• 제목/요약/키워드: Variable Rate

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Cox 비례위험모형을 이용한 변액연금 해지율의 추정 (Estimation of lapse rate of variable annuities by using Cox proportional hazard model)

  • 김유미;이항석
    • Journal of the Korean Data and Information Science Society
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    • 제24권4호
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    • pp.723-736
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    • 2013
  • 해약율의 추정은 최근 보험제도의 변화 (국제회계기준의 도입에 따른 현금흐름방식의 가격산출체계 시행, 무해약환급금 보험상품의 판매 허용 등)에 따라 보험료의 결정과 손익분석 그리고 리스크 관리 등에 있어서 중요한 요소로 부각되고 있다. 특히, 변액연금은 최저보증옵션으로 인하여 보험계약자의 해약요소가 중요시되고 다른 보험 상품에 비해 복잡하므로 차별성 있는 통계모형의 선택과 분석이 필요하다. 기존의 해약률 연구는 실태분석 또는 회귀분석을 위주로 모형화하는 것에 초점이 맞추어져 있었으나 본 연구에서는 변액연금 계약과 관련된 여러 변수와 최저보증옵션을 반영하기 위하여 생존분석기법 중 하나인 Cox 비례위험모형을 이용하여 해지율을 추정하였다. 변액연금 해지율에 영향을 미치는 주요변수로는 납입방법, 보험료, 보험기간 대비 유지기간, 계약자적립금 대비 최소보증금, 계약자연령이 있으며 본 연구에서는 이에 관하여 분석해보았다.

석탄화력발전대비 LNG복합화력발전 환경성 및 경제성 비용분석에 관한 연구 (A Study on Environmental and Economic Cost Analysis of Coal Thermal Power Plant Comparing to LNG Combined Power Plant)

  • 김종원
    • 아태비즈니스연구
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    • 제9권4호
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    • pp.67-84
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    • 2018
  • This study is about comparing coal thermal plant to LNG combined power plant in respect of environmental and economic cost analysis. In addition sensitive analysis of power cost and discount rate is conducted to compare the result of change in endogenous and exogenous variable. For environmental assessment, when they generate 10,669GWh yearly, coal thermal power plant emits sulfur oxides 959ton, nitrogen oxide 690ton, particulate matter 168ton and LNG combined power plant emits only nitrogen oxide 886ton respectively every year. Regarding economic cost analysis on both power plants during persisting period 30 years, coal thermal power plant is more cost effective 4,751 billion won than LNG combined taking in account the initial, operational, energy and environmental cost at 10,669GWh yearly in spite of only LNG combined power plant's energy cost higher than coal thermal. In case of sensitive analysis of power cost and discount rate, as 1% rise or drop in power cost, the total cost of coal thermal power plant increases or decreases 81 billion won and LNG combined 157 billion won up or down respectively. When discount rate 1% higher, the cost of coal thermal and LNG combined power plant decrease 498 billion won and 539 billion won for each. When discount rate 1% lower, the cost of both power plant increase 539 billion won and 837 billion won. With comparing each result of change in power cost and discount rate, as discount rate is weigher than power cost, which means most influential variable of power plan is discount rate one of exogenous variables not endogenous.

원가기반 제한경쟁과 비용왜곡 요인 -변동비 반영 전력시장에서의 실제변동비 반영사례를 중심으로- (Limited Cost-Based Competition and the Cost Distortion Factor - How Real Variable Costs are Reported in Cost-Base Pool of Korean Power Market -)

  • 김명석;조성봉
    • 자원ㆍ환경경제연구
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    • 제23권3호
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    • pp.497-513
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    • 2014
  • 비용을 보상하는 원가규제 방식으로 알려진 투자보수율 규제 또는 총괄원가주의 규제의 경우 피규제자는 비용을 부풀리려는 유인을 갖게 마련이다. 그런데 생산공장별 원가를 규제자가 파악하고 이들 간의 경쟁을 유도하는 경우에는 단기적으로 '수인의 딜레마' 상황이 나타나 원가 과대보고와는 방향이 다른 원가 과소보고 방향으로의 비용왜곡 요인이 발생할 수 있다. 변동비 반영 전력시장의 경우 발전기의 운전시간이 늘어날수록 실제변동비와 등록변동비 간의 차이는 점점 커지게 되지만 복합화력 발전사들은 가동률과 발전량을 높게 유지하기 위해 등록변동비를 유지시키려는 전략적 선택을 할 수 있다. 그 결과 궁극적으로 수익성이 악화되고 신규설비에 대한 투자를 유도하지 못하며 설비예비율은 적정 이하로 떨어지는 '수인의 딜레마' 상황이 나타날 수 있다. 이에 따라 발전사들의 자기변동비가 실제 효율과 유사하도록 관련 규정을 개정할 필요가 있다.

H.264 표준에서 가중된 다중 참조 블록을 이용한 효율적인 VLC 표 예측 방법 (An Efficient VLC Table Prediction Scheme for H.264 Using Weighting Multiple Reference Blocks)

  • 허진;오관정;호요성
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2005년도 추계종합학술대회
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    • pp.39-42
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    • 2005
  • H.264, a recently proposed international video coding standard, has adopted context-based adaptive variable length coding (CAVLC) as the entropy coding tool in the baseline profile. By combining an adaptive variable length coding technique with context modeling, we can achieve a high degree of redundancy reduction. However, CAVLC in H.264 has weakness that the correct prediction rate of the variable length coding (VLC) table is low in a complex area, such as the boundary of an object. In this paper, we propose a VLC table prediction scheme considering multiple reference blocks; the same position block of the previous frame and the neighboring blocks of the current frame. The proposed algorithm obtains the new weighting values considering correctness of the VLC table for each reference block. Using this method, we can enhance the prediction rate of the VLC table and reduce the bit-rate.

