• 제목/요약/키워드: risk analysis and estimation

검색결과 443건 처리시간 0.026초

Menopausal Status Modifies Breast Cancer Risk Associated with ESR1 PvuII and XbaI Polymorphisms in Asian Women: a HuGE Review and Meta-analysis

  • Li, Li-Wen;Xu, Lei
    • Asian Pacific Journal of Cancer Prevention
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    • 제13권10호
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    • pp.5105-5111
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    • 2012
  • Background: Published data on the association between single nucleotide polymorphisms (SNPs) in the ESR1 gene and breast cancer susceptibility are inconclusive or controversial. The aim of this Human Genome Epidemiology (HuGE) review and meta-analysis was to derive a more precise estimation of this relationship. Methods: A literature search of Pubmed, Embase, Web of science and CBM databases was conducted from inception through September 1th, 2012. Crude odds ratios (ORs) with 95% confidence intervals (CIs) were used to assess the strength of association. Results: A total of five studies including 1,678 breast cancer cases and 1,678 general population controls in Asian populations were involved in this meta-analysis. When all the eligible studies were pooled into the meta-analysis, the higher transcriptional activity variant allele T of ESR1 PvuII (C>T) (rs2234693) in pre-menopausal breast cancer women showed a significant relation to increased risk (OR = 1.13, 95%CI: 1.01-1.28, P = 0.040) in contrast to their post-menopausal counterparts which showed non-significant increased risk (OR = 1.01, 95%CI: 0.87-1.18, P = 0.858). Nevertheless, no significant association between ESR1 XbaI (A>G) (rs9340799) polymorphism and the risk of breast cancer was observed in pre-menopausal and post-menopausal individuals. Conclusion: Based on a homogeneous Asian population, results from the current meta-analysis indicates that the ESR1 PvuII (C>T) polymorphism places pre-menopausal breast cancer women at risk for breast cancer, while ESR1 XbaI (A>G) polymorphism is not likely to predict the risk of breast cancer.

Lifetime Risk Assessment of Lung Cancer Incidence for Nonsmokers in Japan Considering the Joint Effect of Radiation and Smoking Based on the Life Span Study of Atomic Bomb Survivors

  • Shimada, Kazumasa;Kai, Michiaki
    • Journal of Radiation Protection and Research
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    • 제46권3호
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    • pp.83-97
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    • 2021
  • Background: The lifetime risk of lung cancer incidence due to radiation for nonsmokers is overestimated because of the use of the average cancer baseline risk among a mixed population, including smokers. In recent years, the generalized multiplicative (GM)-excess relative risk (ERR) model has been developed in the life span study of atomic bomb survivors to consider the joint effect of radiation and smoking. Based on this background, this paper discusses the issues of radiation risk assessment considering smoking in two parts. Materials and Methods: In Part 1, we proposed a simple method of estimating the baseline risk for nonsmokers using current smoking data. We performed sensitivity analysis on baseline risk estimation to discuss the birth cohort effects. In Part 2, we applied the GM-ERR model for Japanese smokers to calculate lifetime attributable risk (LAR). We also performed a sensitivity analysis using other ERR models (e.g., simple additive (SA)-ERR model). Results and Discussion: In Part 1, the lifetime baseline risk from mixed population including smokers to nonsmokers decreased by 54% (44%-60%) for males and 24% (18%-29%) for females. In Part 2, comparison of LAR between SA- and GM-ERR models showed that if the radiation dose was ≤200 mGy or less, the difference between these ERR models was within the standard deviation of LAR due to the uncertainty of smoking information. Conclusion: The use of mixed population for baseline risk assessment overestimates the risk for lung cancer due to low-dose radiation exposure in Japanese males.

자동차 정면충돌에서 자동차 영구 변형량에 따른 승객 상해 추정 (Estimation of Injury Severity of Occupant based on the Vehicle Deformation at Frontal Crash Accident)

  • 김승기;최형연
    • 한국자동차공학회논문집
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    • 제21권2호
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    • pp.63-71
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    • 2013
  • The estimation of occupant injury risk at crash accident is one of the most important assessments for the vehicle crashworthiness performance. The design of safety devices such as occupant restraining system also depend on the kinematics of occupant and its injury risk. The real world in-depth accident investigation provides detailed and realistic information of vehicle damage and occupant injury as well as the accident conditions. This paper introduces a statistical analysis of NASS/CDS database and domestic accident data to correlate speed change, vehicle damage extend, and occupant injury at frontal crash. The maximum crush extend shows a linear relationship with the effective impact speed. The injury risks of the occupant with and without restraining were also respectively quantified with the crush extend. This result can be effectively used for the emergent rescue of crash victims with automatic crash notification system.

