• 품질경영학회지
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• 제41권3호
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• pp.465-474
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• 2013

Purpose: To provide a variety of stable military supplies, risk should be avoided or removed. This paper aims to provide an objective method of risk assesment for risk matrix to evaluate risk level. Methods: According to previous results of risk assesment through risk matrix, some parameters and probability density functions, which include characteristics of military supplies, are selected and Risk matrix is modelled based on that. Results: Results show that a proposed method can evaluate objectively risk level through the stochastic modelling and provide well-balanced risk assessments by categorizing into 3 levels such as high, middle and low level risk. Conclusion: A current risk assessment method includes substantial subjectivity of risk assessment and as a problem about military supplies comes up, we can not show any appropriate evidences for decision of risk assessment. We propose an objective scheme employing stochastic modelling with parameters and probability density functions.

• 국제학술발표논문집
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• The 2th International Conference on Construction Engineering and Project Management
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• pp.140-149
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• 2007

Indian construction companies have only 0.05% market share in the 3-4 trillion dollar global construction business and only two Indian construction companies figure in the ENR "Top 225 Global Contractors 2006" list. Hence, while enormous scope for growth exists, international construction experience is limited. This study explores the risks as perceived by Indian companies venturing abroad since risks in international construction differ from home market risks. Literature survey identified a number of risk factors that were evaluated by the experts, highlighting fourteen important risk factors. Interpretive Structural Modelling (ISM) was used to develop a hierarchical model showing the relationships between the different risk factors, thus helping to focus on the key risks for effective risk management. The study shows that poor project management is a key risk forming the hub of the system, while political instability has maximum influence. The results of the study can be used by managers to visualise the risks in perspective and prioritise the mitigation effort.

• Nuclear Engineering and Technology
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• 제44권5호
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• pp.471-482
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• 2012

To assess the risk of nuclear power plant operation and to determine the risk impact of digital systems, there is a need to quantitatively assess the reliability of the digital systems in a justifiable manner. The Probabilistic Risk Analysis (PRA) is a tool which can reveal shortcomings of the NPP design in general and PRA analysts have not had sufficient guiding principles in modelling particular digital components malfunctions. Currently digital I&C systems are mostly analyzed simply and conventionally in PRA, based on failure mode and effects analysis and fault tree modelling. More dynamic approaches are still in the trial stage and can be difficult to apply in full scale PRA-models. As basic events CPU failures, application software failures and common cause failures (CCF) between identical components are modelled.The primary goal is to model dependencies. However, it is not clear which failure modes or system parts CCF:s should be postulated for. A clear distinction can be made between the treatment of protection and control systems. There is a general consensus that protection systems shall be included in PRA, while control systems can be treated in a limited manner. OECD/NEA CSNI Working Group on Risk Assessment (WGRisk) has set up a task group, called DIGREL, to develop taxonomy of failure modes of digital components for the purposes of PRA. The taxonomy is aimed to be the basis of future modelling and quantification efforts. It will also help to define a structure for data collection and to review PRA studies.

• 환경영향평가
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• 제9권3호
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• pp.185-202
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• 2000

Uncertainty and variability in Life Cycle Assessment(LCA) have been significant key issues in LCA methodology with techniques in other research area such as social and political science. Variability is understood as stemming from inherent variations in the real world, while uncertainty comes from inaccurate measurements, lack of data, model assumptions, etc. Related articles in this issues were reviewed for classification, distinguish and elaboration of probabilistic/stochastic health risk analysis application in LCA. Concept of focal zone, streamlining technique, scenario modelling and Monte Carlo/Latin Hypercube risk analysis were applied to the uncertainty/variability analysis of health risk in LCA. These results show that this general framework of multi-disciplinary methodology between probabilistic health risk assessment and LCA was of benefit to decision making process by suppling information about input/output data sensitivity, health effect priority and health risk distribution. There should be further research needs for case study using this methodology.

