• 제목/요약/키워드: risk model

검색결과 5,354건 처리시간 0.031초

A Modification of the Approach to the Evaluation of Collision Risk Using Sech Function

  • Jeong, Tae-Gweon;Chao, Chen
    • 한국항해항만학회:학술대회논문집
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    • 한국항해항만학회 2006년도 International Symposium on GPS/GNSS Vol.1
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    • pp.83-88
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    • 2006
  • Evaluation of collision risk plays a key role in developing the expert system of navigation and collision avoidance. This paper presents a new collision risk model formula that is one modification model on the basis of one approach to the evaluation of collision risk using sech function produced by Prof. Jeong in his relevant $articles^{[2][3][4][5]}$. And as a grope in collision risk evaluation field, this paper applied the new model in appraising the collision risk, suggested how to decide the safe range of own ship’'s action. Moreover this paper also analyzed theoretically how to determine the coefficients as describes in the new modification model formula, and suggested the appropriate values as applicable.

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Development of a Risk Scoring Model to Predict Unexpected Conversion to Thoracotomy during Video-Assisted Thoracoscopic Surgery for Lung Cancer

  • Ga Young Yoo;Seung Keun Yoon;Mi Hyoung Moon;Seok Whan Moon;Wonjung Hwang;Kyung Soo Kim
    • Journal of Chest Surgery
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    • 제57권3호
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    • pp.302-311
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    • 2024
  • Background: Unexpected conversion to thoracotomy during planned video-assisted thoracoscopic surgery (VATS) can lead to poor outcomes and comparatively high morbidity. This study was conducted to assess preoperative risk factors associated with unexpected thoracotomy conversion and to develop a risk scoring model for preoperative use, aimed at identifying patients with an elevated risk of conversion. Methods: A retrospective analysis was conducted of 1,506 patients who underwent surgical resection for non-small cell lung cancer. To evaluate the risk factors, univariate analysis and logistic regression were performed. A risk scoring model was established to predict unexpected thoracotomy conversion during VATS of the lung, based on preoperative factors. To validate the model, an additional cohort of 878 patients was analyzed. Results: Among the potentially significant clinical variables, male sex, previous ipsilateral lung surgery, preoperative detection of calcified lymph nodes, and clinical T stage were identified as independent risk factors for unplanned conversion to thoracotomy. A 6-point risk scoring model was developed to predict conversion based on the assessed risk, with patients categorized into 4 groups. The results indicated an area under the receiver operating characteristic curve of 0.747, with a sensitivity of 80.5%, specificity of 56.4%, positive predictive value of 1.8%, and negative predictive value of 91.0%. When applied to the validation cohort, the model exhibited good predictive accuracy. Conclusion: We successfully developed and validated a risk scoring model for preoperative use that can predict the likelihood of unplanned conversion to thoracotomy during VATS of the lung.

NUMERICAL SOLUTIONS OF OPTION PRICING MODEL WITH LIQUIDITY RISK

  • Lee, Jon-U;Kim, Se-Ki
    • 대한수학회논문집
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    • 제23권1호
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    • pp.141-151
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    • 2008
  • In this paper, we derive the nonlinear equation for European option pricing containing liquidity risk which can be defined as the inverse of the partial derivative of the underlying asset price with respect to the amount of assets traded in the efficient market. Numerical solutions are obtained by using finite element method and compared with option prices of KOSPI200 Stock Index. These prices computed with liquidity risk are considered more realistic than the prices of Black-Scholes model without liquidity risk.

The Explicit Treatment of Model Uncertainties in the Presence of Aleatory and Epistemic Parameter Uncertainties in Risk and Reliability Analysis

  • Ahn, Kwang-ll;Yang, Joon-Eon
    • Nuclear Engineering and Technology
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    • 제35권1호
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    • pp.64-79
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    • 2003
  • In the risk and reliability analysis of complex technological systems, the primary concern of formal uncertainty analysis is to understand why uncertainties arise, and to evaluate how they impact the results of the analysis. In recent times, many of the uncertainty analyses have focused on parameters of the risk and reliability analysis models, whose values are uncertain in an aleatory or an epistemic way. As the field of parametric uncertainty analysis matures, however, more attention is being paid to the explicit treatment of uncertainties that are addressed in the predictive model itself as well as the accuracy of the predictive model. The essential steps for evaluating impacts of these model uncertainties in the presence of parameter uncertainties are to determine rigorously various sources of uncertainties to be addressed in an underlying model itself and in turn model parameters, based on our state-of-knowledge and relevant evidence. Answering clearly the question of how to characterize and treat explicitly the forgoing different sources of uncertainty is particularly important for practical aspects such as risk and reliability optimization of systems as well as more transparent risk information and decision-making under various uncertainties. The main purpose of this paper is to provide practical guidance for quantitatively treating various model uncertainties that would often be encountered in the risk and reliability modeling process of complex technological systems.

웹 디자인 프로젝트에서 리스크 매니지먼트 요인에 대한 사례 연구 (A Case Study of Risk Management factors in Web Design Project)

  • 박은영
    • 디자인학연구
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    • 제16권4호
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    • pp.69-78
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    • 2003
  • 웹 디자인 프로젝트에서 리스크 매니지먼트는 매우 중요한 프로젝트 매니지먼트 항목 중 하나이다. 리스크 매니지먼트란 웹 디자인 프로젝트 위기사항을 피하기 위하여 시간을 가지고 리스크의 원인을 찾아내어 적절한 대응책을 강구하여 프로젝트의 최종 목표를 성공적으로 수행하는데 있다. 즉 프로젝트 3대 요소인 일정, 비용, 품질을 만족하기 위한 프로세스이다. 본 논문은 첫째, 웹 디자인 프로젝트 매니지먼트의 개념 및 목적, 프로세스와 지식 영역을 살펴보고 둘째, 웹 디자인 프로젝트 기 계획 단계에서 리스크 매니지먼트 계획에 대한 체계적인 리스크 매니지먼트 프로세스와 리스크 관리 모델을 제안하고 있다. 세 째는 제시한 리스크 매니지먼트 모델의 표준화 및 모델 화의 타당성을 실제 사례인 E사 프로젝트를 통해 검증하고 있다.

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공급사슬 위험평가 및 위험관리전략이 공급사슬 운영성과에 미치는 영향 (The Risk Assessment Effects of SCM and the Strategy of Risk Management on Supply Chain Performance)

  • 김동정;이영재
    • Journal of Information Technology Applications and Management
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    • 제21권4호
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    • pp.173-186
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    • 2014
  • This study outlines possible risk factors in the SCM of a company and correlates risk assessment, the strategy of risk management, and the supply chain performance. The data is surveyed from an international Korean company and is analyzed by the structure equation model of actual proof. The research model verifies the correlation between the risk assessment, the strategy of risk management, and the supply chain performance as dependent variables after the risk factors of the SCM are defined as independent variables. The research shows that there are consecutive links among the risk factors of the SCM, the risk assessment, and the strategy of risk management. The strategy of risk management was conclusively determined to have an effect on supply chain performance. Therefore, improving the supply chain performance of a company requires the constructive process for risk management based on a correlation between risk assessment and the strategy of risk management.

움직이는 가상 모델을 활용한 인터넷 쇼핑몰에서 쇼핑의 즐거움, 위험감소가 미래행동의도에 미치는 영향 (The Influences of Shopping Enjoyment and Risk Reduction on Behavioral Intention in Internet Shopping Malls using a Moving Virtual Model)

  • 양희순;최영림
    • 한국의류산업학회지
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    • 제13권3호
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    • pp.390-397
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    • 2011
  • This study investigates the influences of shopping enjoyment and risk reduction on customers' attitude and the behavioral intention in the Internet shopping mall using a moving virtual model. For this study, we produced a moving virtual model to present a fashion product. The virtual model walks for about one minute on the stage. After respondents viewed it, they completed a questionnaire. The questionnaire consists of online shopping enjoyment, risk reduction, customers' attitude and behavioral intention. Respondents are limited to females aged in their 20s and 30s, who have experienced Internet shopping and are highly interested in fashion products. 411 samples were used for the final analysis. Cronbach's alpha, factor analysis, and multiple regression analysis were conducted. The results are as follows. Online shopping enjoyment and risk reduction influenced the behavioral intention directly as well as through the attitude. However, the size of the influence indicated that online shopping enjoyment is larger than risk reduction. Therefore, Internet malls should utilize the moving virtual model to provide customers with enjoyment and risk reduction, which will increase customers' favorable attitudes and the behavioral intention such as purchase intention and word of mouth.

