• 한국경영과학회:학술대회논문집
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• 대한산업공학회/한국경영과학회 1990년도 춘계공동학술대회논문집; 한국과학기술원; 28 Apr. 1990
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• pp.272-288
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• 1990

The uncertainty quantification process in probabilistic Risk Assessment usually involves a specification of the uncertainty in the input data and the propagation of this uncertainty to the final risk results. The distributional sensitivity analysis is to study the impact of the various assumptions made during the quantification of input parameter uncertainties on the final output uncertainty. The uncertainty importance of input parameters, in this case, should reflect the degree of changes in the whole output distribution and not just in a point estimate value. A measure of the uncertainty importance is proposed in the present paper. The measure is called the distributional sensitivity measure(DSM) and explicitly derived from the definition of the Kullback's discrimination information. The DSM is applied to three typical discrimination information. The DSM is applied to three typical cases of input distributional changes: 1) Uncertainty is completely eliminated, 2) Uncertainty range is increased by a factor of 10, and 3) Type of distribution is changed. For all three cases of application, the DSM-based importance ranking agrees very well with the observed changes of output distribution while other statistical parameters are shown to be insensitive.

• Journal of the Korean Data and Information Science Society
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• 제25권4호
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• pp.915-920
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• 2014

We consider a continuous time surplus process with investments the sizes of which are independent and identically distributed. It is assumed that an investment of the surplus to other business is made, if and only if the surplus reaches a given sufficient level. We establish an integro-differential equation for the distribution function of the surplus and solve the equation to obtain the moment generating function for the stationary distribution of the surplus. As a consequence, we obtain the first and second moments of the level of the surplus in an infinite horizon.

• 품질경영학회지
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• 제47권3호
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• pp.571-582
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• 2019

Purpose: To develop a risk metric for failure cause that can help determine the action priority of each failure cause in FMEA considering time sequence of cause- failure- detection. Methods: Assuming a quadratic loss function the unfulfilled mission period, a risk metric is obtained by deriving the failure time distribution. Results: The proposed risk metric has some reasonable properties for evaluating risk accompanied with a failure cause. Conclusion: The study may be applied to determining action priorities among all the failure causes in the FMEA sheet, requiring further studies for general situation of failure process.

• 산경연구논집
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• 제9권6호
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• pp.49-55
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• 2018

Purpose - This paper examines the effect of related party transactions on crash firm-specific stock price crash risk. Ownership of a typical Korean conglomerate is concentrated in a single family. In those entities, management and board positions are often filled by family members. Therefore, a dominant shareholder can benefit from related party transactions. In Korea, firms have to report related party transactions in financial statement footnotes. However, those are not disclosed in detail. The more related party transactions are the greater information risk. Thus, companies with related party transactions are likely to experience stock price crashes. Research design, data, and methodology - 2,598 firm-year observations are used for the main analysis. Those samples are from TS2000 database from 2009 to 2013, and the database covers KOSPI-listed firms in Korea. The proxy for related party transactions (RTP) is calculated by dividing total transactions to the related-party by total sales. A dummy variable is used as a dependent variable (CRASH) in the regression model. Logistic regression is used to explain the relationship between related party transactions and crash risk. Then, the sample was separated into two groups; tunneling firms and propping firms. The relation between related party transactions and crash risk variances with features of the transaction were investigated. Results - Using a sample of KOSPI-listed firms in TS2000 database for the period of 2009-2013, I find that stock price crash risk increases as the trade volume of related-party transactions increases. Specifically, I find that the coefficient of RPT is significantly positive, supporting the prediction. In addition, this relationship is strong and robust in tunneling firms. Conclusions - The results report that firms with related party transactions are more likely to experience stock price crashes. The results mean that related party transactions increase the possibility of future stock price crashes by enlarging information asymmetry between controlling shareholders and minority shareholders. In case of tunneling, it could be seen that related party transactions are positively associated with stock crash risk. The result implies that the characteristic of the transaction influences crash risk. This study is related to a literature that investigates the effect of related party transactions on the stock market.

