• Earthquakes and Structures
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• 제14권5호
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• pp.437-447
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• 2018

Computational cost is one of the major obstacles for detailed risk analysis of structures. This paper puts forward a methodology for efficient probabilistic seismic loss assessment of structures using the Endurance Time (ET) analysis and the first-order reliability method (FORM). The ET analysis efficiently yields the structural responses for a continuous range of intensities through a single response-history analysis. Taking advantage of this property of ET, FORM is employed to estimate the annual rate of exceedance for the loss components. The proposed approach is an amalgamation of two analysis approaches, ET and FORM, that significantly lower the computational costs. This makes it possible to evaluate the seismic risk of complex systems. The probability distribution of losses due to the structural and non-structural damage as well as injuries and fatalities of a prototype structure are estimated using the proposed methodology. This methodology is an alternative to the prevalent risk analysis framework of the total probability theorem. Hence, the risk estimates of the proposed approach are compared with those from the total probability theorem as a benchmark. The results indicate a satisfactory agreement between the two methods while a significantly lower computational demand for the proposed approach.

• 한국항해항만학회지
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• 제33권4호
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• pp.255-261
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• 2009

Prediction of the stability for ships is very complex in reality. In this paper, risk based approach is applied to predict the probability of capsize for a certified ship, which is effected by the forces of sea especially the wave loading Safety assessment and risk analysis process are also applied for the probabilistic prediction of stability for ships. The probability of shipsencountering different waves at sea is calculated by the existed statistics data and risk based models. Finally, ship capsizing probability is calculated according to single degree of freedom(SDF) rolling differential equation and basin erosion theory of nonlinear dynamics. Calculation results show that the survival probabilities of ship excited by the forces of the seas, especially in the beam seas status, can be predicted by the risk based method.

• 한국신뢰성학회지:신뢰성응용연구
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• 제16권1호
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• pp.56-63
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• 2016

Purpose: The purpose of this study is to point out that the Kaplan-Meier method is not valid to calculate the survival probability or failure probability (risk) in the presence of competing risks and to introduce more valid method of cumulative incidence function. Methods: Survival analysis methods have been widely used in biostatistics division. However the same methods have not been utilized in reliability division. Especially competing risks cases, where several causes of failure occur and the occurrence of one event precludes the occurrence of the other events, are scattered in reliability field. But they are not noticed in the realm of reliability expertism or they are analysed in the wrong way. Specifically Kaplan-Meier method which assumes that the censoring times and failure times are independent is used to calculate the probability of failure in the presence of competing risks, thereby overestimating the real probability of failure. Hence, cumulative incidence function is introduced and sample competing risks data are analysed using cumulative incidence function and some graphs. Finally comparison of cumulative incidence functions and regression type analysis are mentioned briefly. Results: Cumulative incidence function is used to calculate the survival probability or failure probability (risk) in the presence of competing risks and some useful graphs depicting the failure trend over the lifetime are introduced. Conclusion: This paper shows that Kaplan-Meier method is not appropriate for the evaluation of survival or failure over the course of lifetime. In stead, cumulative incidence function is shown to be useful. Some graphs using the cumulative incidence functions are also shown to be informative.

• Geomechanics and Engineering
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• 제21권3호
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• pp.289-300
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• 2020

Estimating the damage induced by an explosion around a blast hole has always been a challenging issue in geotechnical engineering. It is difficult to determine an exact dimension for damage zone since many parameters are involved in the formation of failures, and there are some uncertainties lying in these parameters. Thus, the present study adopted a probabilistic approach towards this problem. First, a reliability model of the problem was established and the failure probability of induced damage was calculated. Then, the corresponding exceedance risk curve was developed indicating the relation between the failure probability and the cracked zone radius. The obtained risk curve indicated that the failure probability drops dramatically by increasing the cracked zone radius so that the probability of exceedance for any crack length greater than 4.5 m is less than 5%. Moreover, the effect of each parameter involved in the probability of failure, including blast hole radius, explosive density, detonation velocity, and tensile strength of the rock, was evaluated by using a sensitivity analysis. Finally, the impact of the decoupling ratio on the reduction of failures was investigated and the location of its maximum influence was demonstrated around the blast point.

• 대한토목학회논문집
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• 제36권3호
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• pp.451-461
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• 2016

본 연구의 목적은 소규모 필댐의 지진시 파괴확률을 산정하는 방법과 절차를 예시하고, 지반공학적 정보가 부족한 국내 재해위험 저수지의 지진시 파괴확률을 추정하는 것이다. 이를 위하여, 국내 재해위험 저수지로 지정된 저수지 중 지반공학적인 정보를 얻을 수 있는 7개 저수지에 대해 사건수 분석 기법을 적용하여 지진에 대한 파괴확률을 평가하였으며, 그 방법 및 절차를 예시하였다. 안전진단보고서를 확보한 84개 재해위험 저수지의 댐높이와 여유고와의 관계를 검토하였고, 미공병단 평가도구로 이용되는 파괴확률 산정식을 이러한 댐높이와 여유고와의 관계에 연관시켰다. 이러한 연관관계로부터, 지진시 파괴확률이 '0'이 되는 댐높이-여유고 임계곡선을 도출하였고, 이러한 임계곡선과 7개 저수지에 대해 산정한 지진시 파괴확률로부터 물성확보가 어려운 국내 재해위험 저수지의 개략적인 지진에 대한 파괴확률을 추정하였다.

