• The Korean Journal of Applied Statistics
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• v.25 no.1
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• pp.101-114
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• 2012

In car insurance, the loss ratio is the ratio of total losses paid out in claims divided by the total earned premiums. In order to minimize the loss to the insurance company, estimating extreme quantiles of loss ratio distribution is necessary because the loss ratio has essential prot and loss information. Like other types of insurance related datasets, the distribution of the loss ratio has heavy-tailed distribution. The Peaks over Threshold(POT) and the Hill estimator are commonly used to estimate extreme quantiles for heavy-tailed distribution. This article compares and analyzes the performances of various kinds of parameter estimating methods by using a simulation and the real loss ratio of car insurance data. In addition, we estimate extreme quantiles using the Hill estimator. As a result, the simulation and the loss ratio data applications demonstrate that the POT method estimates quantiles more accurately than the Hill estimation method in most cases. Moreover, MLE, Zhang, NLS-2 methods show the best performances among the methods of the GPD parameters estimation.

• The Korean Journal of Applied Statistics
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• v.24 no.5
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• pp.931-939
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• 2011

In practice, thresholds are determined by the two subjective assessment methods in a generalized pareto distribution of mean extreme function(MEF-graph) or Hill-graph. To remedy the problem of subjectiveness of these methods, we propose an alternative method to determine the threshold based on the robust statistics. We compared the MEF-graph, Hill-graph and our method through VaRs on the Korean stock market data from January 5, 1987 to August 3, 2009. As a result, the VaR based on the proposed method is not much different from the existing methods, and the standard deviation of VaR for our method was the smallest. The results show that our method can be a promising alternative to determine thresholds of the generalized pareto distributions.

• The Korean Journal of Financial Management
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• v.22 no.1
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• pp.119-146
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• 2005

This study applies extreme value theory to get extreme value-VAR for Korean Stock market and showed the usefulness of the approach. Block maxima model and POT model were used as extreme value models and tested which model was more appropriate through back testing. It was shown that the block maxima model was unstable as the variation of the estimate was very large depending on the confidence level and the magnitude of the estimates depended largely on the block size. This shows that block maxima model was not appropriate for Korean Stock market. On the other hand POT model was relatively stable even though extreme value VAR depended on the selection of the critical value. Back test also showed VAR showed a better result than delta VAR above 97.5% confidence level. POT model performs better the higher the confidence level, which suggests that POT model is useful as a risk management tool especially for VAR estimates with a confidence level higher than 99%. This study picks up the right tail and left tail of the return distribution and estimates the EVT-VAR for each, which reflects the asymmetry of the return distribution of the Korean Stock market.

• The Korean Journal of Pharmacology
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• v.30 no.1
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• pp.49-57
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• 1994

The binding properties of oxomemazine to muscarinic receptors using the ability of oxomemazine to inhibit $[^3H]QNB$ binding in membrane fractions of rat cerebrum and guinea pig ventricle and ileum were investigated. $[^3H]QNB$ bound to a single class of muscarinic receptors with a dissociation constant of approximately 60 pM in three tissue preparations. Pirenzepine and oxomemazine inhibited $[^3H]QNB$ binding in cerebrum with a Hill coefficient lower than unity, and the inhibition data were best described by a two-site model. The relative densities of the high $(M_1)\;and\;low\;(M_2)$ affinity sites for pirenzepine were 60 and 40%, with corresponding Ki values of 16 and 431 nM, and those $(O_H\;and\;O_L)$ for oxomemazine 40 and 60%, with corresponding Ki values of 80 and 1350 nM. However, the inhibition data of both drugs vs $[^3H]QNB$ in ventricle and ileum appeared to obey the law of mass-action (Hill coefficient close to 1). The apparent Ki values of pirenzepine were 850 and 250 nM, and those of oxomemazine 1460 and 570 nM in ventricle and ileum, respectively. Thus, oxomemazine like pirenzepine has high affinity for cerebrum, moderate affinity for ileum and low affinity for ventricle. These results suggest that oxomemazine could recognize the muscarinic receptor subtypes with a high affinity for the $M_1$ sites.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.18 no.11
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• pp.2745-2752
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• 2014

