• The Korean Journal of Applied Statistics
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• v.29 no.1
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• pp.171-180
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• 2016

Basel committee suggests using Value-at-Risk (VaR) and expected shortfall (ES) as a measurement for market risk. Various estimation methods of VaR and ES have been studied in the literature. This paper compares semi-parametric methods, such as conditional autoregressive value at risk (CAViaR) and conditional autoregressive expectile (CARE) methods, and a Gaussian quasi-maximum likelihood estimator (QMLE)-based method through back-testing methods. We use unconditional coverage (UC) and conditional coverage (CC) tests for VaR, and a bootstrap test for ES to check the adequacy. A real data analysis is conducted for S&P 500 index and Hyundai Motor Co. stock price index data sets.

• Journal of Korean Society of Steel Construction
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• v.21 no.6
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• pp.553-561
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• 2009

Risk analysis of highway sign supporting structures and sound barriers was done. Stochastic wind load was modeled by using extreme value distribution from site measurement and the variability of structural parameters was considered. Limit state functions were defined to assess structural stability by wind and risk of highway facilities was analyzed by combining wind hazard. According to the numerical analysis results, sound barrier post shows significantly higher risk than highway sign supporting structures. This is caused by the fact that the design codes of the structures are different. To distribute wind induced risk in highway structures, unification and improvement of design codes are required based on risk assessment.

• Proceedings of the Korean Geotechical Society Conference
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• 2009.03a
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• pp.444-455
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• 2009

Great concerns on geotechnical risk & hazard assessment have been increased due to human and economic damage by natural disasters with recent global climate changes. In this paper, geotechnical problems in particular, landslides which is interested in European countries and North America, were mainly discussed. For these, 18 key topics on geotechnical risk and hazards which had been discussed at the LARAM 2008 workshop in Italy were analyzed after grouping by subjects. Main topic contents consisted of applications such as field measurement, early warning systems, uncertainty analysis of parameters using radar, optical data and statistical theory and so on. And the problems related to analysis of vulnerability and deformation due to earthquakes, investigation of gas zone using seismic reflection data in a landslide area, risk quantification and hazard assessment of landslide movements and multi-dimensional analysis for stability of complex slopes were attracted. Also, there were studies on risk matters of cultural heritage, the blockglide of clayey ground, simulations of debris flows based on GIS, quantification of the failure processes of rock slopes, a meshless method for 3D crack modelling, and finally risk assessment for cryological processes due to global warming.

• Journal of the Society of Disaster Information
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• v.18 no.1
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• pp.182-193
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• 2022

Purpose: By measuring and evaluating the risk of biodiesel through non-volatile residue (NVR) and flash point and explosion limit measurement at a specific temperature according to ASTM test standards, the risk of chemical fire causative substances is identified and a universal evaluation method By derivation and securing the risk-related data of the material, it can be used for the identification and analysis of the cause of the fire, and it can be applied to the risk assessment of other chemical substances Method: In order to measure the risk of biodiesel, it was measured using the non-volatile residue(NVR) measurement method, which measures how much flammable liquid is generated at a specific temperature. Heating was tested by applying KS M 5000: 2009 Test Method 4111. In addition, the flash point was measured using the method specified in ASTM E659-782005, and the energy supply method was measured using the constant temperature method. In addition, the explosion limit measurement was conducted in accordance with ASTM E 681-04 「Standard test method for concentration limits of flammability of chemicals(Vapors and gases)」 test standard. Result: As a result of checking the amount of combustible liquid by the non-volatile residue (NVR)measurement method, the non-volatile residue(NVR) of general diesel when left at 105±2℃ for 3 hours was about 30% (70% of volatile matter) and about 4% of biodiesel. In addition, similar results were obtained for the non-volatile residue(NVR)heating temperature of 150±2℃, 3 hours and 200±2℃ for 1 hour, and white smoke was generated at 200℃ or higher. In addition, similar values were obtained as a result of experimentally checking the explosion (combustion) limits of general diesel, general diesel containing 20% biodiesel, and 100% biodiesel. Therefore, it was confirmed that the flammability risk did not significantly affect the explosion risk. Conclusion: The results of this study suggested the risk judgment criteria for mixtures through experimental research on flammable mixtures for the purpose of securing the effectiveness, reliability, and reproducibility of the details of the criteria for determining dangerous substances in the existing Dangerous Materials Safety Management Act. It will be possible to provide reference data for the judgment criteria for flammable liquids that are regulated in the field. In addition, if the know-how for each test method is accumulated through this study, it is expected that it will be used as basic data in the research on risk assessment of dangerous substances and as a basis for research on the determination of dangerous substances.

