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윤복식(Bok Sik Yoon) 한국경영과학회 2015 한국경영과학회지 Vol.40 No.3
Even though ruin probability is a fundamental value to determine the insurance premium and policy, the complexity involved in computing its exact value forced us resort to an approximate method. In this paper, we first present an exact method to compute ruin probability under the assumption that the claim size has a GPH distribution, Then, for the arbitrary claim size distribution, we provide a method computing ruin probability quite accurately by approximating the distribution as a GPH. The validity of the proposed method demonstrated by a numerical example. The GPH approach seems to be valid for heavy-tailed claims as well as usual light-tailed claims.
尹馥植 弘益大學校 科學技術硏究所 1993 科學技術硏究論文集 Vol.3 No.-
There are several QOS(Quality of Service) problems which should be solved in parallel with the technical aspects of ATM network for the successful establishment of B-ISDN. We can summarize them as 3 major problems : QOS parameter identification, QOS mapping, and QOS measurements. In this study, we try to establish the mapping between AAL QOS parameters and ATM layer QOS parameters, which can be identified as NP(Network Performance) parameters. This QOS mapping procedure can be extended up to the highest layer if the precise protocols are given. The QOS mapping procedure for a simplified ATM HDTV service is given to demonstrate the mapping idea.
尹馥植 弘益大學校 科學技術硏究所 1999 科學技術硏究論文集 Vol.10 No.1
The problem of finding stability conditions for multiclass queueing networks has attracted many research efforts, since the seemingly odd fact that the usual traffic condition may not guarantee the stability was observed in early nineties. In this paper, we describe a general approach to searching the stability conditions. First, stochastic processes describing the queueing network are defined and related by a set of equations called queueing network equations. Then, a set of fluid model equations corresponding to the queueing network equations are established. Now efforts are focused on finding stability conditions on the fluid model, using appropriate Lyapunov functions. