• Journal of the Korean Data and Information Science Society
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• v.26 no.2
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• pp.323-334
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• 2015

he current VaR model based on the J.P. Morgan's RiskMetrics structurally can not reflect the future economic situation. In this study, we propose a One-factor model resulting from the Wiener stochastic process decomposed into a systematic risk factor and an idiosyncratic risk factor. Therefore, we are able to perform a preemptive risk management by means of reflecting the predicted common risk factors in the model. Stocks in the portfolio are satisfied with the independence to each other because the common factors are fixed by the predicted value. Therefore, we can easily determine the investment in each stock to minimize the variance of the portfolio. In addition, the portfolio VaR is decomposed into the sum of the individual VaR. So we can effectively implement the constitution of the portfolio to meet the target maximum losses.

• Nuclear Engineering and Technology
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• v.21 no.3
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• pp.171-185
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• 1989

On the basis of equal health hazard risk, economic assessment of nuclear was compared with that of coal for the expansion planning of electric power generation in the year 2000. In comparing health risks, the risk of coal was roughly ten times higher than that of nuclear according to various previous risk assessments of energy system. The zero risk condition can never be achievable. Therefore, only excess relative health risk of coal over nuclear was considered as social cost. The social cost of health risk was estimated by calculation of mortality and morbidity costs. Mortality cost was ＄250,000 and morbidity cost was ＄90,000 in the year 2000.(1986US＄) Through Cost/Benefit Analysis, the optimal emission standards of coal-fired power generation were predicted. These were obtained at the point of least social cost for power generation. In the year 2000, the optimal emission standard of SOx was analyzed as 165ppm for coal-fired power plants in Korea. From this assessment, economic comparison of nuclear and coal in the year 2000 showed that nuclear would be more economical than coal, whereas uncertainty of future power generation cost of nuclear would be larger than that of coal.

• Korean Journal of Veterinary Research
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• v.45 no.2
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• pp.223-231
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• 2005

A quantitative risk assessment tool was used to provide estimates of the probability that foot-and-mouth (FMD) virus-contaminated, smuggled animal products are fed to susceptible swine in Korea. Sensitivity analyses were conducted to attempt to distinguish between parameter uncertainty and variability, using different assumptions on the effect of cooking at home, the effect of the fresh meat, and the effect of heat treatment at garbage processing facility. The median risk estimate was about 20.1% with a mean value of 27.4%. In a scenario regarding all beef and pork were considered as fresh meat the estimated median risk was 3.4%. The risk was greatly dependent on the survival parameters of the FMD virus during the cooking or heat treatment at garbage processing facility. Uncertainty about the proportion of garbage that is likely contaminated with FMD had a major positive influence on the risk, whereas conversion rate representing the size of a load had a major negative effect. This model was very useful in assessing the risk explored. However, the model also requires enhancements, such as the availability of more accurate data to verify the various assumptions considered such as FMD prevalence in a specific country, proportion of garbage which is recycled as feed, proportion of food discarded as garbage. Other factors including the effect of selection of animals for slaughter, ante- and post-mortem inspection, the domestic distribution of the smuggled products, and susceptible animals other than pigs, are need to be taken into account in the future model development.

• Journal of Korean Clinical Nursing Research
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• v.26 no.2
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• pp.265-273
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• 2020

Purpose: The purpose of this study was to test the predictive validity of the Fall Assessment Scale-Korean version (FAS-K) and to find the most appropriate cutoff score to screen high-risk fall groups in adult patients in general hospitals in Korea. Methods: We performed a prospective evaluation study in medical and surgical ward patients at two major general hospitals in Seoul. Data were collected from Nov. 1, 2018 to Feb. 28, 2019, nurses performed 651 observation series. The researcher measured the fall risk assessment score by applying FAS-K, MFS (Morse Fall Scale), and JHFRAT (Johns Hopkins Hospital Fall Risk Assessment tool) to the patients twice a week between 10 am and 12 noon. Data were analyzed using Pearson's corelation coefficients, and the sensitivity, specificity, predictive value, and the area under the curve (AUC) of the three tools. Results: The FAS-K was positively correlated with the MFS (r=.70, p<.001) and the JHFRAT (r=.82, p<.001). According to the receiver operating characteristics (ROC) curve analysis of the FAS-K, sensitivity, specificity, and positive and negative prediction values were 85.3%, 49.4%, 8.5%, and 98.4%, respectively, when the FAS-K score was 4. Therefore, the cut-off score of the FAS-K to identify groups with high fall risk was 4. Conclusion: The FAS-K is a valid tool for measuring fall risk in adult inpatients. In addition, the FAS-K score, 4, can be used to identify high-risk fall groups and know specific points in time to provide active interventions to prevent falls.

