• Journal of the Korean Data and Information Science Society
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• v.26 no.6
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• pp.1225-1238
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• 2015

In this research, we fit various survival models and conduct tests and estimation for the hazard change-point with the rectal cancer data. By the log-rank tests, at significance level ${\alpha}=0.10$, survival functions are significantly different according to the uniporter of glucose (GLUT1), clinical stage (cstage) and pathologic stage (ypstage). From the Cox proportional hazard model, the most significant covariates are GLUT1 and ypstage. Assuming that the rectal cancer data follows the exponential distribution, we estimate one hazard change-point using Matthews and Farewell (1982), Henderson (1990) and Loader (1991) methods.

• The Korean Journal of Financial Management
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• v.18 no.2
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• pp.99-123
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• 2001

예금보험제도는 금융기관에 대한 예금자의 신뢰성을 보장해 주어 금융제도의 안정성을 유지시킨다는 면에서 유용한 제도이나 보험의 일반적인 속성인 도덕적 해이를 유발할 수 있다는 단점이 있으며, 이를 방지하기 위한 대안으로 예금보험료율을 금융기관의 위험에 따라 차등화 하는 위험예금 보험료율 제도가 검토되어 왔고 일부 국가에서는 이를 시행하고 있다. 위험예금보험료율을 결정하는 방안으로 그간 주가자료를 이용한 옵션가격결정모형이 주로 연구되어 왔는데, 본 연구에서는 Cox의 위험비례모형을 이용하여 은행의 위험을 측정하고 보험료율을 결정하는 방안에 관하여 연구하였다. 위험비례모형은 옵션가격결정모형과 달리 재무지표를 사용하므로 감독당국에서 실무상 적용하기가 용이하다는 등의 장점이 있다. 위험비례모형을 국내은행에 적용하여 실증분석한 연구결과 현행의 고정 예금보험료율은 국내은행의 위험에 비해 상당히 낮은 수준으로 나타났으며, 보험료율 결정에 가장 큰 영향을 미치는 변수인 은행 실패시 예금보험기구가 부담하는 손실비율을 최소화하기 위해서는 부실은행은 조기 퇴출시켜야 한다는 논리적 타당성도 도출하였다.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2004.10a
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• pp.615-618
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• 2004

The previous quantitative bankruptcy prediction models cannot include time dimension. To overcome this limit, various dynamic models using survival analysis are developed recently. This paper emphasizes that the proportionality assumption must be adapted with caution when the Cox's proportional hazard model is used to explain bankruptcy. It is shown that a non-proportional hazard model including a change point model is a proper alternative, when the proportionality assumption is violated by the change of macroeconomic environment, such as the financial crisis in 1997.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.20 no.44
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• pp.357-368
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• 1997

본 연구에서는 의학분야의 생존분석에서 적용되어 왔던 Cox의 비례위험모형을 신뢰성예측 에 적용할 때의 분석절차 및 그에 따른 소프트웨어를 다룬다. 이 비례 위험모형은 신뢰성공학 분야에 적용될 경우 많은 잠재력을 가지고 있으나, 그 분야에 적용된 경우가 많지 않고, 이미 적용된 사례들도 잘못 적용되어 왔다는 지적이 많은 실정이다. 본 연구에서는 시스템 , 서브시스템, 부품수준에서의 각 라이프사이클을 거치며 얻어진 수명데이타를 분석하여 신뢰도를 예측할 수 있는 모형을 설정하고, 그에 따른 소프트웨어를 다루며, 이 방법의 개관, 장단점, 주의점등을 고찰한다.

• Journal of the Korean Data and Information Science Society
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• v.7 no.1
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• pp.145-159
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• 1996

다변량 발병시간자료는 각 개개 환자에게 있어 합병증이 발생되거나 혹은 유사 환자군(집락) 내의 발병시간이 상관되어진 생의학자료에서 흔히 볼 수 있다. HMULCOX는 그런 자료를 분석하기 위한 한글 통계 패키지 가운데 하나이다. 이 프로그램은 관련된 발병시간들이 독립이 아닐때에도 COX 비례 위험 모형의 주변확률분포를 계산해 준다. 주어진 조건으로는 주변확률모형의 기본위험율은 일정한 상수, 흑은 변수라도 관계없다. 또한 치료실패율의 치료변수들(공변량)의 효과에 대해 다양한 통계적 추론이 가능하다. 기본적으로 주변확률분포접근법으로 설계되었지만 HMULCOX는 여러 가지 추론 방법을 선택하는 데 일반적으로 충분하다. 이 프로그램으로 2개의 예를 들어 실행하겠다.

