• 제목/요약/키워드: Risk Modeling

검색결과 768건 처리시간 0.028초

A rapid modeling method and accuracy criteria for common-cause failures in Risk Monitor PSA model

  • Zhang, Bing;Chen, Shanqi;Lin, Zhixian;Wang, Shaoxuan;Wang, Zhen;Ge, Daochuan;Guo, Dingqing;Lin, Jian;Wang, Fang;Wang, Jin
    • Nuclear Engineering and Technology
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    • 제53권1호
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    • pp.103-110
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    • 2021
  • In the development of a Risk Monitor probabilistic safety assessment (PSA) model from the basic PSA model of a nuclear power plant, the modeling of common-cause failure (CCF) is very important. At present, some approximate modeling methods are widely used, but there lacks criterion of modeling accuracy and error analysis. In this paper, aiming at ensuring the accuracy of risk assessment and minimizing the Risk Monitor PSA models size, we present three basic issues of CCF model resulted from the changes of a nuclear power plant configuration, put forward corresponding modeling methods, and derive accuracy criteria of CCF modeling based on minimum cut sets and risk indicators according to the requirements of risk monitoring. Finally, a nuclear power plant Risk Monitor PSA model is taken as an example to demonstrate the effectiveness of the proposed modeling method and accuracy criteria, and the application scope of the idea of this paper is also discussed.

Windborne debris risk analysis - Part I. Introduction and methodology

  • Lin, Ning;Vanmarcke, Erik
    • Wind and Structures
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    • 제13권2호
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    • pp.191-206
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    • 2010
  • Windborne debris is a major cause of structural damage during severe windstorms and hurricanes owing to its direct impact on building envelopes as well as to the 'chain reaction' failure mechanism it induces by interacting with wind pressure damage. Estimation of debris risk is an important component in evaluating wind damage risk to residential developments. A debris risk model developed by the authors enables one to analytically aggregate damage threats to a building from different types of debris originating from neighboring buildings. This model is extended herein to a general debris risk analysis methodology that is then incorporated into a vulnerability model accounting for the temporal evolution of the interaction between pressure damage and debris damage during storm passage. The current paper (Part I) introduces the debris risk analysis methodology, establishing the mathematical modeling framework. Stochastic models are proposed to estimate the probability distributions of debris trajectory parameters used in the method. It is shown that model statistics can be estimated from available information from wind-tunnel experiments and post-damage surveys. The incorporation of the methodology into vulnerability modeling is described in Part II.

BIM을 이용한 건설리스크 해결 가능성 도출 (Identifying Potential Opportunities of BIM for Construction Risk Management)

  • 원종성
    • 한국건축시공학회:학술대회논문집
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    • 한국건축시공학회 2019년도 추계 학술논문 발표대회
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    • pp.201-202
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    • 2019
  • This paper aimed to identify potential opportunities of building information modeling (BIM) utilization for construction risk management. Construction risk factors and BIM functions were derived through conducting in-depth literature review. Nineteen construction risk factors could be resolved by various BIM functions. Phase planning, site analysis, design authoring, and 3D design coordination were identified as the most efficient BIM functions for construction risk management.

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스마트홈 서비스 환경에서의 보안 위험 분석을 위한 위협 모델링 적용 방안 (Application of Threat Modeling for Security Risk Analysis in Smart Home Service Environment)

  • 이윤환;박상건
    • 전기학회논문지P
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    • 제66권2호
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    • pp.76-81
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    • 2017
  • In this paper, the risk analysis of smart home services was implemented by applying threat modeling. Identified possible threats for safe deployment of smart home services and identified threats through the STRIDE model. Through the creation of the Attack Tree, the attackable risk was analyzed and the risk was measured by applying the DREAD model. The derived results can be used to protect assets and mitigate risk by preventing security vulnerabilities from compromising and identifying threats from adversely affecting services. In addition, the modeled result of the derived threat can be utilized as a basis for performing the security check of the smart home service.

A rolling analysis on the prediction of value at risk with multivariate GARCH and copula

  • Bai, Yang;Dang, Yibo;Park, Cheolwoo;Lee, Taewook
    • Communications for Statistical Applications and Methods
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    • 제25권6호
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    • pp.605-618
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    • 2018
  • Risk management has been a crucial part of the daily operations of the financial industry over the past two decades. Value at Risk (VaR), a quantitative measure introduced by JP Morgan in 1995, is the most popular and simplest quantitative measure of risk. VaR has been widely applied to the risk evaluation over all types of financial activities, including portfolio management and asset allocation. This paper uses the implementations of multivariate GARCH models and copula methods to illustrate the performance of a one-day-ahead VaR prediction modeling process for high-dimensional portfolios. Many factors, such as the interaction among included assets, are included in the modeling process. Additionally, empirical data analyses and backtesting results are demonstrated through a rolling analysis, which help capture the instability of parameter estimates. We find that our way of modeling is relatively robust and flexible.

