• Title/Summary/Keyword: generalized distributions

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Various modeling approaches in auto insurance pricing (다양한 모형화를 통한 자동차 보험가격 산출)

  • Kim, Myung-Joon;Kim, Yeong-Hwa
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.3
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    • pp.515-526
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    • 2009
  • Pricing based on proper risk has been one of main issues in auto insurance. In this paper, we review how the techniques of pricing in auto insurance have been developed and suggest a better approach which meets the existing risk statistically by comparison. The generalized linear model (GLM) method is discussed for pricing with different distributions. With GLM approach, the distribution of error assumed plays an main role for the best fit corresponding to the characteristics of dependent variables. Tweedie distribution is considered as one of error distributions in addition to widely used Gamma and Poisson distribution. With these different types of error assumption for estimating the proper premium in auto insurance, various modeling approaches are possible. In this paper, various modeling approaches with different assumptions for estimating proper risk is discussed and also real example is given by assuming different.

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Potential Impact of Climate Change on Distribution of Hedera rhombea in the Korean Peninsula (기후변화에 따른 송악의 잠재서식지 분포 변화 예측)

  • Park, Seon Uk;Koo, Kyung Ah;Seo, Changwan;Kong, Woo-Seok
    • Journal of Climate Change Research
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    • v.7 no.3
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    • pp.325-334
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    • 2016
  • We projected the distribution of Hedera rhombea, an evergreen broad-leaved climbing plant, under current climate conditions and predicted its future distributions under global warming. Inaddition, weexplained model uncertainty by employing 9 single Species Distribution model (SDM)s to model the distribution of Hedera rhombea. 9 single SDMs were constructed with 736 presence/absence data and 3 temperature and 3 precipitation data. Uncertainty of each SDM was assessed with TSS (Ture Skill Statistics) and AUC (the Area under the curve) value of ROC (receiver operating characteristic) analyses. To reduce model uncertainty, we combined 9 single SDMs weighted by TSS and resulted in an ensemble forecast, a TSS weighted ensemble. We predicted future distributions of Hedera rhombea under future climate conditions for the period of 2050 (2040~2060), which were estimated with HadGEM2-AO. RF (Random Forest), GBM (Generalized Boosted Model) and TSS weighted ensemble model showed higher prediction accuracies (AUC > 0.95, TSS > 0.80) than other SDMs. Based on the projections of TSS weighted ensemble, potential habitats under current climate conditions showed a discrepancy with actual habitats, especially in the northern distribution limit. The observed northern boundary of Hedera rhombea is Ulsan in the eastern Korean Peninsula, but the projected limit was eastern coast of Gangwon province. Geomorphological conditions and the dispersal limitations mediated by birds, the lack of bird habitats at eastern coast of Gangwon Province, account for such discrepancy. In general, potential habitats of Hedera rhombea expanded under future climate conditions, but the extent of expansions depend on RCP scenarios. Potential Habitat of Hedera rhombea expanded into Jeolla-inland area under RCP 4.5, and into Chungnam and Wonsan under RCP 8.5. Our results would be fundamental information for understanding the potential effects of climate change on the distribution of Hedera rhombea.

A case study of gust factor characteristics for typhoon Morakat observed by distributed sites

  • Liu, Zihang;Fang, Genshen;Zhao, Lin;Cao, Shuyang;Ge, Yaojun
    • Wind and Structures
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    • v.35 no.1
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    • pp.21-34
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    • 2022
  • Gust factor is an important parameter for the conversion between peak gust wind and mean wind speed used for the structural design and wind-related hazard mitigation. The gust factor of typhoon wind is observed to show a significant dispersion and some differences with large-scale weather systems, e.g., monsoons and extratropical cyclones. In this study, insitu measurement data captured by 13 meteorological towers during a strong typhoon Morakot are collected to investigate the statistical characteristics, height and wind speed dependency of the gust factor. Onshore off-sea and off-land winds are comparatively studied, respectively to characterize the underlying terrain effects on the gust factor. The theoretical method of peak factor based on Gaussian assumption is then introduced to compare the gust factor profiles observed in this study and given in some building codes and standards. The results show that the probability distributions of gust factor for both off-sea winds and off-land winds can be well described using the generalized extreme value (GEV) distribution model. Compared with the off-land winds, the off-sea gust factors are relatively smaller, and the probability distribution is more leptokurtic with longer tails. With the increase of height, especially for off-sea winds, the probability distributions of gust factor are more peaked and right-tailed. The scatters of gust factor decrease with the mean wind speed and height. AS/NZ's suggestions are nearly parallel with the measured gust factor profiles below 80m, while the fitting curve of off-sea data below 120m is more similar to AIJ, ASCE and EU.

