• 제목/요약/키워드: risk selection

검색결과 769건 처리시간 0.026초

소규모 공공시설 조사 시 소교량의 위험성 평가 방법 개선 (Improvement of the Risk Evaluation Methods for Small Bridges When Investigating the Small Public Facilities)

  • 신재성;전계원;노정수
    • 한국방재안전학회논문집
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    • 제16권2호
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    • pp.33-47
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    • 2023
  • 「소규모 공공시설 안전관리 등에 관한 법률(2015 제정)」에 따라 각 지자체에서는 소규모 공공시설을 선정하고, 매년 안전점검을 실시하고 있다. 소규모 공공시설 중 소교량은 세천과 더불어 재해위험성이 높고 마을주민의 공공이용성이 높은 시설이나, 그 개소수가 매우 많아 지자체의 한정된 인원으로 관리하기 어려운 시설에 해당한다. 따라서 지자체의 관리능력을 고려하여 합리적인 선정방법이 필요하며, 객관적 위험도 평가를 통한 위험시설의 선정 및 정비계획의 수립이 요구된다. 이에 본 연구에서는 지자체의 관리능력을 고려하여 소교량의 구조적, 기능적 분류를 통한 선정방법을 제시하고, 위험도 평가 10개 항목의 정량적 평가지표를 제시함으로써 객관적인 위험도 평가가 이루어질 수 있는 방안을 제시하였다.

화학 제품 가격의 변동으로 인한 위험을 최소화하며 수익을 극대화하기 위한 생산 비율 최적화에 관한 연구 (The Optimization of the Production Ratio by the Mean-variance Analysis of the Chemical Products Prices)

  • 박정호;박선원
    • 제어로봇시스템학회논문지
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    • 제12권12호
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    • pp.1169-1172
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    • 2006
  • The prices of chemical products are fluctuated by several factors. The chemical companies can't predict and be ready to all of these changes, so they are exposed to the risk of a profit fluctuation. But they can reduce this risk by making a well-diversified product portfolio. This problem can be thought as the optimization of the product portfolio. We assume that the profits come from the 'spread' between a naphtha and a chemical product. We calculate a mean and a variation of each spread and develop an automatic module to calculate the optimal portion of each product. The theory is based on the Markowitz portfolio management. It maximizes the expected return while minimizing the volatility. At last we draw an investment selection curve to compare each alternative and to demonstrate the superiority. And we suggest that an investment selection curve can be a decision-making tool.

The Impact of Information Sharing Under Opportunism in Supplier-Buyer Relationships: An Empirical Analysis

  • Chang, Young Bong;Cho, Wooje
    • 정보화연구
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    • 제9권4호
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    • pp.365-376
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    • 2012
  • We examine the value of information sharing in the context of supplier-buyer relationships after controlling for trading partners' opportunism. Given that trading partners' opportunism is not randomly chosen, we explicitly incorporate their self-selection process into our estimation procedure by employing Heckman's self-selection model. According to our analysis, firms that have built safeguards via mutual trust, commitments and information sharing experience less opportunistic risk in supplier-buyer relationships. Our findings also suggest that information sharing has a positive impact on firm performance after controlling for opportunism. Further, firms that are less exposed to trading partners' opportunistic risk have achieved a higher performance than others that are more exposed. Importantly, higher performance for those firms with less opportunistic risk is driven by safeguards in supplier-buyer relationships as well as information sharing. Our findings can be applied for systems analysts to design information systems of supplier-buyer transactions.

Selection of Nickel-Titanium Files according to the Clinical Procedure and Factors of File Fracture: A Narrative Review

  • Hyeon-Cheol, Kim
    • Journal of Korean Dental Science
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    • 제15권2호
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    • pp.112-120
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    • 2022
  • In this article, the contemporary root canal treatment procedure using nickel-titanium (NiTi) instruments was reviewed to understand the correlations between the properties of files and safety of the clinical usage. Literatures were reviewed according to the process of clinical procedure of the root canal preparation, mainly for shaping during orifice flaring, glide-path preparation, and main canal instrumentation. Considering the reasons for NiTi file fracture, clinically implacable issues and ideas were discussed to reduce the fracture risk and increase clinical efficiency of the NiTi file systems. Various kinds of NiTi file systems have their own characteristics and properties given from their geometries and heat treatments and so on. Proper selection and careful usage of the NiTi file systems may reduce the risk of file fracture and increase the efficiency of NiTi file systems. Understanding of the clinical implications from the mechanical properties and characteristics of the engine driven NiTi instruments may decrease the risk of NiTi file fractures and increase the success rate in root canal treatment.