금융위기 이후 정유산업의 외화자산 레버리지효과 분석 (The Foreign Asset Leverage Effect of Oil & Gas Companies after the Financial Crisis)

  • 김동균
    • 무역학회지
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    • 제46권2호
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    • pp.19-38
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    • 2021
  • This study aims to analyze the foreign asset leverage effect on Korean oil & gas companies' foreign profits and to maintain the appropriate foreign asset volume for reducing exchange risk. For a long time, large Korean companies, including oil companies, overheld foreign currency liabilities. For this reason, most large companies have been burdened to hedge exchange risk and this excess limit holding deteriorated total profit and reduced foreign currency asset management efficiency. Our paper proceeds in presenting a three-stage analysis considering diversified exchange risk factors through estimation on transformation of foreign transactions a/c including annual trends of foreign asset and industry specifics. We also supplement incomplete the estimation method through a practical hedging case investigation. Our research parts are differentiated on the analyzing four periods considering period-specifics The FER value of the oil firms ranged from -0.3 to +2.3 over the entire period. The results of the FER Value are volatile and irregular; those results do not represent the industry standard comparative index. The Korean oil firms are over the credit limit without accurate prediction and finance high interest rate funds from foreign-owned banks on the basis on a biased relationship. Since the IMF crisis, liabilities of global firms have decreased. Above all, oil firms need to finance a minimum limit without opportunity losses on the demand forecast and prepare for uncertainty in the market. To reduce exchange risk from the over-the-limit position, we must consider factors that affect the corporate exchange risk on the entire business process, including the contract phase.

글로벌 금융위기 이후 한국 주식유통시장의 위험가격에 관한 연구 (The Price of Risk in the Korean Stock Distribution Market after the Global Financial Crisis)

  • 손경우;유원석
    • 유통과학연구
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    • 제13권5호
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    • pp.71-82
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    • 2015
  • Purpose - The purpose of this study is to investigate risk price implied from the pricing kernel of Korean stock distribution market. Recently, it is considered that the quantitative easing programs of major developed countries are contributing to a reduction in global uncertainty caused by the 2007~2009 financial crisis. If true, the risk premium as compensation for global systemic risk or economic uncertainty should show a decrease. We examine whether the risk price in the Korean stock distribution market has declined in recent years, and attempt to provide practical implications for investors to manage their portfolios more efficiently, as well as academic implications. Research design, data and methodology - To estimate the risk price, we adopt a non-parametric method; the minimum norm pricing kernel method under the LOP (Law of One Price) constraint. For the estimation, we use 17 industry sorted portfolios provided by the KRX (Korea Exchange). Additionally, the monthly returns of the 17 industry sorted portfolios, from July 2000 to June 2014, are utilized as data samples. We set 120 months (10 years) as the estimation window, and estimate the risk prices from July 2010 to June 2014 by month. Moreover, we analyze correlation between any of the two industry portfolios within the 17 industry portfolios to suggest further economic implications of the risk price we estimate. Results - According to our results, the risk price in the Korean stock distribution market shows a decline over the period of July 2010 to June 2014 with statistical significance. During the period of the declining risk price, the average correlation level between any of the two industry portfolios also shows a decrease, whereas the standard deviation of the average correlation shows an increase. The results imply that the amount of systematic risk in the Korea stock distribution market has decreased, whereas the amount of industry-specific risk has increased. It is one of the well known empirical results that correlation and uncertainty are positively correlated, therefore, the declining correlation may be the result of decreased global economic uncertainty. Meanwhile, less asset correlation enables investors to build portfolios with less systematic risk, therefore the investors require lower risk premiums for the efficient portfolio, resulting in the declining risk price. Conclusions - Our results may provide evidence of reduction in global systemic risk or economic uncertainty in the Korean stock distribution market. However, to defend the argument, further analysis should be done. For instance, the change of global uncertainty could be measured with funding costs in the global money market; subsequently, the relation between global uncertainty and the price of risk might be directly observable. In addition, as time goes by, observations of the risk price could be extended, enabling us to confirm the relation between the global uncertainty and the effect of quantitative easing. These topics are beyond our scope here, therefore we reserve them for future research.

신경망을 이용한 유조선 기름 유출사고에 따른 환경비용 추정에 관한 연구 (Estimation of Environmental Costs Based on Size of Oil Tanker Involved in Accident using Neural Network)

  • 신성철;배정훈;김현수;김성훈;김수영;이종갑
    • 한국해양공학회지
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    • 제26권1호
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    • pp.60-63
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    • 2012
  • The accident risks in the marine environment are increasing because of the tendency to build faster and larger ships. To secure ship safety, risk-based ship design (RBSD) was recently suggested based on a formal safety assessment (FSA). In the process of RBSD, a ship designer decides which risk reduction option is most cost-effective in the design stage using a cost-benefit analysis (CBA). There are three dimensions of risk in this CBA: fatality, environment, and asset. In this paper, we present an approach to estimate the environmental costs based on the size of an oil tanker involved in an accident using a neural network. An appropriate neural network model is suggested for the estimation,and the neural network is trained using IOPCF data. Finally,the learned neural network is compared with the cost regression equation by IMO MEPC 62/WP.13 (2011).