In recent years, Transport Demand Management has been conducted for the efficient management of transport. In ITS applications in particular, the prerequisite is accurate and reliable positioning. However, the major problems are satellite signal outage, and multipath. This paper proposes that outage and multipath measurement can be detected and estimated using elevation angle and signal to noise ratio data association relation in stand-alone GPS. In order to verify the performance of the proposed method, it is then evaluated by the car test. the evaluation test environment has low accuracy and unreliable positioning because of signal outage or multipath such as steep hill and high buildings. In the evaluation test result, 918times abnormal signal occurred and it was confirmed that the proposed method showed more improved 9.48m(RMS) horizontal positioning error than without proposed method.

• Journal of the Korea Society for Simulation
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• v.32 no.1
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• pp.23-34
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• 2023

The purpose of this paper is to review global stochastic optimization algorithms(GSOA) in case binary response experimentation is used and to compare the performances of them. GSOAs utilise estimator of probability of success $\^p$ instead of population probability of success p, since p is unknown and only known by its estimator which has stochastic characteristics. Hill climbing algorithm algorithm, simple random search, random search with random restart, random optimization, simulated annealing and particle swarm algorithm as a population based algorithm are considered as global stochastic optimization algorithms. For the purpose of comparing the algorithms, two types of test functions(one is simple uni-modal the other is complex multi-modal) are proposed and Monte Carlo simulation study is done to measure the performances of the algorithms. All algorithms show similar performances for simple test function. Less greedy algorithms such as Random optimization with Random Restart and Simulated Annealing, Particle Swarm Optimization(PSO) based on population show much better performances for complex multi-modal function.

• Journal of Korea Technology Innovation Society
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• v.15 no.1
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• pp.28-46
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• 2012

This paper proposes the science and technology policy implications of power law in econophysics methodology under the recent convergence technology environment. Empirical results are summarized as follow: first, similar empirical results are showed up using Hill estimates and Rank-1/2 estimates in patent data set during 1990 through 2008. Second, the estimates of power law exponents for technology capability distribution are decreased during the periods. The policy implications for science and technology development draw from the empirical results. First, the fact that the exponents of power law are decreased show the convergence of technology capability among countries. The our country policy directs focus on the innovation strategy rather than imitation strategy. Second, the volatility of technology change results from a few capable technology developers so that policy direct may need to control the technology power in the large technology developer or company. The methodology and analytical results used in the paper may also be useful for consider for the science and technology phenomena such as convergence and divergence of technologies among countries in the world.

• Korean Journal of Soil Science and Fertilizer
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• v.10 no.2
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• pp.85-92
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• 1977

The six soybean cultivars (Lee, Hill, Harosoy, Clark-63 Chippewa and R56-49) different in phosphorus sensitivity were cultured with $NH_4-N$, $NO_3-N$ or urea-N under water culture condition. Free sugars and organic chrematogram. Three peaks (unknown x, y and sucrose) were appeared as considerable main peaks. The X compound appeared as trace in the nitrate fed plant while unexpectedly high in ammonium or urea fed plant. The Y compound tend to decrase in urea fed plant. Sucrose was trace in ammonium fed plant but it was greater in urea onethan in nitrate one. The X was assumed a four carbon sugar acid derived from erythrose or a ring compound derived from purine or pyrimidine. While Y was assumed a hexose derived from glycolysis path. Since Y/x ratio is a good index of phosphorus sensitivity (inve rserelation) these compounds appears keycompounds to elucidate phosphorus sensitivity and ammonium toxicity.

