• Title/Summary/Keyword: UDD

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Generalized Conversion Formulas between Multiple Decrement Models and Associated Single Decrement Models (다중탈퇴모형과 절대탈퇴모형에서 전환 공식의 일반화)

  • Lee, Hang-Suck
    • The Korean Journal of Applied Statistics
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    • v.21 no.5
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    • pp.739-754
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    • 2008
  • Researches on conversion formulas between multiple decrement models and the associated single decrement models have focused on calculating yearly-based conversion formulas. In practice, actuaries may be more interested in monthly-based conversion formulas. Multiple decrement tables and their associated single decrement tables consist of yearly-based rates of multiple decrements and absolute rates of decrements, respectively. This paper derives conversion formulas from yearly-based absolute rates of decrements to monthly-based rates of decrement due to cause j under the uniform distribution of decrements(UDD). Next, it suggests conversion formulas from monthly-based absolute rates of decrements to monthly-based rates of decrement due to cause j under UDD. In addition, it calculates conversion formulas from yearly-based rates of decrement due to cause j to the corresponding absolute rates of decrements under UDD or constant force assumption. Some numerical examples are discussed.

Study on Assumptions for Fractional Ages in Life Insurance (생명보험에서 수명분포 단수부분에 대한 가정에 관한 연구)

  • Lee, Soo-Bin;Cha, Ji-Hwan
    • The Korean Journal of Applied Statistics
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    • v.25 no.1
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    • pp.1-13
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    • 2012
  • An assumption for fractional ages should be made to obtain the net premium of the whole life insurance payable at the moment of death based on the life table. Most existing studies adopt the assumption of the uniform distribution(UDD) for the fractional ages. However, as seasonal changes may frequently lead to the deaths of elderly people, it is questionable whether the assumption of the uniform distribution is the most appropriate one for the entire age intervals. In this article, based on a real mortality data set, the appropriateness of UDD assumption for the entire age intervals is examined. And then we propose a more suitable model for fractional ages. We analyze the effect of UDD assumption through the net premium and the corresponding risk when the true distribution for the fractional ages is not uniform.

Decrement Models Under Fractional Independence Assumption (소수연령 독립 가정에서 탈퇴율의 성질)

  • Lee, Hang-Suck
    • The Korean Journal of Applied Statistics
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    • v.21 no.6
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    • pp.1045-1063
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    • 2008
  • This paper derives conversion formulas from yearly-based absolute rates of decrements to monthly-based rates of decrement due to cause j under FI (fractional age independence) assumption that is a generalization of UDD assumption. Next, it suggests conversion formulas from monthly-based absoluterates of decrements to monthly-based rates of decrement due to cause j under FI assumption. In addition, it calculates conversion formulas from yearly-based rates of decrement due to cause j to the corresponding monthly-based absolute rates of decrements under FI assumption. Some numerical examples are discussed.

Conversion between Decrement Models using Cubic Spline (삼차 스플라인 보간법을 활용한 탈퇴율 전환방법)

  • Kim, Ju Kyung;Lee, Hangsuck
    • The Korean Journal of Applied Statistics
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    • v.26 no.3
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    • pp.549-568
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    • 2013
  • This paper discusses conversion methods between multiple decrement models and associated single decrement models. One of most popular assumptions on fractional age is UDD(uniform distribution of decrement) or constant force of mortality in actuarial practice. Instead of these assumptions, this paper suggests cubic spline interpolation to approximate the distribution of fractional age with the continuous force of decrements. Conversion formulas are derived. The comparisons of these two methods based on the numerical data show that the cubic spline interpolation approach is more accurate.

