• Wind and Structures
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• 제13권2호
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• pp.191-206
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• 2010

Windborne debris is a major cause of structural damage during severe windstorms and hurricanes owing to its direct impact on building envelopes as well as to the 'chain reaction' failure mechanism it induces by interacting with wind pressure damage. Estimation of debris risk is an important component in evaluating wind damage risk to residential developments. A debris risk model developed by the authors enables one to analytically aggregate damage threats to a building from different types of debris originating from neighboring buildings. This model is extended herein to a general debris risk analysis methodology that is then incorporated into a vulnerability model accounting for the temporal evolution of the interaction between pressure damage and debris damage during storm passage. The current paper (Part I) introduces the debris risk analysis methodology, establishing the mathematical modeling framework. Stochastic models are proposed to estimate the probability distributions of debris trajectory parameters used in the method. It is shown that model statistics can be estimated from available information from wind-tunnel experiments and post-damage surveys. The incorporation of the methodology into vulnerability modeling is described in Part II.

• 산업기술연구
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• 제29권A호
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• pp.101-110
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• 2009

Due to frequent occurrence of a localized torrential downpour caused by global warming and change of outflow tendency caused by rapid urbanization and industrialization, risk analysis must be carried out in levee design with uncertainty. In this study, reliability analysis was introduced to quantitatively evaluate the overtopping risk of levee by the uncertainty. First of all, breaking function was established as a function of flood stage and height of levee. All variables of breaking function were considered as random variables following any distribution functions, and the risk was defined as the possibility that the flood stage is formed higher than height of levee. The risk evaluation model was developed with AFDA (Approximate Full Distribution Approach). The flood stage computed by 2-D numerical model FESWMS-2DH was used as input data for the model of levee risk evaluation. Risk for levee submergence were quantitatively presented for levee of Wol-Song-Cheon.

• 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.

• 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.

• 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.

• 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.

• 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.

• 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.

• 한국건축시공학회:학술대회논문집
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• 한국건축시공학회 2022년도 가을 학술논문 발표대회
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• pp.99-100
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• 2022

As the danger of exposure to the asbestos has been revealed, the importance of demolition asbestos in existing buildings has been raised. Extensive body of study has been conducted to evaluate the risk of demolition asbestos, but there were confined types of variables caused by not reflecting categorical information and limitations in collecting quantitative information. Thus, this study aims to derive a model that predicts the risk in workplace of demolition asbestos by collecting categorical and continuous variables. For this purpose, categorical and continuous variables were collected from asbestos demolition reports, and the risk assessment score was set as the dependent variable. In this study, the influence of each variable was identified using logistic regression, and the risk prediction model methodologies were compared through decision tree regression and artificial neural network. As a result, a conditional risk prediction model was derived to evaluate the risk of demolition asbestos, and this model is expected to be used to ensure the safety of asbestos demolition workers.

• 대한수학회지
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• 제50권1호
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• pp.111-125
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• 2013

In this paper, we consider a continuous time risk model involving two types of dependent claims, namely main claims and by-claims. The by-claim is induced by the main claim and the occurrence of by-claim may be delayed depending on associated main claim amount. Using Rouch$\acute{e}$'s theorem, we first derive the closed-form solution for the Laplace transform of the survival probability in the dependent risk model from an integro-differential equations system. Then, using the Laplace transform, we derive a defective renewal equation satisfied by the survival probability. For the exponential claim sizes, we present the explicit formula for the survival probability. We also illustrate the influence of the model parameters in the dependent risk model on the survival probability by numerical examples.