• Smart Structures and Systems
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• v.6 no.3
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• pp.239-262
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• 2010

Tube Lines has carried out a "knowledge and investigation programme" on the deep tube tunnels comprising the Jubilee, Northern and Piccadilly lines, as required by the PPP contract with London Underground. Many of the tunnels have been in use for over 100 years, so this assessment was considered essential to the future safe functioning of the system. This programme has involved a number of generic investigations which guide the assessment methodology and the analysis of some 5,000 individual structures. A significant amount of investigation has been carried out, including ultrasonic thickness measurement, detection of brickwork laminations using radar, stress measurement using magnetic techniques, determination of soil parameters using CPT, pressuremeter and laboratory testing, installation of piezometers, material and tunnel segment testing, and trialling of remote photographic techniques for inspection of large tunnels and shafts. Vibrating wire, potentiometer, electro level, optical and fibre-optic monitoring has been used, and laser measurement and laser scanning has been employed to measure tunnel circularity. It is considered that there is scope for considerable improvements in non-destructive testing technology for structural assessment in particular, and some ideas are offered as a "wish-list". Assessment reports have now been produced for all assets forming Tube Lines' deep tube tunnel network. For assets which are non-compliant with London Underground standards, the risk to the operating railway has to be maintained as low as reasonably practicable (ALARP) using enhanced inspection and monitoring, or repair where required. Monitoring techniques have developed greatly during recent years and further advances will continue to support the economic whole life asset management of infrastructure networks.

• Safety and Health at Work
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• v.12 no.2
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• pp.230-237
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• 2021

Background: Noise-induced hearing loss is a well-known occupational disease that affects many fish harvesters from many fisheries worldwide, whose risk factor is prolonged exposure to hazardous noise levels. To date, academic research activities and regulatory bodies have not provided any comparative analysis among the existing methods to assess noise exposure levels of fish harvesters. This paper provides a comparison of four relevant assessment methods of noise exposure, examining the results of a measurement campaign performed onboard small fishing vessels from Newfoundland and Labrador. Methods: We traveled onboard 11 vessels engaged in multiple fisheries from Newfoundland and Labrador and performed extensive noise exposure surveys using the simplified International Maritime Organization method, the full-day measurement method, and the two methods provided by ISO 9612:2009, the task-based method and job-based method (JBM). Results: The results showed that the four methods yield similar values when the noise components are dominated by the engine and auxiliaries (steady-state sources); when noise components are dominated by the fishing gear, task-based method and the simplified International Maritime Organization method estimates are less accurate than JBM, using full-day measurements as baseline. Conclusion: The JBM better assesses noise exposure in small-scale fisheries, where noise exposure has significant variance and uncertainties on the exposure levels are higher.

• Proceedings of the Korea Institute of Fire Science and Engineering Conference
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• 2008.11a
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• pp.119-125
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• 2008

• Women's Health Nursing
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• v.24 no.3
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• pp.231-232
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• 2018

• Journal of the Ergonomics Society of Korea
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• v.29 no.4
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• pp.435-444
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• 2010

To identify and evaluate the risk factors in WMSD work, a number of ergonomic workload evaluation methods have been developed. In the legal examination of WMSD risk factors, simple observational workload evaluation methods are widely used instead of using costly measurement equipments such as EMG and motion analyzer. The simple workload evaluation methods can be categorized into three groups; risk factor checklist methods, posture observation methods, and manual material handling task evaluation methods. In terms of the categories, this survey summarized several representative workload evaluation methods and compared them each other. Then some industrial application cases referring each the workload evaluation methods were surveyed. Due to the characteristics of each method, the selection and application procedure of workload evaluation method should be appropriate for the corresponding work. Therefore, some guidelines for the selection and application procedure of workload evaluation method were suggested.

• Journal of Fashion Business
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• v.4 no.4
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• pp.97-106
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• 2000

The purpose of the study was to investigate the differences in risk recognition regarding purchase of apparel goods according to internet shoppers' sex, age, and purchasing group and characteristics of apparel goods. For the measurement, a questionaire was developed by the researchers. The questionnaire consisted of questions regarding characteristics of the sample and apparel goods and risk on buying apparel through internet. Data analyses were performed by frequency analysis, factor analysis, t-test, ANOVA, and Tukey's test. The result of the study was that significant differences showed in risk recognition of internet shoppers according to their sex, purchasing group, and fit of apparel goods.