• Journal of the Korean Operations Research and Management Science Society
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• v.28 no.4
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• pp.115-129
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• 2003

This paper suggests that the profit sharing contract can be Pareto optimal for both supplier and the purchaser. It is shown that Pareto optimal risk sharing contract can be obtained even though the decisions are made in a decentralized manner. The effect of risk attitude of the members of the supply chain is discussed. We examined various aspects of the risk sharing contract such as risk altitude, bargaining power, and cost of information system. The different risk attitude changes the optimal parameters and decision variables. Especially, we proved that, when both the supplier and the purchaser are risk averse, the purchaser orders less quantity than when the one is risk neutral and the other is risk averse. If the fixed cost for the information system is big enough to satisfy a certain condition, it is Pareto optimal not to share the profit and the purchaser takes all the risk even though he is risk averse.

• Environmental Analysis Health and Toxicology
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• v.10 no.1_2
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• pp.21-35
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• 1995

Risk assessment processes, which include processes for the estimation of human cancer potency using animal bioassay data and calculation of human exposure, entail uncertainties. In the exposure assessment process, exposure scenarios with various assumptions could affect the exposure amount and excess cancer risk. We compared risk estimates among various exposure scenarios of vinyl chloride, trichloroethylene and tetrachloroethylene in tap water. The contaminant concentrations were analyzed from tap water samples in Seoul from 1993 to 1994. The oral and inhalation cancer potencies of the contaminants were estimated using multistage, Weibull, lognormal, and Mantel-Bryan model in TOX-RISK computer software. In the first case, human excess cancer risk was estimated by the US EPA method used to set the MCL(maximum contaminant level). In the second and third case, the risk was estimated for multi-route exposure with and without adopting Monte-Carlo simulation, respectively. In the second case, exposure input parameters and cancer potencies used probability distributions, and in the third case, those values used point estimates(mean, and maximum or 95% upper-bound value). As a result, while the excess cancer risk estimated by US EPA method considering only direct ingestion tended to be underestimated, the risk which was estimated by considering multi-route exposure without Monte-Carlo simulation and then using the maximum or 95% upper-bound value as input parameters tended to be overestimated. In risk assessment for volatile organic compounds, considering multi-route exposure with adopting Monte-Carlo analysis seems to provide the most reasonable estimations.

• Journal of the Society of Disaster Information
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• v.13 no.3
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• pp.296-304
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• 2017

In order to predict about forest fire behavior we constructed a database for combustion characteristic of forest fuels in Samcheok, Gangwon-do and prepared fire risk map and fire risk rating using GIS method in this study. For the mapping autoignition temperature, ignition time, flame duration time, total heat release and total smoke release are selected as the standardized parameters and the overall risk rating was made up of the ignition risk parameters(autoignition temperature, ignition time) and the spread risk parameters(flame duration time, total heat release, total smoke release). Forest fire risk was classified into 5 grades and lower grade of fire risk rating mean to correspond to more dangerous forest fire. As a result, the overall risk rating of Samcheok was classified into three grades from 1 to 3 and Nogok-myeon and Miro-myeon were turned out the most dangerous areas for forest fire. Because of the colony of pine and oak trees and the higher fire loads, the flame propagation will be carried out quickly in these areas.

• The Korean Journal of Applied Statistics
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• v.23 no.4
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• pp.669-681
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• 2010

Value-at-Risk(VaR) is an important part of risk management in the financial industry. This paper present a VaR forecasting for financial time series based on the quantile regression for GARCH models recently developed by Lee and Noh (2009). The proposed VaR forecasting features the direct conditional quantile estimation for GARCH models that is well connected with the model parameters. Empirical performance is measured by several backtesting procedures, and is reported in comparison with existing methods using sample quantiles.

• Journal of Environmental Science International
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• v.20 no.3
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• pp.329-340
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• 2011

The probability concepts mainly used for rainfall or flood frequency analysis in water resources planning are the frequentist viewpoint that defines the probability as the limit of relative frequency, and the unknown parameters in probability model are considered as fixed constant numbers. Thus the probability is objective and the parameters have fixed values so that it is very difficult to specify probabilistically the uncertianty of these parameters. This study constructs the uncertainty evaluation model using Bayesian MCMC and Metropolis -Hastings algorithm for the uncertainty quantification of parameters of probability distribution in rainfall frequency analysis, and then from the application of Bayesian MCMC and Metropolis- Hastings algorithm, the statistical properties and uncertainty intervals of parameters of probability distribution can be quantified in the estimation of probability rainfall so that the basis for the framework configuration can be provided that can specify the uncertainty and risk in flood risk assessment and decision-making process.

• Journal of the Korean Society of Physical Medicine
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• v.2 no.1
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• pp.73-84
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• 2007

Purpose : The purpose of this study was to determine risk factors and methods in balance assessment associated with fall in older adults. Methods : This article describes many of the tools that can be used to evaluate the physical parameters associated with fall risk in older adults. Results : Composite ratings of performance(Tinetti balance assessment, Guralnik test battery, Berg balance scale, modified-physical performance test) measures the score compounding the balance measure to determine fall risk. Static balance instruments are composed of FICSIT-4 that measures the ability of maintaining foot positions and CTSIB that measures postural stability. Dynamic balance instrument is composed of functional reach test. To measure walking velocity and mobility, 8-foot up-and-go test and walking around two cones are used. We can use 1-RM and to measure muscular strength, isokinetic dynamometery, and 30-second chair stand to measure lower extremity muscle strength. Conclusion : The described instruments are easy to use and widespread. To select and use these tool kits carefully is considered to be helpful in identifying those who are most likely to fall. The final part of the article includes a brief discussion of the potential role of exercise training interventions to improve these physical parameters and prevent falls.

