• The Korean Journal of Applied Statistics
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• 제22권5호
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• pp.937-942
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• 2009

In this paper, a continuous-time risk process in an insurance business is considered, where the premium rate is constant and the claim process forms a compound Poisson process. We say that a ruin occurs if the surplus of the risk process becomes negative. It is practically impossible to calculate analytically the ruin probability because the theoretical formula of the ruin probability contains the recursive convolutions and infinite sum. Hence, many authors have suggested approximation formulas of the ruin probability. We introduce a new approximation formula of the ruin probability which extends the well-known De Vylder's and exponential approximation formulas. We compare our approximation formula with the existing ones and show numerically that our approximation formula gives closer values to the true ruin probability in most cases.

• Proceedings of the Korean Society of Soil and Groundwater Environment Conference
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• 한국지하수토양환경학회 2000년도 창립총회 및 춘계학술발표회
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• pp.59-63
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• 2000

At military bases, environmental restoration activities resulting from oil contamination are growing concerns of preventing adverse effects on human health and environments. Its technologies are still under developing stage through some countries such as United States and Germany. This study is focused on developing model for a decision-maker to assist the restoration priority under the situation of limited resources such as budget and time. The Model, named the Base Restoration Priority Decision model(BRP model), is composed of the three factors : oil contaminants receptors, and the potential migration pathways. Each risk rating of factor is combined in the 27 matrix blocks and set immediate, moderate, and delayed action category designated restoration priority. This is categorized to group sites into three degree using the simplest of assessment system. As a result, the model will be able to apply to the effective allocation of resources for the restoration by any decision-maker because the model is easy to understand. Also, the continuous study will have established risk assessment system for the restoration of contaminated military with this study as the starting point.

• Journal of the Korea Institute of Building Construction
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• 제24권1호
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• pp.97-108
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• 2024

This research delves into the escalating concerns of accidents and fatalities in the construction industry over the recent five-year period, focusing on the development of a Safety Perception Model to augment safety measures. Given the rising percentage of elderly workers and the concurrent drop in productivity within the sector, there is a pronounced need for leveraging Fourth Industrial Revolution technologies to bolster safety protocols. The study comprises an in-depth analysis of statistical data regarding construction-related fatalities, aiming to shed light on prevailing safety challenges. Central to this investigation is the formulation of a Safety Perception Model tailored for small-scale construction projects. This model facilitates the quantification of safety risks by evaluating safety grades across construction sites. Utilizing the DWM1000 module, among an array of wireless communication technologies, the model enables the real-time tracking of worker locations and the assessment of safety levels on-site. Furthermore, the deployment of a safety management system allows for the evaluation of risk levels associated with individual workers. Aggregating these data points, the Safety Climate Index(SCLI) is calculated to depict the daily, weekly, and monthly safety climate of the site, thereby offering insights into the effectiveness of implemented safety measures and identifying areas for continuous improvement. This study is anticipated to significantly contribute to the systematic enhancement of safety and the prevention of accidents on construction sites, fostering an environment of improved productivity and strengthened safety culture through the application of the Safety Perception Model.

• Information Systems Review
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• 제24권3호
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• pp.69-91
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• 2022

The video recommendation services help to save the user's information search time in the overflowing online information, and algorithms for more efficient and accurate recommendation are continuously developed. In particular, TikTok has the largest number of users in the short video industry due to its unique recommendation algorithms. In this study, by applying a privacy calculation model, the research tried to compare users' responses to each type of TikTok's recommendation service. Users are well aware of the privacy concerns and benefits of TikTok's recommendation service. Although there is a risk, it was found that users continue to use TikTok's recommendation service because the benefits are greater.