Risk Assessment for Noncarcinogenic Chemical Effects

  • Kodell Ralph L.
    • 대한예방의학회:학술대회논문집
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    • 대한예방의학회 1994년도 교수 연수회(환경)
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    • pp.412-415
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    • 1994
  • The fundamental assumption that thresholds exist for noncarcinogenic toxic effects of chemicals is reviewed; this assumption forms the basis for the no-observed-effect level/ safety-factor (NOEL/SF) approach to risk assessment for such effects. The origin and evolution of the NOEL/SF approach are traced, and its limitations are discussed. The recently proposed use of dose-response modeling to estimate a benchmark dose as a replacement for the NOEL is explained. The possibility of expanding dose-response modeling of non carcinogenic effects to include the estimation of assumed thresholds is discussed. A new method for conversion of quantitative toxic responses to a probability scale for risk assessment via dose-response modeling is outlined.

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대중매체의 영향과 위험인식 특성: 현대사회 기술위험에 대한 집단인지모델기법 적용 (A Study on Mass Media and Risk Perception: Application of Facilitated Group Modeling to Social Risks)

  • 정익재
    • 한국안전학회지
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    • 제33권2호
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    • pp.124-131
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    • 2018
  • In consideration of limitations of the classic economic approach to risk evaluation and the psychometric analysis of risk perception, this study applies a facilitated modeling technique to a group of college students in Korea. In this group activities, researchers did not provide a pre-selected list of risk items. Instead, 35 participants had group discussions to generate 63 risk items, to rate their risk level and to evaluate their characteristics in terms of the level of knowledge and dreadfulness. This study also analyzes the influence of mass media, online news papers in particular, on risk perception by counting the number of news articles covering key word corresponding risk items generated. The results show that there are significant differences between the rank order of risk items generated by students and that of statistical or objective risk. Psychometric analyses find that the levels of knowledge and dreadfulness have meaningful correlations with risk level. A well known or a dreadful risk demonstrates a high level of risk. Correlation analyses of media coverage and the risk level also re-confirms strong positive relations. The larger number of news articles a risk issue was covered by, the higher level of risk it showed. It means that college students generated risk items on the basis of what they were exposed by media. The role of mass media in risk perception and the importance of risk communication in risk evaluation are underlined. Implications of research findings and future research are discussed as well.

AHP를 활용한 IP-CCTV 위험 결정 모델 (클라우드 컴퓨팅 기반으로) (IP-CCTV Risk Decision Model Using AHP (Cloud Computing Based))

  • 정성후;이경호
    • 정보보호학회논문지
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    • 제28권1호
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    • pp.229-239
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    • 2018
  • 본 논문은 기존의 CCTV가 가진 문제점을 분석하고, 클라우드 컴퓨팅 환경에서의 IP-CCTV를 사용할 때, 보안문제점에 대하여 논한다. 클라우드 서비스 제공과 관련된 보안 위험을 단순히 위험 현상만 제거하는 실수를 줄이기 위해서는 위험 분석과 조치에 대한 효과적인 수행 방법이 필요하다. 이에 따라, Threat Risk Modeling의 STRIDE 모델을 통하여 위협 분석을 하고, 위협 분석된 내용을 토대로 Analytic Hierarchy Process(AHP) 방법론을 사용하여 위험 우선순위를 측정하였으며, 우선순위에 대한 적절한 해결방법이 무엇인지를 분석하였다.

3차원 CG설계를 이용한 실내건축공사의 원가 및 리스크 절감 (Reductions in the Cost and Risk of Interior Construction Using 3D CG Design)

  • 이준섭;방홍순;김옥규
    • 한국건축시공학회:학술대회논문집
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    • 한국건축시공학회 2021년도 봄 학술논문 발표대회
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    • pp.285-286
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    • 2021
  • These days, interior construction is performed to prevent the deterioration of old building finishings or to make distinctive designs. In case of interior construction, a construction cost is estimated through basic 2D drawings in the design step. Accordingly, an efficient construction plan and direction is established according to budget. In such a case, construction is dependent on 2D drawings. At that time, a risk can occur easily. This study is aimed at reducing the cost and risk of interior construction by implementing 3D drawings with the use of the visual data of 2D drawings. For accurate analysis, 2D drawings were completed, and then 3D interior construction modeling for various buildings was conducted with the 3D modeling software 3D Max. According to the 3D modeling, it reduced the cost and risk more than 2D drawings based design, and influenced the improvement in the understanding of orderers and workers.

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Determinant Factors of Firm Risk - Using the Structural Equation Modeling Approach: Evidence from Indonesia

  • WULANDARI, Asih Marini;RAHAYU, Sri Mangesti;SAIFI, Muhammad;NUZULA, Nila Firdausi
    • The Journal of Asian Finance, Economics and Business
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    • 제9권8호
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    • pp.47-55
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    • 2022
  • The purpose of this study was to determine the relationship between company risk and factors such as business size, ownership structure, and leverage. The study was conducted on 142 manufacturing sector companies listed on the Indonesia Stock Exchange from 2013 to 2018. The purposive sampling method was used to select the research sample. The sample size for this study was 21 different companies. The analytical approach uses Structural Equation Modeling (SEM) with WarpPLS. According to the findings of the investigation, the size of the company has a significant influence on both the amount of leverage the company uses and the amount of risk the company takes. The level of leverage is significantly influenced by the ownership structure. However, the ownership structure does not have a significant impact on the level of risk the company; rather, leverage has a big impact on the level of risk the company faces. The findings of this study are helpful to prospective investors in measuring the risk posed by the company to make judgments regarding investments. The findings of this study are also essential for management to consider while controlling the risk of the organization.