Estimating design floods for ungauged basins in the geum-river basin through regional flood frequency analysis using L-moments method (L-모멘트법을 이용한 지역홍수빈도분석을 통한 금강유역 미계측 유역의 설계홍수량 산정)

  • Lee, Jin-Young;Park, Dong-Hyeok;Shin, Ji-Yae;Kim, Tae-Woong
    • Journal of Korea Water Resources Association
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    • v.49 no.8
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    • pp.645-656
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    • 2016
  • The study performed a regional flood frequency analysis and proposed a regression equation to estimate design floods corresponding to return periods for ungauged basins in Geum-river basin. Five preliminary tests were employed to investigate hydrological independence and homogeneity of streamflow data, i.e. the lag-one autocorrelation test, time homogeneity test, Grubbs-Beck outlier test, discordancy measure test ($D_i$), and regional homogeneity measure (H). The test results showed that streamflow data were time-independent, discordant and homogeneous within the basin. Using five probability distributions (generalized extreme value (GEV), three-parameter log-normal (LN-III), Pearson type 3 (P-III), generalized logistic (GLO), generalized Pareto (GPA)), comparative regional flood frequency analyses were carried out for the region. Based on the L-moment ratio diagram, average weighted distance (AWD) and goodness-of-fit statistics ($Z^{DIST}$), the GLO distribution was selected as the best fit model for Geum-river basin. Using the GLO, a regression equation was developed for estimating regional design floods, and validated by comparing the estimated and observed streamflows at the Ganggyeong station.

Analysis on the Relations of Droplet Size Distribution and Optical Depth in Water Curtain (워터커튼에서 액적의 크기 분포와 광학 두께의 상관관계 분석)

  • You, Woo Jun;Ryou, Hong-Sun
    • Fire Science and Engineering
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    • v.30 no.2
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    • pp.62-67
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    • 2016
  • In this study, the optical depth is analyzed with the effects of droplet size distribution of the water curtain nozzle to attenuate the radiative heat transfer. The HELOS/VARIO equipment is used for the measurement of the droplet size distributions. The spray characteristics are quantified by the investigation of Deirmenjian's modified gamma distribution function. The distribution constant of the nozzle can be obtained as ${\alpha}=1$ and ${\gamma}=5.2$. The generalized equation of the optical depth related with the droplet size distribution is introduced. These results will be applicable to the analysis of the design condition of the water curtain nozzle.

Comparative Analysis of Regional and At-site Analysis for the Design Rainfall by Gamma and Non-Gamma Family (Ⅱ) (Gamma 및 비Gamma군 분포모형에 의한 강우의 지점 및 지역빈도 비교분석 (Ⅱ))

  • Lee , Soon-Hyuk;Ryoo, Kyong-Sik
    • Journal of The Korean Society of Agricultural Engineers
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    • v.46 no.5
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    • pp.15-26
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    • 2004
  • This study was conducted to derive the regional design rainfall by the regional frequency analysis based on the regionalization of the precipitation. The optimal regionalization of the precipitation data were classified by the above mentioned regionalization for all over the regions except Jeju and Ulleung islands in Korea. Design rainfalls following the consecutive duration were derived by the regional analysis using the observed and simulated data resulted from Monte Carlo techniques. Relative root mean square error (RRMSE), relative bias (RBIAS) and relative reduction (RR) in RRMSE for the design rainfall were computed and compared between the regional and at-site frequency analysis. It has shown that the regional frequency analysis procedure can substantially more reduce the RRMSE, RBIAS and RR in RRMSE than those of at-site analysis in the prediction of design rainfall. Consequently, optimal design rainfalls following the classified regions and consecutive durations were derived by the regional frequency analysis using Generalized extreme value distribution which was identified to be more optimal one than the other applied distributions. Diagrams for the design rainfall derived by the regional frequency analysis using L-moments were drawn according to the regions and consecutive durations by GIS techniques.

