirt, boat tail and cab-roof fairing on the drag reduction of a 5 ton truck model were experimentally investigated. The aerodynamic performance of these flow-control devices attached to heavy vehicle was evaluated through wind tunnel test. In addition, flow patterns around the truck model were visualized by using smoke tube method. The drag coefficient is reduced by up to 5.7%, 7.16% and 22.2% by the side skirt, boat tail and cab-roof fairing, respectively. The interactive effect of the side skirt and boat tail was also investigated.

• 한국기후변화학회지
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• 제7권2호
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• pp.177-184
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• 2016

Recently, the need for technology development of commercial vehicle fuel consumption has emerged. Fuel economy improvement of transport equipment and transportation efficiency, and increasing attention to the logistics cost reduction measures. Increasing attention to the logistics cost reduction measures by fuel economy improvement of transport equipment and transportation efficiency. In this study, we have installed aerodynamic reduction device (side skirt, boat tail) to 14.5 ton cargo trucks and 45 ft tractor-trailers. And the fuel consumption was compared installed before and after. Fuel economy assessment for the aerodynamic reduction value device was tested by modifying the SAE J1321 Joint TMC/SAE Fuel Consumption Test Procedure - Type II test in according domestic situation. Greenhouse gas reductions were calculated in accordance with the scenario, including fuel consumption test results. When the 14.5 ton cargo trucks has been equipped with side skirts and boat tail, it confirmed the improvement in fuel efficiency of 4.72%. One Heavy-duty truck's the annual greenhouse gas reductions value are $6.86ton\;CO_2\;eq$. And if applying the technology to more than 50% of registered 15 ton trucks, greenhouse gas reductions are calculated as $686,826ton\;CO_2\;eq./yr$.

• 디지털융복합연구
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• 제11권9호
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• pp.103-111
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• 2013

SCM의 관리 포인트가 공급중심에서 수요관리 중심으로 옮겨짐에 따라, 정확한 수요 예측을 위한 많은 기법들이 제시되어 왔다. 이 중 변수간의 인과관계 분석을 통한 수요예측이 많이 이루어지고 있음에도 불구하고, 연관된 변수들 간의 상관구조는 상관계수에 의존하였고, 이는 예측의 정확성을 저하시키는 요인으로 작용하였다. 본 논문에서는 기존 방법의 문제점들을 보완하며, SCM에서 발생하는 Heavy Tail형 데이터의 상관구조를 정밀하게 모델링할 수 있는 방법을 제시한다. 상관구조를 파악할 수 있는 프레임웍인 코플라 함수 중에서 Student's t-코플라 함수를 통하여 수요 예측모형을 수립하고, 관련 파라미터를 추정하는 기법을 실험과 함께 제시하였다. 이를 통해, 수요예측에 필요한 변수들 간의 상관구조 파악이 보다 명확해지며, 이는 SCM상의 채찍효과의 완화로 이어져, 안정된 공급 사슬 네트웍의 관리에 기여할 것으로 기대된다.

• 대한수학회지
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• 제40권1호
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• pp.87-107
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• 2003

In this paper, we consider a discrete time queueing system fed by a superposition of an ON and OFF source with heavy tail ON periods and geometric OFF periods and a D-BMAP (Discrete Batch Markovian Arrival Process). We study the tail behavior of the queue length distribution and both infinite and finite buffer systems are considered. In the infinite buffer case, we show that the asymptotic tail behavior of the queue length of the system is equivalent to that of the same queueing system with the D-BMAP being replaced by a batch renewal process. In the finite buffer case (of buffer size K), we derive upper and lower bounds of the asymptotic behavior of the loss probability as $K\;\longrightarrow\;\infty$.

• 한국해양공학회:학술대회논문집
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• 한국해양공학회 2004년도 학술대회지
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• pp.173-178
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• 2004

The estimation of springing responses for recent ships are carried out and application to a ship design are described. To this aim, springing effects on hull girder were re-evaluated including non-linear wave excitations and torsional vibrations of the hull. The Timoshenko beam model was used to calculate stress distribution on the hull girder by the superposition method. The strip method was employed to calculate the hydrodynamic forces and moments on the hull. In order to remove the irregular frequencies, we adopted 'rigid lid' on the hull free surface level and added asymptotic interpolation along the high frequency range. Several applications to the existing ships were carried out. They are Bishop and Price's container ship, S-175 container ship, large container, VLCC and ore carrier. One of them is compared with ship measurement result while another with that of model test. Comparison between analytical solution and numerical one for homogeneous beam type artificial ship shows good agreement. It is found that most springing energy came from high frequency waves for the ships having low natural frequency and North Atlantic route etc. Therefore, the high frequency tail of the wave spectrum should be increased by $\omega^{-3}\;instead\;of\;\omega^{-4}\;or\;\omega^{-5}$ for springing calculation.

• 대한안전경영과학회:학술대회논문집
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• 대한안전경영과학회 2010년도 추계학술대회
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• pp.35-39
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• 2010

The research classifies three types of asymptotic tail distributions such as long(heavy, thick) tailed distribution, medium tailed distribution and short(light, thin) tailed distribution. The extreme value distributions(EVD) classified in this paper can be used in SPC(Statistical Process Control) control chart and reliability engineering.

• Communications for Statistical Applications and Methods
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• 제27권3호
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• pp.327-347
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• 2020

We consider a credit portfolio with highly skewed exposures. In the portfolio, small number of obligors have very high exposures compared to the others. For the Bernoulli mixture model with highly skewed exposures, we propose a new importance sampling scheme to estimate the tail loss probability over a threshold and the corresponding expected shortfall. We stratify the sample space of the default events into two subsets. One consists of the events that the obligors with heavy exposures default simultaneously. We expect that typical tail loss events belong to the set. In our proposed scheme, the tail loss probability and the expected shortfall corresponding to this type of events are estimated by a conditional Monte Carlo, which results in variance reduction. We analyze the properties of the proposed scheme mathematically. In numerical study, the performance of the proposed scheme is compared with an existing importance sampling method.

• 대한수학회지
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• 제54권6호
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• pp.1879-1903
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• 2017

In this paper we study the closure property and probability tail asymptotics for randomly weighted sums $S^{\Theta}_n={\Theta}_1X_1+{\cdots}+{\Theta}_nX_n$ for long-tailed random variables $X_1,{\ldots},X_n$ and positive bounded random weights ${\Theta}_1,{\ldots},{\Theta}_n$ under similar dependence structure as in [26]. In particular, we study the case where the distribution of random vector ($X_1,{\ldots},X_n$) is generated by an absolutely continuous copula.