• Communications for Statistical Applications and Methods
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• 제24권3호
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• pp.211-226
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• 2017

The chain-ladder method, for which run-off data is employed is popularly used in the rate-adjustment and loss-reserving practices of non-life-insurance and health-insurance companies. The method is applicable when the underlying assumption of a consistent development pattern is in regards to a cumulative loss payment after the occurrence of an insurance event. In this study, a modified chain-ladder algorithm is proposed for when the assumption is considered to be only partially appropriate for the given run-off data. The concept of a structural-change point in the run-off data and its reflection in the estimation of unpaid loss amounts are discussed with numerical illustrations. Experience data from private health insurance coverage in Korea were analyzed based on the suggested method. The performance in estimation of loss reserve was also compared with traditional approaches. We present evidence in this paper that shows that a reflection of a structural-change point in the chain-ladder method can improve the risk management of the relevant insurance products. The suggested method is expected to be utilized easily in actuarial practice as the algorithm is straightforward.

• 한국산림과학회지
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• 제82권3호
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• pp.283-291
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• 1993

이 연구는 삼림(森林)의 이수기능(理水機能) 및 환경보전(環境保全) 영향효과(影響效果)를 수량적(數量的)으로 구명(究明)하기 위하여 우리나라 남부지방에 위치한 서울대학교 농생대 부속 남부연습림(전남 광양군 옥룡면 추산리)내 북문골소유역(小流域)과 바람골소유역(小流域)의 2개 삼림소유역(森林小流域)에 자기우량계(自記雨量計), 직사각형 웨어 및 자기수위계(自記水位計)등의 삼림수문관측시설(森林水文觀測施設)을 설치하여 1991년 5월 11일부터 1992년 12월 31일까지 각 유역(流域)의 유출량(流出量), 유출유형(流出類型) 등의 개별(個別) 수문인자(水文因子)를 측정(測定) 분석(分析)하였다. 또한 1991년 5월부터 10월까지 수관차단(樹冠遮斷) 손실량(損失量), 수간유하우량(樹幹流下雨量) 및 수관통과우량(樹冠通過雨量) 등 개별 수문현상을 정량적(定量的)으로 측정(測定) 분석(分析)하여 삼림(森林)의 이수기능(理水機能)을 수량화(數量化)하여 기초수문자료를 제공하고자 이 연구를 수행하였다. 연구 기간동안 추산지역의 강우량은 1991년 5월부터 12월까지는 1,306.6mm, 1992년 1월부터 12월까지는 1,143.4mm이었다. 총강우량에 대한 수관차단율(樹冠遮斷率)은 소나무림에서 27.0%, 테다소나무림에서 24.3%였다. 삼림소유역(森林小流域)의 유출율(流出率)은 북문골소유역에서는 48.87, 바람골소유역에서는 41.19%이었다.

• 한국농공학회지
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• 제22권2호
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• pp.55-63
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• 1980

To study run-off characteristics in the small watersheds in Korea, investigations had been carried out for a period of 4 years from 1972 to 1975 in the sample watersheds. The samples were selected in four major river basins such as the Han River, the Keum River, the Nakdong River and the Yongsan River. Water levels and rainfall data had been. collected from each sample area where the measuring instruments were installed. The findings of this investigation can be summarized as follows; 1. With an average runoff rate of 60% in the sample watersheds, the average runoff rate. in each sample proved to be as below; the Han River Basin : 41.4% the Keum River Basin : 61.7% the Nakdong River Basin : 69.4% the Yong San River Basin : 69.2% 2. The base flow rate in the sample watersheds proved to be 8.1 mm/month. 3. A comparison of the runoff obtained from actual measurements made and that calculated by the Kaijyama formula showed that the latter is 9.1% lower than the former.

