• 품질경영학회지
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• 제28권3호
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• pp.11-17
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• 2000

This paper presents a model for determining the optimal number of general repairs and supplementary input cost limit rate in addition to minimal repair cost rate to implement preventive maintenance. The basic concept parallels the periodic replacement model with minimal repair at failure introduced by Barlow and Hunter(1960) and Park(1979), only difference being the replacement signalled by the number of previous general repairs performed on the system. A general repair brings the state of the system to a certain better state than before repaired. Numerical examples are provided.

• Journal of the Korean Data and Information Science Society
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• 제23권6호
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• pp.1289-1297
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• 2012

We consider a general compound Poisson risk model in which the premium rate is surplus dependent. We analyze the joint distribution of the surplus immediately before ruin, the deffcit at ruin and the time of ruin by solving the integro-differential equation for the Gerber-Shiu discounted penalty function.

• Journal of the Korean Data and Information Science Society
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• 제14권2호
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• pp.393-403
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• 2003

In this paper, various replacement policies for the general failure model are considered. There are two types of failure in the general failure model. One is Type I failure (minor failure) which can be removed by a minimal repair and the other is Type II failure (catastrophic failure) which can be removed only by a complete repair. In this model, when the unit fails at its age t, Type I failure occurs with probability 1-p(t) and Type II failure occurs with probability p(t), $0{\leq}p(t){\leq}1$. Under the model, optimal replacement policies for the long-run average cost rate and the limiting efficiency are considered. Also taking the cost and the efficiency into consideration at the same time, the properties of the optimal policies under the Cost-Priority-Criterion and the Efficiency-Priority-Criterion are obtained.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제18권4호
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• pp.317-335
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• 2014

In this work, we investigate the global stability analysis of a viral infection model with antibody immune response. The incidence rate is given by a general function of the populations of the uninfected target cells, infected cells and free viruses. The model has been incorporated with two types of intracellular distributed time delays to describe the time required for viral contacting an uninfected cell and releasing new infectious viruses. We have established a set of conditions on the general incidence rate function and determined two threshold parameters $R_0$ (the basic infection reproduction number) and $R_1$ (the antibody immune response activation number) which are sufficient to determine the global dynamics of the model. The global asymptotic stability of the equilibria of the model has been proven by using Lyapunov theory and applying LaSalle's invariance principle.

• 한국경영과학회:학술대회논문집
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• 대한산업공학회/한국경영과학회 1996년도 춘계공동학술대회논문집; 공군사관학교, 청주; 26-27 Apr. 1996
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• pp.285-288
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• 1996

This paper deals with an (s, S) spare-part inventory model with general leadtime. In the model, if the inventory level falls to a reorder point s, a replenishment order quantity Q is ordered. Assumming that the number of operating units is one and the lifetime of a unit follows an exponential distribution, we derive the expected cost rate and suggest a procedure to obtain the optimal pair of (s, S) minimizing the cost rate.

• 품질경영학회지
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• 제46권4호
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• pp.797-820
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• 2018

Purpose: It is to seek for an appropriate cost rate analysis methodology of credit card value propositions in Korea. For this issue, it is claimed that methodologies based on probability distribution is more suitable than methodologies based on data-mining. The analysis model constructed for the cost rate estimation is called VCPM model. Methods: The model includes two major variables denoted as S and P. S is monthly credit card usage amount. P stands for the proportion of usage amount at special merchants over the whole monthly usage amount. The distributions assumed for P are positively skewed distributions such as exponential, gamma and lognormal. The major inputs to the model are also derived from S and P, which are E(S) and the aggregate proportion of usage amount at special merchants over the total monthly usage amount. Results: When the credit card's value proposition is general discount, the VCPM model fits well and generates reasonable cost rate(denoted as R). However, it seems that the model does not work well for other types of credit cards. Conclusion: The VCPM model is reliable for calculating cost rate for credit cards with positively skewed distribution of P, which are general discount card. However, another model should be built for cards with other types of distributions of P.