• Journal of Gastric Cancer
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• v.19 no.3
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• pp.278-289
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• 2019

Purpose: Phase angle obtained using bioelectrical impedance analysis (BIA) provides a relatively precise assessment of the nutritional status of elderly patients. This study aimed to evaluate the significance of phase angle as a risk factor for complications after gastrectomy in elderly patients. Materials and Methods: We evaluated 210 elderly patients (aged ${\geq}65years$) who had undergone gastrectomy for gastric cancer between August 2016 and August 2017. The phase angle cutoff value was calculated using receiver operating characteristic curve analysis according to sex. A retrospective analysis regarding the correlation between early postoperative complications and well-known risk factors, including the phase angle, was performed. Results: Multivariate analysis revealed that the presence of two or more comorbidities (odds ratio [OR], 3.675) and hypoalbuminemia (OR, 4.059) were independent risk factors for overall complications, and female sex (OR, 2.993) was independent risk factor for severe complications. A low phase angle (OR, 2.901 and 4.348, respectively) and total gastrectomy (OR, 4.718 and 3.473, respectively) were independent risk factors for both overall and severe complications. Conclusions: Our findings show that preoperative low phase angle predicts the risk of overall and severe complications. Our findings suggest that BIA should be performed to assess the risk of postoperative complications in elderly patients with gastric cancer.

• Annals of Occupational and Environmental Medicine
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• v.35
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• pp.3.1-3.11
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• 2023

Background: Studies on the risk of mercury (Hg) in Korean fishery products focus primarily on total Hg levels as opposed to methylmercury (MeHg) levels. None of the few studies on MeHg in tuna investigated tuna from Japanese restaurants. Few have evaluated lead (Pb), cadmium (Cd) and arsenic (As) in tuna. Thus, this study aimed to conduct a risk assessment by evaluating heavy metal concentrations in tuna from Japanese restaurants. Methods: Thirty-one tuna samples were collected from Japanese restaurants in the Republic of Korea. They were classified according to region and species. The concentration of heavy metals in the samples was analyzed using the Ministry of Food and Drug Safety Food Code method. The rate of exceedance of maximum residue levels (MRLs) and the risk compared to the provisional tolerable weekly intake (PTWI) set by the Joint Food and Agriculture Organization/World Health Organization Expert Committee on Food Additives (%PTWI) were evaluated for risk assessment. Results: The mean of MeHg, Pb, Cd and As concentrations were 0.56 ± 1.47 mg/kg, 33.95 ± 3.74 ㎍/kg, 14.25 ± 2.19 ㎍/kg and 1.46 ± 1.89 mg/kg, respectively. No sample exceeded the MRLs of Pb and Cd, but 9.7% of the samples exceeded the MRL of MeHg. The %PTWIs of MeHg, Pb, Cd and As were 4.2037, 0.0162, 0.0244 and 1.1627, respectively. The %PTWI of MeHg by age group and sex was highest among men aged 19-29 years (10.6494), followed by men aged 30-49 years (7.2458) and women aged 19-29 years (4.8307). Conclusions: We found that 3 out of 31 samples exceeded the MRL of MeHg. The %PTWI of MeHg showed significant differences based on age and sex, and the value was likely to exceed a safe level depending on individuals' eating behaviors. Therefore, improved risk management for MeHg is required.

• Korea Trade Review
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• v.44 no.2
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• pp.21-35
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• 2019

This study analyzes factors that affect the corporate value of Korean companies operating in Latin American countries. Primary factors are associated with characteristics of the host country, the parent company, and subsidiaries. Empirical results show that asset specificity is the main factor influencing firm value. This region is geographically far from Korea and culturally different. Therefore, the source of competitive advantage such as asset specificity should be large enough to offset liability of foreignness for successful entry into the region. This paper also found that joint ventures are more advantageous than direct investments. Joint ventures in Latin American can minimize risk, complement technology and information, and reduce trade barriers.