정보보호 거버넌스 프로세스를 위한 위험관리 상호작용 모델 (Risk Management interaction model for Process of Information Security Governance)

  • 송유진
    • 정보처리학회논문지:컴퓨터 및 통신 시스템
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    • 제1권2호
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    • pp.103-108
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    • 2012
  • 최근 IT 거버넌스 개념이 기업경영 현장에 적용되고 있다. 본 논문에서는 클라우드 컴퓨팅 환경에서 IT 거버넌스를 기반으로 기업의 정보보호 위험을 최소화할 수 있는 비즈니스 모델에 대해 연구한다. 특히, 정보보호 거버넌스 세부 주제인 위험관리를 연계하는 상호작용 모델(IT 거버넌스 프레임워크인 COBIT과 연계하여 시너지를 높일 수 있는 구조)을 제안하고자 한다. 여기서, 시너지는 효과적, 전략적이고 안전한 비즈니스 지원을 의미하며, BMIS의 4가지 요소, 6가지 역동 연결자와의 상호작용성에 대해 분석이 요구된다. 따라서 COSO ERM이나 COBIT Risk IT Framework를 기반으로 위험관리와 연계될 수 있는 상호작용 모델을 제안한다.

Health risk assessment by CRPS and the numerical model for toluene in residential buildings

  • Choi, Haneul;Kim, Hyungkeun;Kim, Taeyeon
    • KIEAE Journal
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    • 제17권5호
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    • pp.33-41
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    • 2017
  • Purpose: Indoor air quality in residential buildings needs to be evaluated over the long term. In previous research, there has been an attempt to perform the health risk assessment of pollutants by using numerical models as a method of long-term evaluation. However, the numerical model of this precedent study has limitations that do not reflect the actual concentration distribution. Therefore, this study introduces the CRPS index, constructs a numerical model that can reflect the concentration distribution, and then presents a more accurate health risk assessment method using it. At this time, the pollutants are toluene, which is a typical material released from building materials. Method: CRPS index was applied to existing numerical model to reflect concentration distribution. This was used to calculate concentrations at adult breathing area and to use them for exposure assessment in a health risk assessment. After that, we entered adult data and conducted a health risk assessment of toluene. Results: The non-carcinogenic risk of toluene was calculated to be 0.0060. This is 5% smaller than the existing numerical model, meaning that it is more accurate to predict the pollutant risks. This value is also lower than the US EPA reference value of 1. Therefore, under the conditions of this study, long-term exposure of adults to toluene has no impact on health.

ETA 및 FTA를 이용한 철도 건널목사고 위험도 평가 모델 개발에 대한 연구 (Development of the Risk Assessment Model for Railway Level-Crossing Accidents by Using The ETA and FTA)

  • 김민수;왕종배;박찬우;조연옥
    • 한국철도학회논문집
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    • 제12권6호
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    • pp.936-943
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    • 2009
  • 본 연구에서는 철도사고 위험분석 및 위험도 평가절차에 따라 철도건널목사고에 대한 정량적인 위험도평가를 위한 모델을 사건수목 및 고장수목 분석기법을 이용하여 개발하였다. 위험사건이 발생하여 인명피해로 결과하는 과정에서의 영향인자들을 분석하여 사고진전 시나리오를 구성하였으며, 고장수목분석(FTA, Fault Tree Analysis)을 이용하여 시나리오 경로별 발생확률을 산정하고, 사건수목분석(ETA, Event Tree Analysis)을 이용하여 심각도 값을 산정함으로써 이들의 조합으로 위험도를 산정하는 위험도 평가 모델을 제시하였다. 또한 실제발생한 위험도값과 개발모델을 이용하여 산정된 위험도값의 비교를 통하여 개발모델의 신뢰성 및 타당성을 검증하였다.