PORTFOLIO CHOICE UNDER INFLATION RISK: MARTINGALE APPROACH

  • Lim, Byung Hwa
    • 충청수학회지
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    • 제26권2호
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    • pp.343-349
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    • 2013
  • The optimal portfolio selection problem under inflation risk is considered in this paper. There are three assets the economic agent can invest, which are a risk free bond, an index bond and a risky asset. By applying the martingale method, the optimal consumption rate and the optimal portfolios for each asset are obtained explicitly.

자동차 조립라인에서 총 가외작업을 최소로 하는 투입순서 결정 (Sequencing to Minimize the Total Utility Work in Car Assembly Lines)

  • 현철주
    • 대한안전경영과학회지
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    • 제5권1호
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    • pp.69-82
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    • 2003
  • The sequence which minimizes overall utility work in car assembly lines reduces the cycle time, the number of utility workers, and the risk of conveyor stopping. This study suggests mathematical formulation of the sequencing problem to minimize overall utility work, and present a genetic algorithm which can provide a near optimal solution in real time. To apply a genetic algorithm to the sequencing problem in car assembly lines, the representation, selection methods, and genetic parameters are studied. Experiments are carried out to compare selection methods such as roullette wheel selection, tournament selection and ranking selection. Experimental results show that ranking selection method outperforms the others in solution quality, whereas tournament selection provides the best performance in computation time.

Multiperiod Mean Absolute Deviation Uncertain Portfolio Selection

  • Zhang, Peng
    • Industrial Engineering and Management Systems
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    • 제15권1호
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    • pp.63-76
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    • 2016
  • Multiperiod portfolio selection problem attracts more and more attentions because it is in accordance with the practical investment decision-making problem. However, the existing literature on this field is almost undertaken by regarding security returns as random variables in the framework of probability theory. Different from these works, we assume that security returns are uncertain variables which may be given by the experts, and take absolute deviation as a risk measure in the framework of uncertainty theory. In this paper, a new multiperiod mean absolute deviation uncertain portfolio selection models is presented by taking transaction costs, borrowing constraints and threshold constraints into account, which an optimal investment policy can be generated to help investors not only achieve an optimal return, but also have a good risk control. Threshold constraints limit the amount of capital to be invested in each stock and prevent very small investments in any stock. Based on uncertain theories, the model is converted to a dynamic optimization problem. Because of the transaction costs, the model is a dynamic optimization problem with path dependence. To solve the new model in general cases, the forward dynamic programming method is presented. In addition, a numerical example is also presented to illustrate the modeling idea and the effectiveness of the designed algorithm.

An Enhanced Two-Phase Fuzzy Programming Model for Multi-Objective Supplier Selection Problem

  • Fatrias, Dicky;Shimizu, Yoshiaki
    • Industrial Engineering and Management Systems
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    • 제11권1호
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    • pp.1-10
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    • 2012
  • Supplier selection is an essential task within the purchasing function of supply chain management because it provides companies with opportunities to reduce various costs and realize stable and reliable production. However, many companies find it difficult to determine which suppliers should be targeted as each of them has varying strengths and weaknesses in performance which require careful screening by the purchaser. Moreover, information required to assess suppliers is not known precisely and typically fuzzy in nature. In this paper, therefore, fuzzy multi-objective linear programming (fuzzy MOLP) is presented under fuzzy goals: cost minimization, service level maximization and purchasing risk. To solve the problem, we introduce an enhanced two-phase approach of fuzzy linear programming for the supplier selection. In formulated problem, Analytical Hierarchy Process (AHP) is used to determine the weights of criteria, and Taguchi Loss Function is employed to quantify purchasing risk. Finally, we provide a set of alternative solution which enables decision maker (DM) to select the best compromise solution based on his/her preference. Numerical experiment is provided to demonstrate our approach.

Estimating dose-response curves using splines: a nonparametric Bayesian knot selection method

  • Lee, Jiwon;Kim, Yongku;Kim, Young Min
    • Communications for Statistical Applications and Methods
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    • 제29권3호
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    • pp.287-299
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    • 2022
  • In radiation epidemiology, the excess relative risk (ERR) model is used to determine the dose-response relationship. In general, the dose-response relationship for the ERR model is assumed to be linear, linear-quadratic, linear-threshold, quadratic, and so on. However, since none of these functions dominate other functions for expressing the dose-response relationship, a Bayesian semiparametric method using splines has recently been proposed. Thus, we improve the Bayesian semiparametric method for the selection of the tuning parameters for splines as the number and location of knots using a Bayesian knot selection method. Equally spaced knots cannot capture the characteristic of radiation exposed dose distribution which is highly skewed in general. Therefore, we propose a nonparametric Bayesian knot selection method based on a Dirichlet process mixture model. Inference of the spline coefficients after obtaining the number and location of knots is performed in the Bayesian framework. We apply this approach to the life span study cohort data from the radiation effects research foundation in Japan, and the results illustrate that the proposed method provides competitive curve estimates for the dose-response curve and relatively stable credible intervals for the curve.