• 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.

• Journal of applied mathematics & informatics
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• v.25 no.1_2
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• pp.35-50
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• 2007

In this work, optimal harvesting policy for the predator-prey system of three species with age-dependent and diffusion is discussed. Existence and uniqueness of non-negative solution to the system are investigated by using the fixed point theorem. The existence of optimal control strategy is discussed and optimality conditions are obtained. Our results extend some known criteria.

• Proceedings of the Korean Institute of Building Construction Conference
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• 2017.05a
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• pp.15-16
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• 2017

The properties of concrete damaged by fire change according to the temperature. Diffusion coefficient of chloride ion also can change which affect the life expectation under salt circumstance. Diffusion coefficient was measured by NT BUILD 492 using the concrete specimen damaged by high temperature. FEM analysis was performed to predict the life expectancy which can help to diagnose the concrete diagnose and to design maintenance strategy.

• Korean Management Science Review
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• v.13 no.1
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• pp.71-95
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• 1996

Many researchers have studied the theme on CASE technology. However, there are no many researches which lightened the diffusion of CASE technology and organizational change. The purpose of this study is to investigate the factors that influence on the diffusion of CASE technology and the way how IS organization changes as a result of the diffusion. We exploited a case study research as a methodology. We selected five software development firms which possessed the leading IS technology abilities as the case companies. We realized that the diffusion of CASE technology proceeded under the three context variables - managerial context of information systems, the intent and behavior of key players and implementation strategy of organization - to enhance the performance of information systems. The contribution of this study is to clarify the change of IS organization as a result of CASE technology diffusion. This study has the limitation that tried to analyze the organizational change only in a direction.

• Proceedings of the Korea Society of Design Studies Conference
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• 2005.10a
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• pp.238-239
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• 2005

• Proceedings of the Korean Society of Precision Engineering Conference
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• 2010.11a
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• pp.479-480
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• 2010

• Bulletin of the Korean Chemical Society
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• v.35 no.3
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• pp.701-702
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• 2014

• Journal of Information Technology Applications and Management
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• v.21 no.4_spc
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• pp.403-414
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• 2014

Forecasting technology in economic activity is a quite intricate procedure so researchers should grasp the point of the data to use. Diffusion models have been widely used for forecasting market demand and measuring the degree of technology diffusion. However, there is a question that a model, explaining a certain market with goodness of fit, always shows good performance with markets of different conditions. The primary aim of this paper is to explore diffusion models which are frequently used by researchers, and to help readers better understanding on those models. In this study, Logistic, Gompertz and Bass models are used for forecasting Global Wireline Subscribers and the performance of models is measured by Mean Absolute Percentage Error. Logistic model shows better MAPE than the other two. A possible extension of this study may verify which model reflects characteristics of industry better.

• Proceedings of the Korea Database Society Conference
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• 2010.06a
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• pp.165-180
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• 2010

This study takes a holistic approach to understanding the diffusion of IPTV services by combining the adoption-diffusion model and the use-diffusion model of innovation. IPTV service, a leading Digital converged application coupling media content with telecom, has been recently launched commercially in Korea. We created a structural model of adoption-diffusion, using the perceived ease-of-use and usefulness of TAM(Technology Acceptance Model) as mediating variables, and a structural model of use-diffusion, with the rate of use and the variety of use as mediating variables. To empirically analyze these models, non-users of IPTV were surveyed using the adoption-diffusion model to identity factors influencing their intention to subscribe to the service. Meanwhile, users of IPTV were surveyed using the use-diffusion model to determine the factors that influence their satisfaction with the service and their intention to fe-use it. Under the adoption-diffusion model, we found that trialability, household innovativeness and perceived risk were the determinants of user satisfaction with IPTV, and perceived ease-of-use, the mediating factors. Under the use-diffusion model, complementarity and communication were shown to be the determinants of users' satisfaction with IPTV, and variety of use, the mediating factor. We also found that consumers' intention to re-use IPTV was strongly influenced by its relative advantage and perceived risk.

• Journal of Intelligence and Information Systems
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• v.23 no.2
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• pp.89-105
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• 2017

As the advances of technology in mobile networking and the popularity of online social networks (OSNs), the mobile social networks (MSNs) provide opportunities for marketing strategy. Therefore, understanding the information diffusion in the emerging MSNs is a critical issue. The information diffusion address a problem of how to find the proper initial nodes who can effectively propagate as widely as possible in the minimum amount of time. We propose a new diffusion scheme, called Hotspot DBC, which is to find k influential nodes considering each node's mobility behavior in the hotspot zones. Our experiments were conducted in the Opportunistic Network Environment (ONE) using real GPS trace, to show that the proposed scheme results. In addition, we demonstrate that our proposed scheme outperforms other existing algorithms.