• KSCE Journal of Civil and Environmental Engineering Research
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• v.12 no.4
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• pp.129-134
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• 1992

This paper presents the relation between risk and safety factor for optimal storm sewer design in urban area. For reliability analysis of the storm sewer, uncertainty of the various parameters of constituting equation determining the capacity and load of storm" sewer is considered and risk is determined. In this study, reliability analysis method is applied to Seongsan detention reservoir basin which area is $381,000m^2$ Darcy-Weisbach equation is used for determining capacity of the storm sewer and rational formula is used for determining load. Safety factor representing ratio of the sewer capacity and design flowrate is calculated, and relating with risk. Then risk and safety factor with return period is obtained and it is used for optimal design of storm sewer.

• Proceedings of the Korean Institute of Building Construction Conference
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• 2018.11a
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• pp.63-64
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• 2018

The construction industry is one of the most prolific disaster-prone industries, particularly those that suffer from falling disasters compared to other industries. The safety accident at the construction site leads to social problems caused by massive loss of life and property, so it needs to be extra careful. The reason why falls are the most frequent accidents of the types of construction accidents is due to the analysis of the risk factors of safety accidents and the development of various construction methods. Therefore, in this study, the accident case for the fallen victims of construction site was analyzed and the risk factor was selected. Based on the safety expert survey, an importance analysis was performed. In conclusion, this study analyzes various risk factors that affect the occurrence of falls, identifies the importance of each factor, and presents basic data for safety accident prevention activities.

• Journal of the Ergonomics Society of Korea
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• v.27 no.3
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• pp.53-60
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• 2008

The work-related musculoskeletal disorders have constantly increased since it became an issue in 1996. In 2002, the Government established the risk factors analysis system in order to prevent musculoskeletal disorders. The proclamation by the Ministry of Labor defined eleven spheres of work associated with musculoskeletal disorders. As a result, business proprietors, who have workers engaged in tasks associated with musculoskeletal disorders, are required to conduct the risk factor analysis on a regular basis every three years. However, numerous issues have been raised while carrying out the risk factor analysis in various industries. One of the issues is that even though work sampling is an ideal method in risk factor analysis, most cases have selected extreme task postures, which is judged by an expert, due to limited time. This study will propose the desired direction of the risk factor analysis by comparing task assessment results between work sampling scenes and extreme task scenes.

• Journal of Genetic Medicine
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• v.7 no.1
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• pp.1-8
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• 2010

Hemophilia A is a sex-linked recessive coagulation disorder associated with diverse mutations of the factor VIII gene and a variety of phenotypes. The type of mutation involved dictates the activity of factor VIII, and in turn the severity of bleeding episodes and development of alloantibodies against factor VIII (inhibitors). Missense mutations are the most common genetic risk factors for hemophilia A, especially mild to moderate cases, but carry the lowest risk for inhibitor development. On the other hand, intron 22 inversion is the most common mutation associated with severe hemophilia A and is associated with high risk of inhibitor formation. Large deletions and nonsense mutations are also associated with high risk of inhibitor development. Additional mutations associated with hemophilia A include frameshift and splice site mutations. It is therefore valuable to assess the mutational backgrounds of hemophilia A patients in order to to interpret their symptoms and manage their health problems.

• Korean Journal of Oriental Medicine
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• v.16 no.1
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• pp.119-134
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• 2010

Objectives & Method：Based on the statistic from January 2008 to December 2008 include 66-year-old 375 people (159 men, 216 women) who got examined in National Health Insurance Corporation, this study set a goal to establish a new health index by analyzing the relation between the cardio-cerebra vascular disease and risk factor such as obesity, smoking, exercise, alcohol consumption, blood pressure, blood sugar and cholesterol. Results：1) Examine results, health status according to gender；People who are diagnosed as abnormal health status have higher risk for both men and women. As for the detailed diseases, high blood pressure was highest followed by hyperlipidemia and obesity. In case of the women, 96.3% in bone mineral density was highest. 2) Correlation of disease and health risk factors based on gender；Correlation of disease according to gender in the obesity(p<0.001), lipid abnormalities(p<0.001), kidney diseases(p<0.001), chest diseases(p<0.05), osteoporosis(p<0.001) showed a statistically significant difference. The analysis showed that the men have more obesity and lipid abnormalities as well as thoracic disease than the women, but the women have more kidney disease than the men. As for the osteoporosis examine which is conducted only for the women, most of the women were abnormal even though it cannot compare the result according to gender. Obesity(p<0.001), alcohol(p<0.001), smoking(p<0.001) and LDLcholesterol(p<0.001) showed statistical correlation between gender and health risk factor. And only high blood pressure(p<0.001) showed a statistical correlation between gender and risk of cardio-cerebra vascular disease. 3) Risk of cardio-cerebra vascular disease related to health risk factor characteristic；Obesity assessment(p<0.001), alcohol(p<0.05), smoking(p<0.05), blood pressure(p<0.001), glucose(p<0.001) showed correlation between health risk factor and stroke. Drinking(p<0.001), smoking(p<0.05), exercise(p<0.001), blood pressure(p<0.001), LDL cholesterol(p<0.001) showed health risk factor and myocardial infarction. Obesity assessment(p<0.001), smoking(p<0.05), blood pressure(p<0.001), glucose(p<0.001) and showed correlation between health risk factor and diabetes. Obesity assessment(p<0.001), blood pressure(p<0.001) showed correlation between health risk factor and high blood pressure. Conclusion：Therefore, we have to take one step farther after the health examination. In order to prevent and reduce the risk of disease, people have to understand their health status exactly first, and correct their habit with recognizing the amount of risk related to cardio-cerebra vascular disease.

