• 한국경영과학회지
• /
• 제22권3호
• /
• pp.175-190
• /
• 1997

Organizational change projects such as Business Process Redisign (BPR) have been perceived to incur high risk due to their high management complexity, enterprise-wide impace, and steep project cost. This research intends to reduce such risk by developing a systematic process redesign methods, called Dynamic Process Modeling (DPM) method. DPM integrates the customer-oriented business process modeling technique with computerized visual simulation technique to promote better understanding of the target process and enable performance simulation of the proposed redesign alternatives prior to actual BPR implementations. For the cusstomer-oriented process modeling, we propose Dynamic-Event Process Chain (Dynamic-EPC) extending from the conceptual customer process model, Event-Process Chain (EPC). We compare DPM with four other implementation-level process modeling methods over eight criteria and demonstrate its effectiveness by applying it to the real-world hospital BPR case.

• 전기학회논문지
• /
• 제60권1호
• /
• pp.32-35
• /
• 2011

The economic value of a wind farm project is influenced by various risk factors such as wind power output and electricity market price. In particular, there is uncertainty in the economic evaluation of a wind farm project due to uncertain wind power outputs, which are fluctuated by weather factors such as wind speed, and volatile electricity market prices. This paper presents a systematic method to assess the economic value and payback period of a wind farm project using Least Square Monte-Carlo (LSMC) simulation. Numerical example is presented to validate the effectiveness of the proposed economic assessment method for a wind farm project.

• 대한전기학회논문지
• /
• 제41권1호
• /
• pp.9-17
• /
• 1992

Proper resource allocation is also a very important topic in power system problems, especially in operation and planning. One such is optimal maintenance problem in operation and planning. Least cost and highest reliability should be the subjects to be pursued. A probabilistic operation simulation model developed recently by authors is applied to the proboem of optimal maintenance scheduling. Three different methods are compared, marginal maintenance cost, levelized risk and maintenance space. The method by the marginal maintenance costs shows the least cost, the highest reliability and the highest maintenance outage rates. This latter characteristics may considerably influence the results of genetation planning, because the usual maintenance outages obtained from the other methods have shown to be lower.

• Journal of applied mathematics & informatics
• /
• 제39권5_6호
• /
• pp.677-688
• /
• 2021

In the modern financial market, the scale of financial instrument transactions in the over-the-counter (OTC) market are increasing. However, in this market, there exists a counterparty credit risk. Herein, we obtain a closed-form solution of power option with credit risks, using the double Mellin transforms. We also use a numerical method to compare the differentiations of option price between the closed-form solution and Monte-Carlo simulation. The result shows that the closed-form solution is precise. In addition, the option's price is sensitive to the exponent of the maturity stock price.

• Communications for Statistical Applications and Methods
• /
• 제28권2호
• /
• pp.171-188
• /
• 2021

Due to an increased demand for longevity risk analysis, various stochastic models have been suggested to evaluate uncertainly in estimated life expectancy and the associated value of future annuity payments. Recently updated data allow us to analyze mortality for a longer historical period and extended age ranges. This study followed up previous case studies using up-to-date empirical data on Korean mortality and the recently developed R package StMoMo for stochastic mortality models analysis. The suitability of stochastic mortality models, focusing on retirement ages, was investigated with goodness-of-fit, validity of models, and ability of generating reasonable sets of simulation paths of future mortality. Comparisons were made across various types of models. Based on the selected models, the variability of important estimated measures associated with pension, annuity, and reverse mortgage were quantified using simulations.

• 한국항해항만학회지
• /
• 제36권10호
• /
• pp.795-801
• /
• 2012

본 논문에서는 요트 계류장과 같은 소형 해상 부유체의 위기수준을 모니터링하기 위한 확률 기반 위기평가기법(Probability based risk Evaluation Techniques, PET)의 이론적인 접근 방법을 기술하였다. PET는 5단계 척도의 위기 기준을 이용한 위기 판단 절차가 핵심 개념이다. 이러한 5단계 척도들은 폐형 공식을 이용한 해상 부유체 운동의 응답함수에 대한 누적확률분포에서 계산했다. 그리고 위기기준을 갖는 PET의 위기판단 절차를 제안하였다. PET의 유용성 검증을 위하여 시뮬레이션 실험을 하였는데, 실험에는 해상 부유체의 운동 측정에 사용할 ADIS16405 센서의 전기특성을 갖는 모의 신호를 이용하였다. 실험결과, PET의 위기평가 오차는 최대 5.0 수준에서 0.38 수준으로 나타났다. 이 결과로부터 제안한 PET가 모니터링 기법으로 사용 가능함을 확인하였다.