• Journal of Preventive Medicine and Public Health
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• 제47권3호
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• pp.158-168
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• 2014

Objectives: To identify and evaluate the trend of meal-skipping rates among Korean adolescents with their contributing causes and the influence of household income level on meal skipping. Methods: Using 2008, 2010, and 2012 data from the Korea Youth Risk Behavior Web-based Survey of 222 662 students, a cross-sectional study with subgroup analysis was performed. We calculated odds ratios for skipping each meal 5 or more times in a week by household socio-economic status using a multiple logistic regression model. The secular change in the meal-skipping rates by the students' family affluence scale was analyzed by comparing the meal-skipping students within each subgroup and odds ratios for the same event over time. Results: Through 2008 to 2012, most of the meal-skipping rates generally showed a continuous increase or were almost unchanged in both sexes, except for breakfast skipping in several subgroups. Students in low-income households not living with both parents had the highest meal-skipping rates and odds ratios for frequent meal skipping. In a time-series subgroup analysis, the overall odds ratios for the same event increased during 2008 to 2012, with a slight reduction in the gap between low and higher income levels with regard to meal skipping during 2010 to 2012. Conclusions: Household socio-economic status and several other factors had a significant influence on Korean adolescent meal-skipping rates. Although the gap in eating behavior associated with household socio-economic differences is currently decreasing, further study and appropriate interventions are needed.

• Fire Science and Engineering
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• 제30권6호
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• pp.37-42
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• 2016

The present study has been performed to examine the feasibility of a flame spread model on the design fire scenario for fire risk analysis. Thermo-Gravimetric analysis and sample burning test were conducted to obtain the material properties of a single couch covered with synthetic leather material and a series of FDS calculations applying with the measured material properties were performed for different grid sizes. The overall fire growth characteristics predicted by the fire model were quite different from the results of a real scale fire test and the initial peak value of the HRR and total released energy showed the results within a 30% discrepancy for the computational grids used in the present study. The current model has some limitations in predicting the fire growth characteristics, such as fire growth rate and the time to the maximum HRR. This study shows that the fire model may be applicable to creating the design fire scenario through continuous model improvement and detailed material properties.

• Structural Engineering and Mechanics
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• 제85권4호
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• pp.531-543
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• 2023

The existing concrete bridges are time-varying working systems, where the maintenance strategy should be planned according to the time-varying performance of the bridge. This work proposes a time-dependent residual capacity assessment procedure, which considers the non-stationary bridge load effects under growing traffic and non-stationary structural deterioration owing to material degradations. Lifetime bridge load effects under traffic growth are predicated by the non-stationary peaks-over-threshold (POT) method using time-dependent generalized Pareto distribution (GPD) models. The non-stationary structural resistance owing to material degradation is modeled by incorporating the Gamma deterioration process and field inspection data. A three-span continuous box-girder bridge is illustrated as an example to demonstrate the application of the proposed procedure, and the time-varying reliability indexes of the bridge girder are calculated. The accuracy of the proposed non-stationary POT method is verified through numerical examples, where the shape parameter of the time-varying GPD model is constant but the threshold and scale parameters are polynomial functions increasing with time. The case study illustrates that the residual flexural capacities show a degradation trend from a slow decrease to an accelerated decrease under traffic growth and material degradation. The reliability index for the mid-span cross-section reduces from 4.91 to 4.55 after being in service for 100 years, and the value is from 4.96 to 4.75 for the mid-support cross-section. The studied bridge shows no safety risk under traffic growth and structural deterioration owing to its high design safety reserve. However, applying the proposed numerical approach to analyze the degradation of residual bearing capacity for bridge structures with low safety reserves is of great significance for management and maintenance.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• 제23권6호
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• pp.9-14
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• 2023

The purpose of information system audit is to proactively identify and efficiently manage all risk factors that may arise during the process of constructing an information system, in order to assist in achieving the objectives of information system development. However, there is currently significant dissatisfaction with the quality and effectiveness of the auditing process, leading to ongoing research aimed at finding effective solutions. In this paper, we propose a multi-level evaluation model to enhance mutual understanding between auditors and evaluators and present a model that undergoes a maturity process, improving its levels and stages. We introduce a maturity-based evaluation model platform, enabling efficient communication between auditors and evaluators, allowing for real-time feedback, and supplementing it through continuous search. By presenting this multi-level model aimed at maturing the entire system, we aim to efficiently manage the system development process.