• East Asian Economic Review
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• 제24권1호
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• pp.61-87
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• 2020

Five diffusion models are estimated using three different foreign exchange rates to find an appropriate model for each. Daily spot exchange rates expressed as the prices of 1 euro, 1 British pound and 100 Japanese yen in US dollars, respectively denoted by USD/EUR, USD/GBP, and USD/100JPY, are used. The maximum likelihood estimation method is implemented after deriving an approximate log-transition density function (log-TDF) of the diffusion processes because the true log-TDF is unknown. Of the five models, the most general model is the best fit for the USD/GBP, and USD/100JPY exchange rates, but it is not the case for the case of USD/EUR. Although we could not find any evidence of the mean-reverting property for the USD/EUR exchange rate, the USD/GBP, and USD/100JPY exchange rates show the mean-reversion behavior. Interestingly, the volatility function of the USD/EUR exchange rate is increasing in the exchange rate while the volatility functions of the USD/GBP and USD/100Yen exchange rates have a U-shape. Our results reveal that more care has to be taken when determining a diffusion model for the exchange rate. The results also imply that we may have to use a more general diffusion model than those proposed in the literature when developing economic theories for the behavior of the exchange rate and pricing foreign currency options or derivatives.

• Communications for Statistical Applications and Methods
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• 제16권5호
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• pp.871-880
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• 2009

Recently, there has been much development on burn-in models in reliability area. Especially, the previous burn-in models have been extended to more general cases. For example, (i) burn-in procedures for repairable systems have been developed (ii) an extended assumption on the failure rate of the system has been proposed and (iii) a stochastic model for burn-in procedure in accelerated environment has been developed. In this paper, recent extensions and advances in burn-in models are introduced and some issues to be considered in the future study are discussed.

• 한국산학기술학회논문지
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• 제17권6호
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• pp.676-686
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• 2016

본 연구는 국내 리츠가 운용된 2002년부터 2015년까지의 리츠사의 타인자본에 대한 차입이자율을 월별 자료로 구축하여 차입이자율의 흐름과 금리변수와의 관계를 분석하였다. 선행연구를 검토한 결과 리츠사의 차입이자율은 리츠 내부의 고유요인에 의해 결정되기도 하지만 거시경제변수 중 금리변수와 연계성이 높게 나타났다. 이에 본 연구는 K-REITs 차입이자율과 금리 변수 간에 ARDL(autoregressive distributed lag: 자기회귀시차) 모형을 설정하여 장기관계를 분석하였으며, ARDL-ECM 모형을 기반하여 단기 관계도 검토하였다. 실증분석 결과 K-REITs 차입이자율과 국고채 3년, 국고채 5년, 회사채(AA-,3년), 기업일반자금 대출금리에서 장기 공적분 관계가 형성되었으며, 이는 K-REITs 차입이자율이 장기금리 변수와 동조하고 있음을 보여준다. 또한, 기업일반자금 대출금리는 장기 관계와 단기 조정 과정에서도 K-REITs 차입이자율과의 연계성이 높게 나타났다. REITs가 금융권 차입에 관한 사항과 경영계획 수립 시에 기업일반자금 대출금리와 같은 장기금리 변수의 동향 등을 고려하여 의사결정 한다면 K-REITs 발전에 실질적인 도움이 될 수 있을 것이다.

• Physical Therapy Rehabilitation Science
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• 제10권3호
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• pp.328-336
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• 2021

Objective: The purpose of this study was to investigate the effect of cervical range of motion training on the change in respiratory function growth rate at the group and individual level in stroke patients and stroke patients with tracheostomy tube. Design: A Multilevel Growth Model Methods: 8 general stroke patients and 6 stroke patients who had a tracheostomy tube inserted were subjected to cervical range of motion training 3 times a week for 4 weeks. Force vital capacity (FVC), Forced expiratory volume in the first second (FEV1), Forced expiration ratio (FEV1/FVC) and Manual assist peak cough flow (MPCF) were measured. Data were analyzed using descriptive statistics and multilevel analysis with HLM 8.0. Results: A significant difference was found in the respiratory function analysis growth rate of the entire group (p<0.05), and two groups were added to the research model. The linear growth rate of respiratory function in patients with general stroke increased with the exception of FEV1/FVC (p<0.05). Stroke patients with tracheostomy tube showed a decreasing pattern except for FVC. In particular, MPCF showed a significantly decreased result (p<0.05). Conclusions: This study found that the maintenance of improved respiratory function in stroke patients with tracheostomy tube decreased over time. However, cervical range of motion training is still a useful method for respiratory function in general stroke patients and stroke patients with tracheostomy tube.