• Environmental Analysis Health and Toxicology
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• 제17권4호
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• pp.273-284
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• 2002

At present, the health risks associated with the natural radionuclides of ground water have become a concern as potential social problems. However, there are no regulatory actions or control strategies for such risks. Therefore, we have investigated and discussed the risks and associated management strategies for radionuclides in other countries. US EPA has proposed MCL (300 pCi/L) and AMCL (4,000 pCi/L) for radon, and 30 ppb for uranium, 15 pCi/L for gross-alpha and 5 pCi/L for radium as final MCLs. Also, Canada, WHO and European countries have their inherent management levels. Finally, we suggested several criteria for setting guidelines in our countries including exposure related criteria such as geological distribution, occurrence, exposure probability distribution, exposure population and multimedia exposure assessment, acceptable risk, and cost -benefit analysis. The national-scale exposure and risk assessment, and economic analysis should be conducted for producing and aggregating the representative information on these criteria.

• 경영과정보연구
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• 제30권4호
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• pp.359-383
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• 2011

본 연구는 국내 시중은행의 통합위험 측정시 시장위험과 신용위험간에 존재하는 포트폴리오이론에 따른 분산효과에 대해서 실증적으로 검증하였다. 이를 위하여 최근 통합위험 측정에 있어서 연구되고 있는 하향식 통합위험 측정방식, 즉 시장위험과 신용위험의 위험분포도를 도출하고 이들 특성을 유지하면서 결합하는 측정방식을 사용하였다. 한편 비교모형으로는 금융회사의 내부모형을 통해 산출되는 시장위험과 신용위험의 단순합산, 그리고 실무에서 많이 사용되는 위험액 자체에 임의의 상관관계를 고려하는 단순통합모형을 사용하였다. 실증분석에서 시장 및 신용위험 등 위험유형별 위험을 산출하고 코플라 함수를 이용하여 '09.3월말을 기준으로 국내은행에 대한 통합위험을 산출한 결과 내부모형의 단순합산에 비해 분산효과가 31.3%로 추정되어 위험의 분산효과가 존재하는 것으로 나타났다. 포트폴리오이론에 따르면 위험유형별 분산효과뿐만 아니라 위험유형간에도 분산효과가 존재한다는 사실을 시사하고 있는데, 본 연구는 실증적 검증을 통하여 위험유형간에 분산효과가 존재하고 있음을 확인하고 있다. 이러한 결과는 향후 자기자본규제뿐만 아니라 이론적으로나 실무적으로 중요한 의미를 가지며, 감독당국을 포함한 모든 시장 참가자들의 지속적으로 관심을 가져야 할 것으로 판단된다.

• The Journal of Asian Finance, Economics and Business
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• 제7권3호
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• pp.137-148
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• 2020

The purpose of this study is to investigate factors influencing risk assessment of material misstatement in Vietnamese enterprises listed on stock market. Expert interview method was conducted to discover the scales for three variables including information system, trademark, and risk assessment of material misstatement. Survey method was used to examine the impacts of eight factors on risk assessment of material misstatement. Data is collected from 317 auditors who have excellent experience in auditing financial statements of companies listed on stock market. Then, data is processed by descriptive statistics, reliability analysis, factor extracted analysis, correlative regression analysis, and analysis variance of residual change. The research findings showed that business characteristic, stakeholder pressure, and economic environment have positive relationships with risk assessment of material misstatement. Three variables including operation control and monitor, control environment, and information system negatively affect to risk assessment. Specially, business characteristic and information system, which are elements in internal control, have strongest impact on risk assessment. One the other hand, assessment of internal control plays an important role not only in the audit plan stage but also throughout the stages of the audit implementation and ending. Therefore, appropriate solutions are proposed to carry out all audit stages.