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소재 제거율을 고려한 이송속도 가변형 NURBS 보간기 (Variable Feedrate Interpolator for NURBS Curve Considering Material Removal Rate)

  • 마르첸코티혼;고태조;김희술;김정현
    • 한국공작기계학회논문집
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    • 제12권2호
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    • pp.1-8
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    • 2003
  • Conventionally used linear or circular interpolator is undesirable for the precision machining of 3D free-form surface as the following reason: the transmission errors due to the huge number of data, discontinuity of segmentation, unsmooth motion speed. To this regard, modern CNC machine tools are designed with the function of machining arbitrary parametric curves. However, these systems don't consider the adaptive federate, which dominates the quality of the machining process. This paper proposes a NURBS interpolator for the constant material removal rate. That is accomplished by the variable federate using curvature of curve. The curvature-compensated feederate system has important Potential applications in ensuring part accuracy and protecting cutting tool. The simulated result show it can be applicable to the real machining.

불완전 채널 환경에서 가변 전송율을 갖는 초광대역 전송시스템의 성능개선에 관한 연구 (A Study on the Performance Improvement of UWB System with Variable Bit-Rate in Imperfect Channel Environment)

  • 이양선;강희조
    • 한국정보통신학회논문지
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    • 제9권7호
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    • pp.1473-1478
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    • 2005
  • 본 논문에서는 가면 전송율을 갖는 UWB 통신 시스템을 제안하고 다수의 무선 기기가 유동적으로 이동하는 피코넷 환경에서 다중접속 간섭 및 전송율에 따른 시스템 성능을 분석하였다. 또한, 전송 품질을 향상시키기 위하여 Truncated Type-II Hyabrid ARQ 기법을 적용하여 불완전 채널 환경에서의 시스템 성능을 평가하였다.

VCT탑재를 위한 엔진윤활시스템 평가 (Evaluation of Engine Lubrication System for Adapting Variable Cam Timing System)

  • 윤정의
    • Tribology and Lubricants
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    • 제22권1호
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    • pp.14-19
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    • 2006
  • VCT(Variable Cam Timing) system is one of very useful engine components to improve fuel economy and overcome emission regulation etc. In order to adapt the VCT to a base engine, many design mod ifications in the mechanical and lubrication fields are required. Especially, because the VCT performance itself depends on supplied oil flow rate and pressure, it is very important to evaluate the engine lubrication system in a viewpoint of supplied oil flow rate and pressure. In this paper, unsteady transient flow network analysis on the engine oil circuit system was carried out to do this.

Multi-coded Variable PPM for High Data Rate Visible Light Communications

  • Moon, Hyun-Dong;Jung, Sung-Yoon
    • Journal of the Optical Society of Korea
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    • 제16권2호
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    • pp.107-114
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    • 2012
  • In this paper, we propose a new modulation scheme called multi-coded variable pulse position modulation (MC-VPPM) for visible light communication systems. Two groups of signals (Pulse Width Modulation (PWM) and Pulse Position Modulation (PPM) groups) are multi-coded by orthogonal codes for transmitting data simultaneously. Then, each multi-level value of the multi-coded signal is converted to pulse width and position which results in not only an improved data rate, but also a processing gain in reception. In addition, we introduce average duty ratio and cyclic shift concepts in PWM through which dimming control for light illumination can be supported without any degradation in communication performance. Through simulation, we confirm that the proposed MC-VPPM shows a comparable BER curve and much greater achievable data rate than the conventional VPPM scheme using a visible light optical channel environment.

가변 프레임 구조를 지원하는 국경 감시/정찰용 통신 단말 및 프레임 구조 가변 방법 (Border Guard/Reconnaissance Communication Terminal for Providing Variable Frame Structure and Method for Altering the Frame Structure)

  • 김장훈;한철희;서봉용
    • 한국군사과학기술학회지
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    • 제19권1호
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    • pp.50-56
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    • 2016
  • This paper is about the implementation of the OFDM-based border guard/reconnaissance communication terminal systems. We have implemented Real-time Dynamic DL/UL symbol rate control function using the DL-MAP message, and proposed error detection method caused by malfunctioning and timing optimization method. The proposed scheme detects the variable rate symbol decoding timing without increasing additional physical layer logic, and also provides a wide variety of DL/UL data transfer rate. Furthermore, the proposed scheme applies to the current border guard/reconnaissance equipment and confirms a operation performance through field tests and demonstration at home and abroad.

가변 부호화 율을 가지는 LDPC 부호화된 V-BLAST 시스템 (A Variable Rate LDPC Coded V-BLAST System)

  • 노민석;김남식;박현철
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2004년도 하계종합학술대회 논문집(1)
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    • pp.55-58
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    • 2004
  • This this paper, we propose vertical Bell laboratories layered space time (V-BLAST) system based on variable rate Low-Density Parity Check (LDPC) codes to improve performance of receiver when QR decomposition interference suppression combined with interference cancellation is used over independent Rayleigh fading channel. The different rate LDPC codes can be made by puncturing some rows of a given parity check matrix. This allows to implement a single encoder and decoder for different rate LDPC codes. The performance can be improved by assigning stronger LDPC codes in lower layer than upper layer because the poor SNR of first detected data streams makes error propagation. Keeping the same overall code rates, the V-BLAST system with different rate LDPC codes has the better performance (in terms of Bit Error Rate) than with constant rate LDPC code in fast fading channel.

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