• Journal of Engineering Education Research
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• v.14 no.6
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• pp.67-72
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• 2011

This method is a new experimental model for a mathematical education in Engineering students. We compare two different classes; one was recorded the lecture with scenario and the other was not. Also we set up the detailed structures in every lecture for mathematical modeling and solving parts. The purpose for a new model is 1) to improve the students's ability to solve the mathematical problem, 2) how to approach to getting a solution for each problem by system and 3) to provide the lectures anytime to students who want to study more mathematics.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.16 no.2
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• pp.137-149
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• 2012

We propose an efficient method to measure the insurance risk of causality insurance companies by using the CreditRisk+ methodology. This method is superior to previous methods in several aspects. Its computation speed is very fast and the input data form is simple. It is able to aggregate both credit risk and insurance risk, so the insurance company can manage the risk in combined manner. In this paper, we propose a mathematical method to obtain the aggregate loss distribution of portfolios having correlation among products or business lines as a general case, and then suggest its implementation algorithm. Finally we apply this method to the real data from Korea Insurance Development Institute (KIDI) and discuss its availability to real applications.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.11 no.11
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• pp.5324-5337
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• 2017

In this paper, we investigate the feasibility of interference alignment(IA) in signal space in the scenario of multiple cell and multiple user cellular networks, as the feasibility issue is closely related to the solvability of a multivariate polynomial system, we give the mathematical analysis to support the constraint condition obtained from the polynomial equations with the tools of algebraic geometry, and a new distribute IA algorithm is also provided to verify the accessibility of the constraint condition for symmetric system in this paper. Simulation results illustrate that the accessibility of the constraint condition is hold if and only if the degree of freedom(DoF) of each user can be divided by both the transmit and receive antenna numbers.

• Korean Journal of Mathematics
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• v.29 no.2
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• pp.409-424
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• 2021

In this paper, we investigate a pricing model for mortgage-backed securities (MBSs) of a pay-through type of collateral mortgage obligation (CMO), embedded call options, which can be exercised by the intermediary, and pass-through MBSs. We suggest a prepayment-risk-neutral pricing model, applying a reduced-form prepayment rate model, and then compute and investigate the appropriate prices and spreads in the coupon rates between CMOs and PT MBSs. We believe that this study contributes in that it provides a sophisticated pricing model for MBSs, especially to the financial markets which are not advanced enough to finance with a simple type of MBSs.

• Nonlinear Functional Analysis and Applications
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• v.29 no.3
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• pp.825-839
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• 2024

A new type of more general form of variational inequalities for quasi-pseudo-monotone type III and strong quasi-pseudo-monotone type III operators has been obtained on compact domains in locally convex Hausdorff topological vector spaces. These more general forms of variational inequalities for the above types of operators used the more general form of minimax inequality by Chowdhury and Tan in [3] as the main tool to derive them. Our new results established in this paper should have potential applications in nonlinear analysis and related applications, e.g., see Aubin [1], Yuan [11] and references wherein.

• Bulletin of the Korean Mathematical Society
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• v.61 no.4
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• pp.1121-1136
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• 2024

In this paper, by using a technique of the first-order differential subordination, we find several sufficient conditions for the tilted Carathéodory function of order β and angle α (α ∈ (-π/2, π/2) and β ∈ [0, cos α)), which maps the unit disk 𝔻 into the region {w ∈ ℂ : Re{e^iαw} > β}. Using these conditions, we also derive conditions for an analytic function that maps 𝔻 into a sector defined by {w ∈ ℂ : | arg(w - γ)| < (π/2)δ}, where γ ∈ [0, 1) and δ ∈ (0, 1]. The results obtained here will be applied to find some conditions for spirallike functions and strongly starlike functions in 𝔻.

• The Journal of Asian Finance, Economics and Business
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• v.8 no.9
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• pp.273-285
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• 2021

This study estimates the financial value of return on investment (ROI) of research funds. Four simulation estimations are employed to measure ROI finance value that considers the outputs, outcomes, impacts and total ROI from the allocation input received. Research outputs, outcomes, and impacts can be quantitatively measured based on improvements to existing systems. In terms of input, the Malaysian government has allocated MYR301,350,000 for fundamental research in the 2021 budget compared with 2019, up 9.5 percent from 2019. It brings up the question: To what extent does the input of research funds allocated by the government yield a good return in outputs, outcomes, and impacts to the academic community, society, and country? The result of total ROI shows around MYR7 return is generated by researchers for each Malaysian ringgit channeled by the funder. More specifically, for a research project, it is more difficult to produce impacts and outcomes compared to research outputs. The positive return is evidence that all the allocated funds are beneficial to the stakeholders. The government can apply this approach in calculating ROI for evaluation and fund allocation to universities. Furthermore, the positive financial value of research output, outcome, and impact automatically contribute to a positive innovation environment in Malaysia.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 2003.09a
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• pp.20-23
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• 2003

The logic-based scheduling languages RSV and RCPSV may be used to represent and to solve a new general class of resource-constrained project scheduling with variants. RSV and RCPSV syntactically represent schedul7ing problems as descriptions (activity terms) being similar to concepts in a description logic. Though RSV and RCPSV have a different syntax, they are equal1y expressive. On the other hand, from a complexity point of view RCPSV permits more compact representations than RSV. We argue that the difference may be exponential.

• East Asian Journal of Business Economics (EAJBE)
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• v.5 no.1
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• pp.33-49
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• 2017

This article can see the analysis of the monetary market of Russia at the present stage, its main segments. An assessment is given to the regulation of mechanism by liquidity, the transactions of the Bank of Russia on the provision of liquidity and on absorption of liquidity, the transaction of fixed action and the transaction in the public market are analyzed. To determine the tendency of development of the monetary market and its segments. In the work using the methods of multivariate statistics, the tools of financial mathematics. To be analyzed the amount of data from the 2015 -2016 year, the 2013 year. (daily data). Hypothesis 1. The dynamics of the money market of Russia at the present stage of development of domestic economy is rather stable. Hypothesis 2.The many transactions of regulation to decrease the liquidity of by monetary movement, the control function. Also in the article consider the contour of the financial transaction. This article reveals the theoretical bases of analysis of profitability of credit operations.

• Bulletin of the Korean Mathematical Society
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• v.56 no.6
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• pp.1467-1483
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• 2019

This paper analyzes a robust optimal reinsurance and investment strategy for an Ambiguity-Averse Insurer (AAI), who worries about model misspecification and insists on seeking robust optimal strategies. The AAI's surplus process is assumed to follow a jump-diffusion model, and he is allowed to purchase proportional reinsurance or acquire new business, meanwhile invest his surplus in a risk-free asset and a risky-asset, whose price is described by an Ornstein-Uhlenbeck process. Under the criterion for maximizing the expected exponential utility of terminal wealth, robust optimal strategy and value function are derived by applying the stochastic dynamic programming approach. Serval numerical examples are given to illustrate the impact of model parameters on the robust optimal strategies and the loss utility function from ignoring the model uncertainty.