• Journal of Intelligence and Information Systems
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• 제17권3호
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• pp.187-201
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• 2011

KOSPI200 index is the Korean stock price index consisting of actively traded 200 stocks in the Korean stock market. Its base value of 100 was set on January 3, 1990. The Korea Exchange (KRX) developed derivatives markets on the KOSPI200 index. KOSPI200 index futures market, introduced in 1996, has become one of the most actively traded indexes markets in the world. Traders can make profit by entering a long position on the KOSPI200 index futures contract if the KOSPI200 index will rise in the future. Likewise, they can make profit by entering a short position if the KOSPI200 index will decline in the future. Basically, KOSPI200 index futures trading is a short-term zero-sum game and therefore most futures traders are using technical indicators. Advanced traders make stable profits by using system trading technique, also known as algorithm trading. Algorithm trading uses computer programs for receiving real-time stock market data, analyzing stock price movements with various technical indicators and automatically entering trading orders such as timing, price or quantity of the order without any human intervention. Recent studies have shown the usefulness of artificial intelligent systems in forecasting stock prices or investment risk. KOSPI200 index data is numerical time-series data which is a sequence of data points measured at successive uniform time intervals such as minute, day, week or month. KOSPI200 index futures traders use technical analysis to find out some patterns on the time-series chart. Although there are many technical indicators, their results indicate the market states among bull, bear and flat. Most strategies based on technical analysis are divided into trend following strategy and non-trend following strategy. Both strategies decide the market states based on the patterns of the KOSPI200 index time-series data. This goes well with Markov model (MM). Everybody knows that the next price is upper or lower than the last price or similar to the last price, and knows that the next price is influenced by the last price. However, nobody knows the exact status of the next price whether it goes up or down or flat. So, hidden Markov model (HMM) is better fitted than MM. HMM is divided into discrete HMM (DHMM) and continuous HMM (CHMM). The only difference between DHMM and CHMM is in their representation of state probabilities. DHMM uses discrete probability density function and CHMM uses continuous probability density function such as Gaussian Mixture Model. KOSPI200 index values are real number and these follow a continuous probability density function, so CHMM is proper than DHMM for the KOSPI200 index. In this paper, we present an artificial intelligent trading system based on CHMM for the KOSPI200 index futures system traders. Traders have experienced on technical trading for the KOSPI200 index futures market ever since the introduction of the KOSPI200 index futures market. They have applied many strategies to make profit in trading the KOSPI200 index futures. Some strategies are based on technical indicators such as moving averages or stochastics, and others are based on candlestick patterns such as three outside up, three outside down, harami or doji star. We show a trading system of moving average cross strategy based on CHMM, and we compare it to a traditional algorithmic trading system. We set the parameter values of moving averages at common values used by market practitioners. Empirical results are presented to compare the simulation performance with the traditional algorithmic trading system using long-term daily KOSPI200 index data of more than 20 years. Our suggested trading system shows higher trading performance than naive system trading.

• Journal of The Korean Society of Agricultural Engineers
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• 제60권2호
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• pp.103-110
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• 2018

Most of the intake facilities of small agricultural reservoirs are conduits and they are regarded as serious defects due to the structural weakness that penetrates the body of the dam, and countermeasures are needed. This study suggests the application method of siphon type water intake facility by hydraulic model test and physical scale model test of siphon type water intake facility which has high safety and easy maintenance. Experimental results show that sufficient flow rate can be secured for the purpose of intaking water according to the differential head between the reservoir and the discharge part, and the flow rate can be controlled by the valve. The negative pressure was -31.5 kPa, and vibration and noise did not occur during the operation of the siphon. The maximum flow velocity in the discharge outlet was 1.11 m/s which meets the criterion for irrigation canals. Therefore, scour risk would be very low. As a result of the inflow distribution experiment, even if the inflow part is separated by only about 0.8 m, the flow velocity is remarkably decreased, so that the clogging by debris would not appear. When the pump was operated only once for the first time and the inside of the siphon was filled with water, continuous operation was possible by only valve operation. The results of this study are expected to be used for the design guidelines of the water intake facilities and improve safety and maintenance convenience of agricultural reservoirs.