• Journal of Service Research and Studies
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• v.8 no.1
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• pp.103-122
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• 2018

The purpose of this study is to present the direction of ELS investment by analyzing the actual investment return of the ELS commodities and analyzing the investment effect of ELS that investors have felt unsatisfactory at financial marketing service. The research method is based on the step-down type ELS. We calculated the probability of achieving early redemption condition and maturity repayment condition, early redemption estimated yield, and maturity repayment estimated yield. As the study result, the probability of achieving 100% of the early redemption condition was 74.5%, and the probability of the early redemption condition 95% was 83.0%, 90% was 89.5%, 85% was 92.5%, and 80% was 96.5% respectively. In the case of the lowest 75%, the probability of holding to maturity is analyzed to be 2.5%, and the probability of early redemption is high. The probability of the stock price growth within 65% of the maturity repayment condition was 98.5% and the probability of the stock price growth within 60%~45% of the maturity repayment condition was 100%. 65% of maturity repayment condition was analyzed as 1.5% risk of principal loss, and the probability of achieving the committed yield of maturity was high. As a key measure of ELS investment, it is advantageous to select a commodity with a low rate of maturity repayment and a high rate of early redemption.

• The Journal of the Convergence on Culture Technology
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• v.9 no.4
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• pp.549-555
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• 2023

Jacking force loss management inside the PSC Box girder of a common high-speed railway is a very important feature in girder performance, and requires detailed management during the maintenance of the girder. This study aimed to analyze the timing of re-tension prediction of PSC Box girder based on the reduction level of the packing force inside the girder and the results of the tension loss measured without the train load test. As a result of predicting the timing of re-tension according to the level of tension reduction of the PSC Box Girder, the Jacking Force Loss curve was gently analyzed before the structure reached 17 years after confirmed completion, and 17 years later, it was found that the jacking force loss curve progressed rapidly. The results confirmed that the tension of the structure decreases with the service life increase, but considerably decreases as the structure ages. Therefore, more data and research on tension loss of facilities over 20 years are much required.

• Journal of the Korean Statistical Society
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• v.29 no.1
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• pp.95-108
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• 2000

Consider the oblique factor model X=Af＋$\varepsilon$, with defining relation $\Sigma$=Λ$\Phi$Λ'＋Ψ. This paper is concerned with suggesting an optimal Bayes criterion for determining the number of factors in the model, i.e. dimension of the vector f. The use of marginal likelihood as a method for calculating posterior probability of each model with given dimension is developed under a generalized conjugate prior. Then based on an appropriate loss function, a Bayes rule is developed by use of the posterior probabilities. It is shown that the approach is straightforward to specify distributionally and to imploement computationally, with output readily adopted for constructing required cirterion.

• Journal of applied mathematics & informatics
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• v.8 no.1
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• pp.81-95
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• 2001

This paper models and evaluates the AAL multiplexer to analyze AAL protocol in ATM networks. We consider an AAL multiplexer in which a single periodically determinsitic CBR traffic stream and several variable size bursty background traffic streams are multiplexed and one ATM cell stream goes out. We model the AAL multiplexer as a B/sup X/ + D/D/1/K queue and analyze this queueing system. We represent various performance measures such as loss probability and waiting time in the basis of cell and packet.

• Journal of applied mathematics & informatics
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• v.8 no.1
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• pp.285-295
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• 2001

We consider a queueing system under overload control to support bursty traffic. The queueing system under overload control is modelled by MMBP/D1/K queue with two thresholds on buffer. Arrival of customer is assumed to be a Markov-modulated Bernoulli process (MMBP) by considering burstiness of traffic. Analysis is done in discrete-time case. Using the generating function method, we obtain the stationary queue length distribution. Finally, the loss probability and the waiting time distribution of a customer are given.

• Communications of the Korean Mathematical Society
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• v.14 no.3
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• pp.611-625
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• 1999

We consider ΜΑΡ/G/ 1 finite capacity queue with mul-tiple thresholds on buffer. The arrival of customers follows a Markov-ian arrival process(MAP). The service time of a customer depends on the queue length at service initiation of the customer. By using the embeded Markov chain method and the supplementary variable method, we obtain the queue length distribution ar departure epochs and at arbitrary epochs. This gives the loss probability and the mean waiting time by Little's law. We also give a simple numerical examples to apply the overload control in packetized networks.

• Proceedings of the KIEE Conference
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• 1988.11a
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• pp.131-134
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• 1988

This Paper describes a algorithm for evaluating the loss of load probability of a generating system using Fast Hartley Transform. The Fast Hartley Transform(FHT) Is as fast as or faster than the Fast Fourier Transform(FHT) and serves for all the uses such as spectral, digital processing and convolution to which the FFT is at present applied. The method has been tested by applying to IEEE reliability test system and the effectiveness is demonstrated.

• Journal of the Korean Data and Information Science Society
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• v.20 no.5
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• pp.887-894
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• 2009

The two-stage minimum risk point estimation of mean, the probability of success in a sequence of Bernoulli trials, is considered for the case where loss is taken to be symmetrized relative squared error of estimation, plus a fixed cost per observation. First order asymptotic expansions are obtained for large sample properties of two-stage procedure. Monte Carlo simulation is carried out to obtain the expected sample size that minimizes the risk and to examine its finite sample behavior.

• Proceedings of the IEEK Conference
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• 2001.06a
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• pp.249-252
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• 2001

This paper focuses on the consideration of not only QoS parameters in wired network, but also QoS parameters in wireless network that supported for the Efficient QoS in the Al1 Service Levels. So, We supposed the "Efficient QoS Model" that guaranteed the QoS parameters "Loss Profile" , "Service Degradation" , "Latency and Jittering" , "Mobility of Mobile User" , "Probability of seamless communication" in wired-wireless networks. And the Method of Efficient QoS support that we supposed consists of "Multicast Routing-RSVP Protocol architecture based on Mobile IP" and "Protocols internetworking model ".

• Proceedings of the KIEE Conference
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• 1995.11a
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• pp.146-148
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• 1995

A CFAR algorithm for weibull clutter is discussed. The Maximum a posteriori(MAP) estimator for two parameters(skewness and scale) of the weibull clutter is proposed, assuming the probability density function of skewness parameter is known. And proposed MAP estimator is compared with the Maximum likelihood(ML) estimator. Using this MAP estimator, we can design CFAR detector which is shown to have smaller CFAR loss than ML CFAR detector by the statistical simulation method.