• KOREAN JOURNAL OF CROP SCIENCE
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• v.42 no.6
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• pp.729-738
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• 1997

To estimate the change in rice productivity around lake Juam due to construction of artificial lake, growth, yield components and yield of rice were measured at different locations around lake Juam for three years from 1994 to 1996. Automated weather stations(AWS) were installed nearby the experimental paddy fields, and daily maximum, average and minimum temperature, solar radiation, relative humidity, and precipitation were measured for the whole growing period of rice. Plant height, number of tillers, leaf area and shoot dry weight per hill were observed from 8 to 10 times in the interval of 7 days after transplanting. Yield and yield components of rice were observed at the harvest time. Simulation model of rice productivity used in the study was SIMRIW developed by Horie. The observed data of rice at 5 locations in 1994, 3 locations in 1995 and 4 locations in 1996 were inputted in the model to estimate the unknown parameters. Comparisons between observed and predicted values of shoot dry weights, leaf area indices, and rough rice yield were fairly well, so that SIMRIW appeared to predict relatively well the variations in productivity due to variations of climatic factors in the habitat. Climatic elements prior to as well as posterior to dam construction were generated at six locatons around lake Juam for thirty years by the method of Pickering et al. Climatic elements simulated in the study were daily maximum and minimum temperature, and amount of daily solar radiation. The change in rice productivity around lake Juam due to dam construction were estimated by inputting the generated climatic elements into SIMRIW. Average daily maximum temperature after dam construction appeared to be more or less lower than that before dam construction, while average daily minimum temperature became higher after dam construction. Average amount of daily solar radiation became lower with 0.9 MJ $d^{-1}$ after dam construction. As a result of simulation, the average productivity of habitats around lake Juam decreased about 5.6% by the construction of dam.

• Korean Journal of Heritage: History & Science
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• v.54 no.2
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• pp.38-55
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• 2021

Cherwon Castle is located in Pungcheonwon, Cherwon, in the center of the Korean Peninsula. Currently, it is split across the Demilitarized Zone (DMZ) between the two Koreas. It attracts attention as a symbol of inter-Korean reconciliation and as cultural heritage that serves as data in making important policy decisions on the DMZ. Despite its importance, however, there has not been sufficient investigation and research done on Cherwon Castle. This is due to the difficulty involved in investigation and research and is caused by the site's inaccessibility. As a solution, the current investigative methods in satellite and aerial archeology can be applied to interpret and analyze the structure of Cherwon Castle and the features of its inner space zoning. Cherwon Castle was built on the five flat hills that begin in the northern mountainous hills and stretch to the southwest. The inner and outer walls were built mainly on the hilly ridges, and the palace wall was built surrounding a flat site that was created on the middle hill. For each wall, the sites of the old gates, which were erected in various directions , have been identified. They seem to have been built to fit the direction of buildings in the castle and the features of the terrain. The castle was built in a diamond shape. The old sites of the palace and related buildings and landforms related to water drainage were identified. It was verified that the roads and the gates were built to run from east to west in the palace. In the spaces of the palace and the inner castle, flat sites were created to fit different landforms, and building sites were arranged there. Moreover, the contour of a reservoir that is believed to be the old site of a pond has been found; it lies on the vertical extension of the center line that connects the palace and the inner castle. Between the inner castle and the outer castle, few vestiges of old buildings were found, although many flat sites were discovered. Structurally, Cherwon Castle is rotated about nine degrees to the northeast, forming a planar rectangle. The planar structure derives from the castle design that mimics the hilly landform, and the bending of the southwestern wall also attests to the intention of the architects to avoid the wetland. For now, it is impossible to clearly describe the functions and characters of the building sites inside the castle. However, it is believed that the inner castle was marked out for space for the palace and government offices, while the space between the outer and inner castle was reserved as the living space for ordinary people. The presence of the hilly landform diminishes the possibility that a bangri (grid) zoning system existed. For some of the landforms, orderly zoning cannot be ruled out, as flat areas are commonly seen. As surveys have yet to be conducted on the different castles, the time when the walls were built and how they were constructed cannot be known. Still, the claim to that the castle construction and the structuring of inner spaces were inspired by the surrounding landforms is quite compelling.