• Journal of Korea Association of Health Promotion
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• v.2 no.2
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• pp.137-148
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• 2004

Objective : To identify the risk factors for postmenopausal osteoporosis in Korea Materials and methods : Bone mineral density (BMD) at the lumbar spine and femoral neck was measured by dual energy X-ray absorptiometry in 808 apparently normal postmenopausal Korean women. Questions about life style, demographic parameters, medical history and social habits etc. were asked on these women; 2ll women with normal bone mineral density, and 597 women with osteopenia or osteoporosis. Results 'Age of >50 years, low body mass index (BMI; <18.5 kg/m2), long duration of menopause(>10 years), and previous history of fracture were associated with increased prevalence of osteopenia or osteoporosis. Women without the outside activity also showed a higher frequency of low bone mass, Risk for osteopenia or osteoporosis was low in women with high BMI (>23 kg/m2) and women with job. The prevalence of low bone mass appeared to be independent of the following parameters: socioeconomic status, familial history, smoking, drinking, exercise, previous use of oral contraceptive, coffee or milk consumption, and degree of sunlight exposure. Conclusion 'Age, BMI, duration of menopause, previous history of fracture and degree of outside activity are the risk factors for postmenopausal osteoporosis in Korea.

• Earthquakes and Structures
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• v.19 no.6
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• pp.471-484
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• 2020

Previous earthquakes show that, structural safety evaluations should include the evaluation of nonstructural components. Failure of nonstructural components can affect the operational capacity of critical facilities, such as hospitals and fire stations, which can cause an increase in number of deaths. Additionally, failure of nonstructural components may result in economic, architectural, and historical losses of community. Accelerations and random vibrations must be under the predefined limitations in structures with high technological equipment, data centers in this case. Failure of server equipment and anchored server racks are investigated in this study. A probabilistic study is completed for a low-rise rigid sample structure. The structure is investigated in two versions, (i) conventional fixed-based structure and (ii) with a base isolation system. Seismic hazard assessment is completed for the selected site. Monte Carlo simulations are generated with selected parameters. Uncertainties in both structural parameters and mechanical properties of isolation system are included in simulations. Anchorage failure and vibration failures are investigated. Different methods to generate fragility curves are used. The site-specific annual hazard curve is used to generate risk curves for two different structures. A risk matrix is proposed for the design of data centers. Results show that base isolation systems reduce the failure probability significantly in higher floors. It was also understood that, base isolation systems are highly sensitive to earthquake characteristics rather than variability in structural and mechanical properties, in terms of accelerations. Another outcome is that code-provided anchorage failure limitations are more vulnerable than the random vibration failure limitations of server equipment.

• Korean Journal of Clinical Laboratory Science
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• v.43 no.2
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• pp.48-56
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• 2011

Gastrointestinal stromal tumor (GIST) is a mesenchymal tumor and is associated with a specific immunophenotype index. It is very important to identify the specific immunophenotype and the diagnosis for the treatment GIST patients. Ninety two cases of GIST analyzed in this study were immuno-stained for c-kit, DOG1, CD34, PKC-${\theta}$, PDGFR-${\alpha}$. The rate of positive staining and statistical significance were then compared. In addition, the GISTs were analyzed as followings: very low risk, low risk, intermediate risk and high risk according to tumor size and nuclear division, and later correlated with clinical parameters. The results of the GIST positive stainings were: DOG1 (95.7%), PKC-${\theta}$ (90.2%), PDGFR-${\alpha}$ (88.0%), c-kit (87.0%) and CD34 (71.7%). Only DOG1 staining showed a statistical significance of p<0.05. It was identified in the classification system of histologic risk that staining expression of DOG1, PKC-${\theta}$, PDGFR-${\alpha}$ were significantly increased as histologic risk increases (p<0.05). However, clinical parameters such as age and sex of patients have no correlations with the classification system of histologic risk (p>0.05). Therefore, in this study, the expression of DOG1 showed statistical significance and DOG1, PKC-${\theta}$, PDGFR-${\alpha}$ staining increased significantly as the histologic risk increases in histologic classification system. Taken together, the DOG1 staining should be very effective for the diagnosis of GIST patients.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.41 no.8
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• pp.619-624
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• 2013

To predict the probabilistic service life, statistical factors should be included to consider the uncertainty of parameters. Generally the probabilistic analysis is one of the common methods to account the uncertainty of parameters on the structural failure. In order to apply probabilistic analysis on the deterministic life analysis, it would be necessary to introduce Probability of Failure(PoF) and conduct risk assessment. In this work, we have studied probabilistic risk assessment of aircraft structures by using PoF approach. To achieve this goal, the Bayesian method was utilized to model PoF estimation since this method is known as the proper method to express the uncertainty of parameters. A series of proof tests were also conducted in order to verify the result of PoF estimation. The results from this efforts showed that the PoF estimation model can calculate quantitatively the value of PoF. Furthermore effectiveness of risk assessment approach for the aircraft structures was also demonstrated.