• Journal of the Korean Data and Information Science Society
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• v.22 no.1
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• pp.89-97
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• 2011

The aims of this study were to propose a method of estimation for mean residual life function (MRLF) from conditional survival function using the Buckley and James's (1979) pseudo random variables, and then to assess the performance of the proposed method through the simulation studies. The mean squared error (MSE) of proposed method were less than those of the Cox's proportional hazard model (PHM) and Beran's nonparametric method for non-PHM case. Futhermore in the case of PHM, the MSE's of proposed method were similar to those of Cox's PHM. Finally, to evaluate the appropriateness of practical use, we applied the proposed method to the gastric cancer data. The data set consist of the 1, 192 patients with gastric cancer underwent surgery at the Department of Surgery, K-University Hospital.

• Journal of Korea Society of Industrial Information Systems
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• v.20 no.6
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• pp.67-78
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• 2015

The objective of this paper is to analyze survival rate and factors of FDI(Foreign direct investment) using FDI data of Ministry of Knowledge and Economy. Kaplan-Meier estimation was used. The result was as follows. M&A of FDI was much more risk than Greenfield FDI. .FDI to the IT-service industry was much more risk than FDI to the manufacturing industry. Partnership under 50% was much more risk than partnership over 50%. The accumulated survival rate of M&A was higher then Greenfield until fourth period but was lower than Greenfield after fourth period. The accumulated survival rate of M&A was lower than others from the first period to last period. There was no difference between Partnership under 50% and partnership over 50% to 4th period. After 4th period, Accumulated survival rate of partnership under 50% was higher than accumulated survival partnership over 50%.

• Journal of Korean Society of Forest Science
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• v.113 no.2
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• pp.187-197
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• 2024

In this study, we aimed to identify the factors influencing post-fire mortality in Korean red pine (Pinus densiflora) using Cox's proportional hazards model and analyze the impact of these factors. We monitored the mortality rate of fire-damaged pine trees for seven years after a forest fire. Our survival analysis revealed that the risk of mortality increased with higher values of the delta normalized difference vegetation index (dNDVI), delat normalized burn ratio (dNBR), bark scorch index (BSI), bark scorch height (BSH) and slope. Conversely, the risk of mortality decreased with higher elevation, greater diameter at breast height (DBH), and higher value of delta moisture stress index (dMSI) (p < 0.01). Verification of the proportional hazards assumption for each variable showed that all factors, except slope aspect, were suitable for the model and significantly influenced fire occurrence. Among the variables, BSI caused the greatest change in the survival curves (p < 0.0001). The environmental change factors determined through remote sensing also significantly influenced the survival rates (p < 0.0001). These results will be useful in establishing restoration plans considering the potential mortality risk of Korean red pine after a forest fire.

• The Korean Journal of Applied Statistics
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• v.31 no.5
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• pp.611-620
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• 2018

Limitations on human and material resources make it is difficult to conduct Ammunition Stockpile Reliability Program (ASRP) tasks for the entire ammunition. Stockpile ammunition life prediction studies can contribute to efficient ASRP tasks. This study assess the shelf-life of ammunition, using survival analysis based on ASRP results for 60mm and 81mm mortar ammunition from 2003 to 2016. Traditional assessments often use solely storage duration as the only main independent variable; however, this assessment used other factors such as ammunition magazine shape and weather factors with the stockpile shelf-life as independent variables to conduct a Cox's proportional hazard model analysis. This was then followed by an assessment of ammunition magazine type, maximum temperature and rainfall factors influence on the shelf-life of 60mm and 81mm mortar ammunition. As a result, the type of ammunition magazine, maximum temperature and the rainfall influence the shelf-life of 60mm and 81mm mortar ammunition.

• Journal of the Korean Data and Information Science Society
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• v.21 no.2
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• pp.201-209
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• 2010

Due to the dramatic increase of mortality from ischemic heart disease (IHD) during the last decade, it is highly warranted to present the effective prevention strategy. Therefore this study identified the major risk factors of IHD over 10 years of follow-up among 2,268,018 participants of National Health Insurance Exam in 1996 with Cox proportional hazard model. In men, BMI, blood pressure, smoking were significantly associated with IHD, whereas hypertension, perceived health status and ${\gamma}$-GTP were related with IHD in women.