• 한국환경과학회지
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• 제20권3호
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• pp.321-327
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• 2011

Bootstrap methods is the computer-based resampling method that estimates the standard errors and confidence intervals of summary statistics using the plug-in principle for assessing the accuracy or uncertainty of statistical estimates, and the BCa method among the Bootstrap methods is known much superior to other Bootstrap methods in respect of the standards of statistical validation. Therefore this study suggests the method of the representation and treatment of uncertainty in flood risk assessment and water resources planning from the construction and application of rainfall frequency analysis model considersing the uncertainty based on the nonparametric BCa method among the Bootstrap methods for the assessement of the estimation of probability rainfall and the effect of uncertainty considering the uncertainty of the parameter estimation of probability in the rainfall frequency analysis that is the most fundamental in flood risk assessement and water resources planning.

• 한국항해항만학회지
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• 제35권9호
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• pp.729-733
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• 2011

The maritime risk assessment is important not only to evaluate the safety level of the ports and waterways but also to reduce potential maritime accidents at sea in terms of the proactive measures of the maritime accidents. In this paper, the collision risk assessment in Mokpo waterways has been carried out based on the IALA recommended model, IWRAP. To evaluate the accident probabilities in Mokpo waterways, all data of vessels were collected from AIS and Radar observations data and the computer simulations were carried out. To assess the risk on the traffic, the scenario-base approach has been applied to the Mokpo waterway by using the maritime accident statics over the past 5 years.

• 응용통계연구
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• 제25권5호
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• pp.757-773
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• 2012

Traditional value at risk(S-VaR) has a difficulity in predicting the future risk of financial asset prices since S-VaR is a backward looking measure based on the historical data of the underlying asset prices. In order to resolve the deficiency of S-VaR, an economic value at risk(E-VaR) using the risk neutral probability distributions is suggested since E-VaR is a forward looking measure based on the option price data. In this study E-VaR is estimated by assuming the generalized gamma distribution(GGD) as risk neutral density function which is implied in the option. The estimated E-VaR with GGD was compared with E-VaR estimates under the Black-Scholes model, two-lognormal mixture distribution, generalized extreme value distribution and S-VaR estimates under the normal distribution and GARCH(1, 1) model, respectively. The option market data of the KOSPI 200 index are used in order to compare the performances of the above VaR estimates. The results of the empirical analysis show that GGD seems to have a tendency to estimate VaR conservatively; however, GGD is superior to other models in the overall sense.

• Fisheries and Aquatic Sciences
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• 제24권2호
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• pp.78-88
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• 2021

The annual consumption of fishery products, particularly sea squirt (Halocynthia roretzi), per person has steadily increased in South Korea. However, the quantitative risk of Vibrio parahaemolyticus following intake of sea squirt has not been analyzed. This study focuses on quantitative predictions of the probability of consuming sea squirt and getting of V. parahaemolyticus foodborne illness. The prevalence of V. parahaemolyticus in sea squirt was evaluated, and the time spent by sea squirt in transportation vehicles, market displays, and home refrigerators, in addition to the temperature of each of these, were recorded. The data were fitted to the @RISK program to obtain a probability distribution. Predictive models were developed to determine the fate of V. parahaemolyticus under distribution conditions. A simulation model was prepared based on experimental data, and a dose-response model for V. parahaemolyticus was prepared using data from literature to estimate infection risk. V. parahaemolyticus contamination was detected in 6 of 35 (17.1%) sea squirt samples. The daily consumption quantity of sea squirt was 62.14 g per person, and the consumption frequency was 0.28%. The average probability of V. parahaemolyticus foodborne illness following sea squirt consumption per person per day was 4.03 × 10^-9. The objective of this study was to evaluate the risk of foodborne illness caused by Vibrio parahaemolyticus following sea squirt consumption in South Korea.

• 한국농공학회논문집
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• 제54권6호
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• pp.39-44
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• 2012

Water supply capacity and operational capability in agricultural reservoirs are expressed differently in the limited storage due to seasonal and local variation of precipitation. Since agricultural water supply and demand basically assumes the uncertainty of hydrological phenomena, it is necessary to improve probabilistic approach for potential risk assessment of water supply capacity in reservoir for enhanced operational storage management. Here, it was introduced the irrigation vulnerability characteristic curves to represent the water supply capacity corresponding to probability distribution of the water demand from the paddy field and water supply in agricultural reservoir. Irrigation vulnerability probability was formulated using reliability analysis method based on water supply and demand probability distribution. The lower duration of irrigation vulnerability probability defined as the time period requiring intensive water management, and it will be considered to assessment tools as a risk mitigated water supply planning in decision making with a limited reservoir storage.