Elastic-Plastic Stress Distributions Behavior in the Interface of SiC/Ti-15-3 MMC under Transverse Loading(I) (횡하중을 받는 SiC/Ti-15-3 MMC 복합재 계면영역에서의 탄소성 응력장분포거동(I))

  • Kang Ji-Woong;Kim Sang-Tae;Kwon Oh-Heon
    • Journal of the Korean Society of Safety
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    • v.19 no.4 s.68
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    • pp.25-30
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    • 2004
  • Unidirectional fiber-metal matrix composites have superior mechanical properties along the longitudinal direction. However, the applicability of continuous fiber reinforced MMCs is somewhat limited due to their relatively poor transverse properties. Therefore, the transverse properties of MMCs are significantly influenced by the properties of the fiber/matrix interface. In this study, the interfacial stress states of transversely loaded unidirectional fiber reinforced metal matrix composites investigated by using elastic-plastic finite element analysis. Different fiber volume fractions $(5-60\%)$ were studied numerically. The interface was treated as thin layer (with different properties) with a finite thickness between the fiber and the matrix. The fiber is modeled as transversely isotropic linear-elastic, and the matrix as isotropic elastic-plastic material. The analyses were based on a two-dimensional generalized plane strain model of a cross-section of an unidirectional composite by the ANSYS finite element analysis code.

Confidence Intervals for High Quantiles of Heavy-Tailed Distributions (꼬리가 두꺼운 분포의 고분위수에 대한 신뢰구간)

  • Kim, Ji-Hyun
    • The Korean Journal of Applied Statistics
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    • v.27 no.3
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    • pp.461-473
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    • 2014
  • We consider condence intervals for high quantiles of heavy-tailed distribution. The asymptotic condence intervals based on the limiting distribution of estimators are considered together with bootstrap condence intervals. We can also apply a non-parametric, parametric and semi-parametric approach to each of these two kinds of condence intervals. We considered 11 condence intervals and compared their performance in actual coverage probability and the length of condence intervals. Simulation study shows that two condence intervals (the semi-parametric asymptotic condence interval and the semi-parametric bootstrap condence interval using pivotal quantity) are relatively more stable under the criterion of actual coverage probability.

Numerical simulation of the flow behind a circular cylinder with a rotary oscillation (주기적으로 회전하는 원봉 주위의 후류에 관한 수치적 연구)

  • Baek, Seung-Jin;Seong, Hyeong-Jin
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.22 no.3
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    • pp.267-279
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    • 1998
  • A numerical study was made of flow behind a circular cylinder in a uniform flow, where the cylinder was rotationally oscillated in time. The temporal behavior of vortex formation was scrutinized over broad ranges of the two externally specified parameters, i.e., the dimensionless rotary oscillating frequency (.110.leq. $S_{f}$.leq..220) and the maximum angular amplitude of rotation (.theta.$_{max}$=15 deg., 30 deg. and 60 deg.). The Reynolds number (Re= $U_{{\inf}D}$.nu.) was fixed at Re=110. A fractional-step method was utilized to solve the Navier-Stokes equations with a generalized coordinate system. The main emphasis was placed on the initial vortex formations by varying $S_{f}$ and .theta.$_{max}$. Instantaneous streamlines and pressure distributions were displayed to show the vortex formation patterns. The vortex formation modes and relevant phase changes were characterized by measuring the lift coefficient ( $C_{L}$) and the time of negative maximum $C_{L}$( $t_{-C}$$_{Lmax}$) with variable forcing conditions.s.tions.s.s.s.

Clinical evaluation of thymic tumors: a report of 10 cases (흉선에 발생한 종양 10례에 대한 임상적 고찰)

  • Gwak, Mun-Seop;Lee, Hong-Gyun
    • Journal of Chest Surgery
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    • v.16 no.4
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    • pp.571-583
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    • 1983
  • Thymic tumor is the most common neoplasm originating in the anterior mediastinum. Histologically, thymic tumors and tumorlike conditions have been classified into thymic cyst, thymolipoma, true thymic hyperplasia, thymoma and carcinoid tumor of the thymus gland. We have experienced several tumors and a few tumorlike conditions of the thymus gland in 10 patients: thymoma 6, thymic hyperplasia 2, carcinoid tumor 1 and thymic cyst 1. The age distributions were ranging from 30 to 60 years except for one 3 year old child [malignant thymoma, lymphocytic type], and male to female ratio was 1:1.5. In 6 cases, thymic lesions were removed through lateral thoracic incision [right 2, left 4] because the mediastinal masses were growing far into the pleural space, meanwhile, medially located lesions [4 cases] through median sternotomy incision. Among these 10 patients, 3 were malignant thymomas, in which 2 were died of recurrence after tumor resection. Myasthenia gravis was all noted in 3 females [thymoma 2, thymic follicular hyperplasia 1], in which only two revealed remission in symptoms following thymectomy. The authors would like to recommend early radical thymectomy through median sternotomy incision whenever patients demonstrate suspicious thymic tumor lesions on the chest roentgenogram or generalized myasthenic symptoms.

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