• 한국환경과학회지
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• 제22권5호
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• pp.555-562
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• 2013

Jeju Island, the heaviest raining area in Korea, is a volcanic Island located at the southernmost of Korea, but most streams are of the dry due to its hydrological/geological characteristics different from those of inland areas. Therefore, there are limitations in applying the results from the mainland to the studies on stream run-off characteristics analysis and water resource analysis of Jeju Island. In this study, the SWAT(soil & water assessment tool) model is used for the Hwabuk stream watershed located east of the downtown to calculate the long-term stream run-off rate, and WMS(watershed modeling system) and HEC-HMS(hydrologic modeling system) models are used to figure out the stream run-off characteristics due to short-term heavy rainfall. As the result of SWAT modelling for the long-term rainfall-runoff model for Hwabuk stream watershed in 2008, 5.66% of the average precipitation of the entire basin was run off, with 3.47% in 2009, 8.12% in 2010, and root mean square error(RMSE) and determination coefficient($R^2$) was 496.9 and 0.87, respectively, with model efficient(ME) of 0.72. From the results of WMS and HEC-HMS models which are short-term rainfall-runoff models, unless there was a preceding rainfall, the runoff occurred only for rainfall of 40mm or greater, and the run-off duration averaged 10~14 hours.

• The Journal of Asian Finance, Economics and Business
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• 제8권4호
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• pp.673-685
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• 2021

This study aims to determine theoretically the best workers layoff/training strategy that entrepreneurs should apply to manage the COVID-19 crisis successfully. It also examines the impacts of the Saudi government's emergency measures on firm performance. The paper develops a theoretical framework in which the optimal control technics is applied to model the entrepreneur's hiring, layoff, and training behaviors. The results show that, during the current COVID-19 pandemic, the entrepreneur should first lay off the less productive workers to reduce labor costs. As more and more inefficient workers quit and profit increases, the entrepreneur starts expanding his activity and training workers. In the long run, only the training activity allows the firm efficiency to grow at a constant rate. This finding suggests that the key to long-run economic recovery in Saudi Arabia will rely on training, innovation, and adaptability to the new digital environment. The paper also shows that the Saudi government initiative of covering 60% of salaries for the small- and medium-sized entrepreneurs during the COVID-19 pandemic will enhance training activities in small- and medium-sized enterprises and improve their efficiency in both the short and long run. This policy will also prevent Saudi entrepreneurs from laying off half of their staff.

• 한국토양비료학회지
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• 제41권6호
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• pp.374-378
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• 2008

기존의 전량집수법은 유실된 토양과 물을 전부 채취하기 위하여 시험대상지 하부에 낙차를 두어 일정규모의 집수조를 설치하여야 하고, 유실 토양과 유출 수를 측정한 후에는 집수조 내부의 토양과 물을 전부 제거해야 하므로 집수조의 설치 및 관리에 많은 노력과 비용이 소요된다. 이러한 집수구 설치 및 관리상의 문제점을 개선하기 위하여 토양보전시험연구를 위하여 장소선정이 용이하고, 시험포장에서 배출되는 토양유실 및 유출수의 측정과 시료채취 작업이 간편한 회전분할집수기를 제작하여 기존의 표준방법과 비교하였다. 농경지에서 유실되는 토양과 물을 일정 비율로 채취하기 위하여 집수기의 원형판을 8부분으로 분할하여 각 날개에 일정량의 물이나 토양이 채워지면 무게 중심이 아래로 이동하는 방법으로 소량의 물이나 토양에 의해 자체 회전하면서 시료 중 일부만 채취하도록 하였고, 집수기 자체의 각도를 기울여 각각의 날개에 채워진 유출수와 유실토양은 원형판이 가장 낮은곳에서 회전할 때 비워지도록 하였다. 회전분할집수기의 정밀도를 비교하기 위하여 실내실험으로 유수량을 $1{\sim}10L\;min^{-1}$로 조절하여 유출수량과 회전분할집수기의 채취량을 비교한 결과 고도의 직선적인 정의상관 ($r=0.997^{***}$)을 보였으며, 야외 시험포장에서 회전분할집수기 시제품을 설치하여 측정한 결과 집수비율은 토양 유실량 및 물 유출량이 많을수록 정밀도가 높았다.