• Journal of the Korean Data and Information Science Society
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• 제18권1호
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• pp.11-16
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• 2007

Since the seminal work of Engle (1982), many researchers and practitioners have developed ARCH-type models to deal with volatility modelling, which, for instance, is crucial to perform the task of derivative pricing, measuring risk, and risk hedging. In this paper, we base the GARCH(1,1) model to analyze the KOSPI200 data, and perform the CUSUM test for detecting parameter changes in the GARCH model. It is shown that the data suffers from a parameter change.

• 대한자원환경지질학회:학술대회논문집
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• 대한자원환경지질학회 2000년도 춘계 공동학술발표회
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• pp.59-60
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• 2000

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2020년도 학술발표회
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• pp.167-167
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• 2020

Annual sediment deposition in reservoirs behind weirs poses flood risk, while its accurate prediction remains a challenge. Sediment management by hydraulic flushing is an effective method to maintain reservoir storage. In this study, an integrated approach to predict sediment inflow and sediment flushing simulation in reservoirs is presented. The annual sediment inflow prediction was carried out with Artificial Neural Networks (ANN) modelling. RESCON model was applied for quantification of sediment flushing feasibility criteria. The integrated approach was applied on Sangju Weir and also on estuary of Nakdong River (NREB). The mean annual sediment inflow predicted at Sangju Weir and NREB was 400,000 ㎥ and 170,000 ㎥, respectively. The sediment characteristics gathered were used to setup RESCON model and sediment balance ratio (SBR) and long term capacity ratio (LTCR) were used as flushing efficiency indicators. For Sangju Weir, the flushing discharge, Q_f = 140 ㎥/s with a drawdown of 5 m, and flushing duration, T_f = 10 days was necessary for efficient flushing. At NREB site, the parameters for efficient flushing were Q_f = 80 ㎥/s, T_f = 5 days, N = 1, El_f = 2.24 m. The hydraulic flushing was concluded feasible for sediment management at both Sangju Weir and NREB.

• 한국건축시공학회:학술대회논문집
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• 한국건축시공학회 2022년도 봄 학술논문 발표대회
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• pp.233-234
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• 2022

In order to minimize casualties in case of a fire in a building, it is necessary to anticipate the time required for evacuation of occupants and the delay in evacuation in advance, and prepare countermeasures for possible occurrences. In fact, various factors that cannot be predicted exist and cannot be considered by excluding them, so the risk is predicted and evaluated through quantitative evacuation modeling. In order to understand this, we analyzed domestic and international evacuation modeling research trends. For about 40 years, starting with the characteristics of human movement, an evacuation modeling technique based on scientific methods has been developed through actual fire accident cases and various real-world experiments with humans. Then, in order to analyze the natural reaction of humans, which has a decisive influence in the recognition and decision-making phase, evacuation modelling studies have been conducted in depth using psychological and physical experimental methods.

• 한국환경독성학회:학술대회논문집
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• 한국환경독성학회 2000년도 추계심포지움 및 학술발표회:바이오모니터링 기법을 이용한 환경위해성 평가
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• pp.20-27
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• 2000

• 응용통계연구
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• 제20권2호
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• pp.291-311
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• 2007

전 세계적으로 금융시장에서는 예측할 수 없는 대형 사건들이 지속적으로 일어나고 있으며, 특히 보험시장의 경우에는 대재해성(catastrophe)손실 등을 포함한 극단적 사건에 대한 예측이 날이 갈수록 어려워지고 있는바 극단적 위험관리에 대한 필요성이 증대되고 있다. 극단적 위험관리에 있어 분포의 꼬리영역만을 분리하여 그 정보를 최대로 이용하는 방법이 필요한데, 이러한 문제들을 해결하기 위해 극단치들의 움직임을 모형화 하는 소위 극단치 이론(Extreme Value Theory: EVT)을 이용하는 것이 요구된다. 극단치 이론은 현재 여러 분야에서 활용되고 있는데, 특히 금융시장에서는 극단적 변화가 미치는 영향을 분석하기 위해서 극단치 이론을 이용한 금융위험분석을 실시하고 있다. 본 연구에서는 위험관리에 있어서 극단치 이론의 중요성을 검토하고 보험사의 위험자본에 초점을 맞추어 손실 발생의 극단적 위험을 측정하고 이에 대비한 위험자본의 적정규모를 측정하여 보았다.