Nonpararmetric estimation for interval censored competing risk data

  • Kim, Yang-Jin;Kwon, Do young
    • Journal of the Korean Data and Information Science Society
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    • 제28권4호
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    • pp.947-955
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    • 2017
  • A competing risk analysis has been applied when subjects experience more than one type of end points. Geskus (2011) showed three types of estimators of CIF are equivalent under left truncated and right censored data. We extend his approach to an interval censored competing risk data by using a modified risk set and evaluate their performance under several sample sizes. These estimators show very similar results. We also suggest a test statistic combining Sun's test for interval censored data and Gray's test for right censored data. The test sizes and powers are compared under several cases. As a real data application, the suggested method is applied a data where the feasibility of the vaccine to HIV was assessed in the injecting drug uses.

코퓰러과 극단치이론을 이용한 위험척도의 추정 및 성과분석 (Estimation and Performance Analysis of Risk Measures using Copula and Extreme Value Theory)

  • 여성칠
    • 응용통계연구
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    • 제19권3호
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    • pp.481-504
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    • 2006
  • 금융위험의 측정 및 관리를 위한 도구로서 분포의 꼬리 부분과 관련한 위험척도로 VaR가 현재 널리 활용되고 있다. 특히 VaR의 정확한 추정을 위해 정규분포를 가정한 기존의 방법보다는 극단치이론을 이용한 방법이 최근 관심을 끌고 있다. 지금까지 극단치이론을 이용한VaR의 추정에 관한 연구는 대부분 단변량의 경우에 대해 이루어졌다. 본 논문에서는 코퓰러를 극단치이론에 결부시켜 다변량 극단치분포를 모형화하여 포트폴리오 위험측정을 다루고 있다. 특히 본 연구에서는 포트폴리오 위험 척도로 VaR와 더불어 ES에 대한 추정 방법도 함께 논의하였다. 포트폴리오 위험측정을 위한 방법으로 본 논문에서 논의한 코퓰러-극단치이론에 의한 접근방법이 기존의 분산-공분산 방법보다 상대적으로 우수한지를 실증자료에 대한 사후검증을 통해 살펴보았다.

COTS 시스템 기반 속성 및 행위 분석에 의한 생명주기에 관한 연구 (A Study of Analysis of Attribute and Operation based on COTS System)

  • 이은서;김중수
    • 정보처리학회논문지D
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    • 제17D권6호
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    • pp.443-452
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    • 2010
  • COTS(Commercial Off The Shelf) 시스템은 점점 더 재사용 개발에 있어서 중요한 일중의 하나로 되어가고 있다. 그것은 개발될 소프트웨어 품질 혹은 프로젝트 일정에 영향을 미칠 수 있는 COTS의 신뢰성을 포함한다. COTS 분석의 결과가 생길 수 있는 위험의 결과와 함께 프로젝트에 문서화되어야 한다. 효율적인 위험관리는 문제에 쉽게 대처할 수 있게 해주며, 그것이 수용할 수 없는 예산이나 일정 지연이 되지 않도록 해준다. 본 연구에서는 COTS 개발 시, 프로세스 이정표와 노력에 관한 위험요소 분석에 대한 기준을 제시한다.

Association Between p53 codon 72 Polymorphism and Cervical Cancer Risk Among Asians: a Huge Review and Meta-analysis

  • Zhou, Xin;Gu, Yang;Zhang, Shu-Lan
    • Asian Pacific Journal of Cancer Prevention
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    • 제13권10호
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    • pp.4909-4914
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    • 2012
  • Objective: The aim of this Human Genome Epidemiology (HuGE) review and meta-analysis was to derive a more precise estimation of the association between p53 codon 72 polymorphism (Arg72Pro, rs1042522 G>C) and cervical cancer risk among Asians. Methods: A literature search of Pubmed, Embase, Web of Science and CBM databases from inception through June 2012 was conducted. The meta-analysis was performed using STATA 12.0 software. Crude odds ratios (ORs) with 95% confidence intervals (CIs) were used to assess the strength of any association. Twenty-eight case-control studies were included with a total of 3,580 cervical cancer cases and 3,827 healthy controls. When all the eligible studies were pooled into the meta-analysis, the results showed that the Pro/Pro genotype was associated with increased risk of cervical cancer under the heterozygous model (Pro/Pro vs. Arg/Pro: OR = 1.25, 95%CI: 1.02-1.53, P= 0.005). However, no statistically significant associations were found under four other genetic models (Pro vs. Arg: OR = 0.97, 95%CI: 0.85-1.10, P= 0.624; Pro/Pro + Arg/Pro vs. Arg/Arg: OR = 0.84, 95%CI: 0.70-1.01, P= 0.058; Pro/Pro vs. Arg/Arg + Arg/Pro: OR = 1.13, 95%CI: 0.92-1.39, P= 0.242; Pro/Pro vs. Arg/Arg: OR = 0.97, 95%CI: 0.76-1.22, P= 0.765; respectively). In the subgroup analysis based on country, the Pro/Pro genotype and Pro carrier showed significant associations with increased risk of cervical cancer among Indian populations, but not among Chinese, Japanese and Korean populations. Conclusion: Results from the current meta-analysis suggests that p53 codon 72 polymorphism might be associated with increased risk of cervical cancer, especially among Indians.