• Asian Pacific Journal of Cancer Prevention
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• 제17권3호
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• pp.1433-1436
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• 2016

Background: Cholangiocarcinoma (CCA), a major problem of health in Thailand, particularly in Northeastern and Northern regions, is generally incurable and rapidly lethal because of presentation in stage 3 or 4. Early diagnosis of stage 1 and 2 could allow better survival. Therefore, this study aimed to provide a distribution map of populations at risk for CCA in BuaYai district of Nakhon Ratchasima province, Northeast Thailand. Materials and Methods: A cross-sectional survey was carried out in 10 sub-districts and 122 villages, during June and November 2015. The populations at risk for CCA were screened using the Korat CCA verbal screening test (KCVST) and then risk areas were displayed by using Google map (GM). Results: A total of 11,435 individuals from a 26,198 population completed the KCVST. The majority had a low score of risk for CCA (1-4 points; 93.3%). High scores with 6, 7 and 8 points accounted for 1.20%, 0.13% and 0.02%. The population at risk was found frequently in sub-district municipalities, followed by sub-district administrative organization and town municipalities, (F=396.220, P-value=0.000). Distribution mapping comprised 11 layers: 1, district; 2, local administrative organization; 3, hospital; 4, KCVST opisthorchiasis; 5, KCVST praziquantel used; 6, KCVST cholelithiasis; 7, KCVST raw fish consumption; 8, KCVST alcohol consumption; 9, KCVST pesticide used; 10, KCVST relative family with CCA; and 11, KCVST naive northeastern people. Geovisual display is now available online. Conclusions: This study indicated that the population at high risk of CCA in Bua Yai district is low, therefore setting a zero model project is possible. Key success factors for disease prevention and control need further study. GM production is suitable for further CCA surveillance and monitoring of the population with a high risk score in this area.

• 한국식품위생안전성학회지
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• 제35권6호
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• pp.552-560
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• 2020

L. monocytogenes는 고병원성 식중독 세균으로 치즈, 식육 및 식육가공품, 훈제연어 등을 통해 식중독을 일으킨다. 현재 국내 식품공전 상 치즈에서는 L. monocytogenes에 대하여 불검출 기준을 적용하고 있으나, 이에 대한 과학적 근거가 확실하지 않고 L. monocytogenes 식중독에 대한 국민의 경각심을 일깨우기 위하여 기존에 수행된 연구들을 토대로 위해평가를 실시하였다. 그 결과, 치즈에 L. monocytogenes의 초기오염수준은 -4.0 Log CFU/g으로 확인되었다. 2018년 국민건강영양조사 결과 치즈의 섭취자 비율은 11.8%이고, 치즈 섭취량에 대한 최적확률분포는 Lognormal distribution이며 평균 32.5 g의 치즈를 섭취하는 것으로 확인되었다. 치즈 섭취로 인한 L. monocytogenes 식중독 발생 가능성은 일반군에서 평균 5.09×10-7, 민감군에서 평균 4.32×10-6로 분석되어, 민감군에서의 식중독 발생 가능성이 다소 높은 것으로 확인되었다. 식중독 발생 가능성에는 섭취자 비율이 가장 큰 영향을 미치지만 보관 및 운송 시간 또한 영향을 미치는 것으로 확인되어 유통환경에 대한 철저한 관리가 중요한 것으로 사료된다. 본 위해평가를 통하여 치즈에서의 L. monocytogenes의 기준규격을 뒷받침 할 수 있는 과학적인 데이터를 확보할 수 있었다. 향후 다양한 식품에서의 L. monocytogenes 위해평가 연구가 수행되어야 할 것으로 사료된다.

• Asian Pacific Journal of Cancer Prevention
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• 제14권3호
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• pp.2071-2077
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• 2013

Esophageal cancer is a mjaor health problems in many parts of the world. A geographical information system (GIS) allows investigation of the geographical distribution of diseases. The purpose of the present study was to explore the relationship between esophageal cancer and effective climatic factors using GIS. The dispersion distribution and the relationship between environmental factors effective on cancer were measured using Arc GIS. The highest degree of spread was in Germi town and the least was in Ardabil city. There was a significant relationship between effective environmental factors and esophageal cancer in Ardabil province. The results indicated that environmental factors probably are influential in determining the incidence of esophageal cancer. Also, these results can be considered as a window to future comprehensive research on esophageal cancer and related risk factors.