• 한국환경보건학회지
• /
• 제38권1호
• /
• pp.73-81
• /
• 2012

Objectives: With the goal of quantifying the risk of children contracting gastroenteritis while playing at interactive waterscape facilities and evaluating the adequacy of current water quality regulations, risk assessment was performed with Escherichia coli as pathogen. Methods: Abundances of E. coli in the waters of interactive water features in South Korea were acquired from survey reports. A gamma distribution describing the volume of water swallowed by children during swimming activities was adopted. Exposure rate and risk were calculated by Monte Carlo simulation and dose-response models for various pathogenic E. coli. Results: E. coli was detected in 25 out of 40 facilities, with range of ~1,600 CFU/100 ml. The abundance fitted an exponential distribution. Simulated exposures ranged ${\sim}1.9{\times}10^{10}$ CFU, varying greater along E. coli abundance than the volume of water. Risk of children being infected by enterohemorrhagic E. coli was high, with range of ~0.85. When E. coli abundance was <200 CFU/100 ml, which is the current government threshold, the risk decreased to <0.43. Although the guideline successfully reduced the risk of adults being infected by a less virulent E. coli strains (<0.03), the risk for children could not be quantified due to lack of dose-response models for those pathogens for children. Conclusions: Under the current guideline, children are at risk of being infected if water is contaminated with by enterohemorrhagic E. coli. For other E. coli strains, the risk appears to be considerably less. The result warrants need for developing dose-response models for children for each pathogenic E. coli strain.

• 한국컴퓨터정보학회논문지
• /
• 제14권10호
• /
• pp.207-215
• /
• 2009

최근 도시화 율이 증가됨에 따라 발생되는 도시의 범죄 예방을 위하여 컴퓨터정보기술과 GIS 기술을 이용한 범죄 공간의 분석에 대한 연구가 활발하게 이루어지고 있다. 본 논문에서는 정적인 환경에서 도시공간정보에 포함된 지역특성을 이용하여 단위 셀별 우범 위험도를 계량화하여 래스터 형태의 확률 지도를 구성하였다. 지형적 특성에 의한 상대적 위험도, 시설물에 의한 상대적 위험도, 수목이나 하천에 의한 위험도 등을 기본으로 하여 위험도 확률 지도를 구축한다. 이를 통합한 위험도 확률 지도를 구할 때는 각각의 단위 위험도에 기후나 계절적 요인에 의해 가중치를 적용한 후 평균하게 된다. 또한 일회성 분석이 아닌 범죄 발생 상대적 위험지수의 패턴을 판독키로 하여 전체 위험도의 확률 지도를 생성하여 이후 발생하는 범죄의 유형을 계량화하는 확률지도에 추가적으로 적용하어 정적인 정보가 아닌 시간의 흐름에 따라 범죄 위험도 확률지도가 달라질 수 있는 모델과 시뮬레이션 하는 방법론을 제안하였다.

• Journal of Electrical Engineering and Technology
• /
• 제9권6호
• /
• pp.1789-1794
• /
• 2014

This paper suggests an application method for a superconducting fault current limiter (SFCL) using an evaluation index to estimate the risk regarding the short-circuit capacity of the circuit breaker (CB). Recently, power distribution systems have become more complex to ensure that supply continuously keeps pace with the growth of demand. However, the mesh or loop network power systems suffer from a problem in which the fault current exceeds the short-circuit capacity of the CBs when a fault occurs. Most case studies on the application of the SFCL have focused on its development and performance in limiting fault current. In this study, an analysis of the application method of an SFCL considering the risk of the CB's short-circuit capacitor was carried out in situations when a fault occurs in a loop network power system, where each line connected with the fault point carries a different current that is above or below the short-circuit capacitor of the CB. A loop network power system using PSCAD/EMTDC was modeled to investigate the risk ratio of the CB and the effect of the SFCL on the reduction of fault current through various case studies. Through the risk evaluations of the simulation results, the estimation of the risk ratio is adequate to apply the SFCL and demonstrate the fault current limiting effect.

• 한국농공학회논문집
• /
• 제50권4호
• /
• pp.17-24
• /
• 2008

Exposure risk assessment of pesticide molinate using the RICEWQ model in a rice paddy plot was performed to observe the effects of various water and pesticide management scenarios. Several scenarios were developed to represent the specific water and pesticide management practices of rice cultivation in Korea. The results of the scenario analysis using the RICEWQ model simulation from the previous studies were analysed. The molinate risk for aquatic organisms is evaluated by the ratio of the predicted environmental concentration(PEC) and the predicted no-effect concentration(PNEC). The results showed that the no-effect periods for aquatic organisms for the deep, shallow and very shallow irrigation conditions were 33.3, 28.9 and 25.6 DATs for the lable rate application and 36.4, 33.7 and 30.8 DATs for the double lable rate application, respectively. The higher application rate showed greater exposure risk to the aquatic organisms. Based on this study, the withholding period of molinate practiced in Korea, that is 3 to 4 DATs, must be much longer. The results of this study can be used for the non-point source pollution control and environmental policy making regarding pesticides.