A Unified Data Model for Conceptual Data Modeling (개념적 데이타 모델링을 위한 통합 데이타 모델)

  • Nah, Yun-Mook
    • Journal of IKEEE
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    • v.7 no.2 s.13
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    • pp.144-155
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    • 2003
  • In this paper, a conceptual data model, called the UDM(Unified Data Model), to efficiently represent database structures related with object technology and complex structured data, is proposed. This model integrates major features of modern data models, such as E-R model, Semantic Object Model, and UML, especially from the viewpoint of database design. This model is basically a simplified, but extended version of the Object-Relationship Model, which was proposed to model complex structures of temporal-spatial multimedia data. This model incorporates some of the important semantic and structural information of modern database applications and it is designed to support all of the major logical database models, including relational, object-relational, object-oriented, and (semi-)structured databases. A special diagrammatic technique, called the UDD(Unified Data Diagram), is introduced as a tool for database design. Also, possible ways to derive logical views of data from this unified data model are presented. The proposed model can be utilized as a convenient and practical tool for conceptual database designs.

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A Study on Lithium Battery SOH Estimation Using CNN Based on Electric Vehicle Driving Profile (전기 자동차 주행 프로파일 기반 CNN을 이용한 리튬 배터리 SOH 추정 기법 연구)

  • Mun, Taesuk;Han, Dongho;Baek, Jongbok;Kang, Mose;Yoo, Kisoo;Kim, Jonghoon
    • Proceedings of the KIPE Conference
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    • 2020.08a
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    • pp.379-380
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    • 2020
  • 배터리의 효율적인 관리와 안정적인 운영을 위해서는 배터리의 노화에 따른 배터리의 모니터링이 중요하다. 그 중에서도 노화에 대한 문제는 실제 어플리케이션에서 매우 중요하기 때문에 더 정확하고 안정적인 운영을 위해서는 배터리 잔존 수명을 판단하는 지표인 State of Health (SOH)가 필수적이다. 따라서 실험을 통한 UDDS의 전압 차 (Voltage Difference) 이미지를 학습데이터로 구성하여, SOH의 파라미터인 용량을 추정하는 Convolutional Neural Network(CNN) 모델을 제안한다.

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Multi-criteria performance-based optimization of friction energy dissipation devices in RC frames

  • Nabid, Neda;Hajirasouliha, Iman;Petkovski, Mihail
    • Earthquakes and Structures
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    • v.18 no.2
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    • pp.185-199
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    • 2020
  • A computationally-efficient method for multi-criteria optimisation is developed for performance-based seismic design of friction energy dissipation dampers in RC structures. The proposed method is based on the concept of Uniform Distribution of Deformation (UDD), where the slip-load distribution along the height of the structure is gradually modified to satisfy multiple performance targets while minimising the additional loads imposed on existing structural elements and foundation. The efficiency of the method is demonstrated through optimisation of 3, 5, 10, 15 and 20-storey RC frames with friction wall dampers subjected to design representative earthquakes using single and multi-criteria optimisation scenarios. The optimum design solutions are obtained in only a few steps, while they are shown to be independent of the selected initial slip loads and convergence factor. Optimum frames satisfy all predefined design targets and exhibit up to 48% lower imposed loads compared to designs using a previously proposed slip-load distribution. It is also shown that dampers designed with optimum slip load patterns based on a set of spectrum-compatible synthetic earthquakes, on average, provide acceptable design solutions under multiple natural seismic excitations representing the design spectrum.

Decrement Models with an Application to Variable Annuities under Fractional Age Distributions (탈퇴원인별 상이한 소수연령 분포에서 다중탈퇴율 계산과 변액연금에 응용)

  • Lee, Hang-Suck
    • Communications for Statistical Applications and Methods
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    • v.16 no.1
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    • pp.85-102
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    • 2009
  • This paper derives conversion formulas from yearly-based absolute rates of decrements to monthly-based rates of decrement due to cause J under fractional age distributions. Next, it suggests conversion formulas from monthly-based absolute rates of decrements to monthly-based rates of decrement due to cause j under fractional age distributions. In addition, it applies the conversion formulas including a dynamic lapse rate model to variable annuities. Some numerical examples are discussed.