• 한국운동역학회지
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• 제23권3호
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• pp.225-233
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• 2013

The purpose of this study was to estimate the potential injury via analyzing ground reaction force components that were resulted from a prolonged-run-induced fatigue. For the present study, passive and active components of the vertical ground reaction force were determined from time and frequency domain. Shear components of GRF also were calculated from time and frequency domain. Twenty subjects with rear foot contact aged 20 to 30, no experience in injuries of the extremities, were requested to run on the instrumented tread-mill for 160 minutes at their preference running speed. GRF signals for 10 strides were collected at 5, 35, 65, 95, 125, and 155 minute during running. In conclusions, there were no significant difference in the magnitude of passive force, impact load rate, frequency of the passive and active components in vertical GRF between running times except the magnitude of active force (p<.05). The magnitude of active force was significantly decreased after 125 minute run. The magnitude of maximum peak and maximum frequency of the mediolateral GRF at heel strike and toe-off have not been changed with increasing running time. The time up to the maximum peak of the anteroposterior at heel-strike moment tend to decrease (p<.05), but the maximum peak and frequency of that at heel and toe-off moment didn't depend significantly on running time.

• 한국농공학회지
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• 제20권3호
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• pp.4724-4731
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• 1978

Using hydrometric data from an upland river in North Wales, a relationship between rate of river flow and water stored within the catchment area (catchment storage) is assumed to exist, and is evaluated from an analysis of winter recession curves. This storage/river flow relationship, when combined with water balance equations, produces a set of equations which may be used for "routing" input of rainfall through a storage with defined outflow characteristics, providing a straightforward method of flood prediction and analysis from rainfall data. Recorded and predicted flood hydrographs are compared, and the effectiveness and limitations of the method are considered. The development of a complete mathematical model, embodying the storage/river flow relationship, and suitable for generation of continuous run-off records from rainfall and evaporation data, is also considered.

• The Journal of Asian Finance, Economics and Business
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• 제7권10호
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• pp.543-553
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• 2020

This paper examines the effect of COVID-19 pandemic on the Philippine stock exchange, peso-dollar rate and retail price of diesel using robust least squares regression and vector autoregression (VAR). The robust least squares regression using MM-estimation method concluded that COVID-19 daily infection has negative and statistically significant effect on the Philippine stock exchange index, peso-dollar exchange rate and retail pump price of diesel. This is consistent with the results of correlation diagnostics. As for the VAR model, the lag values of the independent variable disclose significance in explaining the Philippine stock exchange index, peso-dollar exchange rate and retail pump price of diesel. Moreover, in the short run, the impulse response function confirmed relative effect of COVID-19 daily infections and the variance decomposition divulge that COVID-19 daily infections have accounted for only minor portion in explaining fluctuations of the Philippine stock exchange index, peso-dollar exchange and retail pump price of diesel. In the long term, the influence levels off. The Granger causality test suggests that COVID-19 daily infections cause changes in the Philippine stock exchange index and peso-dollar exchange rate in the short run. However, COVID-19 infection has no causal link with retail pump price of diesel.

• 한국해양학회지
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• 제28권2호
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• pp.121-131
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• 1993

연구에서는 서해 중부역(태안반도 부근)에 형성되는 조석전선을 3차원 해수유동 모델(Semtner, 1974) 과 Simpson & Hunter (1974)의 혼합효율(mixing efficiency)개념 을 발전시킨 혼합을 개념을 이용하여 계산하였다. 모델을 구성하는데 있어서 모델 영 역의 남·북에 위치한 개방경계에는 간단한 radiation condition을 적용하였으며, 동 계 외양조건을 초기조건으로 하여 표층의 지속적인 열에너지 공급 및 공간적으로 상이 한 수직혼합 작용에 의해 형성되는 조석전선을 계산하였다.