• The Korean Journal of Applied Statistics
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• v.24 no.4
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• pp.597-607
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• 2011

Value at Risk(VaR) is being widely used as a simple tool for measuring financial risk. Although VaR has a few weak points, it is used as a basic risk measure due to its simplicity and easiness of understanding. However, it becomes very difficult to estimate the volatility of the portfolio (essential to compute its VaR) when the number of assets in the portfolio is large. In this case, we can consider the application of a dimension reduction technique; however, the ordinary factor analysis cannot be applied directly to financial data due to autocorrelation. In this paper, we suggest a dimension reduction method that uses the time-series factor analysis and DCC(Dynamic Conditional Correlation) GARCH model. We also compare the method using time-series factor analysis with the existing method using ordinary factor analysis by backtesting the VaR of real data from the Korean stock market.

• Journal of the Korean Data and Information Science Society
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• v.26 no.2
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• pp.323-334
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• 2015

he current VaR model based on the J.P. Morgan's RiskMetrics structurally can not reflect the future economic situation. In this study, we propose a One-factor model resulting from the Wiener stochastic process decomposed into a systematic risk factor and an idiosyncratic risk factor. Therefore, we are able to perform a preemptive risk management by means of reflecting the predicted common risk factors in the model. Stocks in the portfolio are satisfied with the independence to each other because the common factors are fixed by the predicted value. Therefore, we can easily determine the investment in each stock to minimize the variance of the portfolio. In addition, the portfolio VaR is decomposed into the sum of the individual VaR. So we can effectively implement the constitution of the portfolio to meet the target maximum losses.

• The Journal of the Korea Contents Association
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• v.18 no.10
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• pp.490-497
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• 2018

In this study, we examined whether common idiosyncratic volatility(CIV), a risk factor for idiosyncratic volatility, can be evaluated as a pricing factor. The sample is listed on the Korea Exchange. The analysis period is 288 months from July 1992 to June 2016. The main results of this study are as follows. First, in the empirical verification of the market excess returns of the testing portfolios, the difference in the return on the CIV factor sensitivity difference was statistically significant. In other words, we confirmed that there is a risk premium for CIV factors. Second, CAPM, FF3 factor model, and FF5 factor model do not explain the risk premium for CIV factors, whereas factor models that add CIV factors explain the risk premium for CIV factors. In other words, the CIV factor can be evaluated in terms of pricing factors.

• Journal of Korea Society of Digital Industry and Information Management
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• v.5 no.2
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• pp.133-140
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• 2009

In the paper, we proposed the systematical and quantitative software risk management methodology based on risk analysis model. A software risk management consists of the basic risk management method(BRIMM) and the detailed risk management method(DRIMM). BRIMM is applied to unimportant phases or the phase which also the risk factor does not heavily influence to project. DRIMM is used from the phase which influences highly in project success or the phase where the risk factor is many. Fulfilling risk management combined two methods, we can reduce project's budget, term and resource's usage, and prevent risk with the optimum measures obtained by the exact risk analysis.

• New & Renewable Energy
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• v.7 no.4
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• pp.10-17
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• 2011

Recently, electricity industry is facing high market uncertainty which has ever had and which increase risks in power market. In this study, we analyze risk factors such as discount rates, initial investment (overnight cost), plant factor, fuel cost, carbon price, etc, for the perspective of investor. For the analysis of risk factors, we used LCOE method. The results of this study show that renewable energy is more affected by plant factor and overnight cost than other risk factors. First, Renewable energy has higher proportion of overnight cost in the total investment than that of other technologies. Second, renewable energy is free of fuel cost and carbon price so plant factor is the most important factor, in other words, competitiveness of renewable energy depends on plant factor. Furthermore, we conducted economic feasibility of wind power and PV in domestic case study. The minimum requirement condition to get profitability is that plant factor 15% and overnight cost \6,000,000/kW and 26%, \2,200,000/kW for PV and Wind Power, respectively.