• Asia pacific journal of information systems
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• v.32 no.3
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• pp.477-495
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• 2022

This paper proposes how to design and implement data-driven strategies by investigating how a firm can increase its value using data science. Drawing on prior studies on architectural innovation, a behavioral theory of the firm, and the knowledge-based view of the firm as well as the analysis of field observations, the paper shows how data science is abused in dealing with meso-level data while it is underused in using macro-level and alternative data to accomplish machine-human teaming and risk management. The implications help us understand why some firms are better at drawing value from intangibles such as data, data-science capabilities, and routines and how to evaluate such capabilities.

• Korean Journal of Environmental Agriculture
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• v.30 no.3
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• pp.316-322
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• 2011

BACKGROUND: Pesticides concentration was monitored in 50 agricultural lakes, and ecological risk for aquatic organism was assessed using risk quotient (RQ) and probabilistic methods. METHODS AND RESULTS: Pesticides concentrations detected in 50 agricultural lakes during peak season (June and September) were in the range of $0.17{\sim}0.99{\mu}g/L$. The RQ for algae and the other species was estimated to be 0.25 and below 0.01, indicating medium risk and no risk. Oxadiazon predominantly contributed to RQ value of 99% for algae, fishes, and amphibians. In terms of hazardous concentration at 5% of species ($HC_5$), ecological risk quotients (ERQ) for oxadiazon ranged from 0.18~0.33, showing a medium risk level. Overall, the concentrations of pesticides were much lower than $HC_5$), value. Probability of combined ecological risk for pesticides ranged from 1.82% to 2.41%. CONCLUSION(s): Combined ecological risk probability did not exceed the acceptable level of 5%, indicating no ecological risk for selected aquatic species. This study suggests that regular ecological risk assessment (ERA) will be required to protect and manage an agricultural lake. Not only ERA at screening level by comparing exposure with toxic effects for aquatic species also advanced ERA technique considering species in indigenous to Korea, chronic toxicity, pulse dose, fate, and environmental factors should be required.

• Journal of radiological science and technology
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• v.31 no.3
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• pp.249-258
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• 2008

Purpose : Abdominal obesity with visceral fat accumulation have been known to be intimately associated with the development of metabolic syndrome. Therefore, it is important to estimate the precise amount of visceral fat. Ultrasonography has been reported that it is a simple and noninvasive method for visceral fat evaluation. Purpose of this study is to evaluate the association of ultrasonographic visceral fat thickness, anthropometric indexes, and risk factor of metabolic syndrome, and to investigate the cut-off value of abdominal visceral fat thickness leading to increased risk of metabolic syndrome. Materials and methods : The subject included 200 men and 200 women who visited D healthcare center in Daejeon from January to April 2008. The subcutaneous fat thickness and visceral fat thickness were measured by ultrasonograph. As anthropometric index, we measured body mass index, waist circumference and waist/height ratio. As for the risk factor of metabolic syndrome, we measured blood pressure, high density lipoprotein cholesterol, triglyceride and fasting serum glucose. Results : VFT was significantly correlated with waist circumference, (r=0.683/M, r=0.604/F), waist to height ratio (r=0.633/M, r=0.593/F) and BMI (r=0.621/M, r=0.534/F) in both men and women. In addition it was significantly correlated with Systolic blood pressure (r=0.229/M, r=0.232/F), Diastolic blood pressure ((r=0.285/M, r=0.254/F), high density cholesterol (r=-0.254/M, r=-0.254/F), Triglyceride (r=0.475/M, r=0.411/F), and Fasting blood sugar (r=0.158/M, r=0.234/F) in both men and women. The cut-off value of visceral fat thickness leading to the increased risk of metabolic syndrome was 4.58cm (sensitivity89.2%, specificity 71.2%) in men and 3.50cm (sensitivity61.2% specificity 80.8%) in women respectively. The odds ratio of the risk of metabolic syndrome was dramatically increased with the abdominal visceral fat thickness level over 6cm in men and 5cm in women. Conclusion : The visceral fat thickness using ultrasonography was significantly correlated with anthropometric indexes and risk factors of metabolic syndrome in both men and women. The cut-off value of visceral fat thickness leading to the increased risk of metabolic syndrome was 4.58cm in men and 3.50cm in women.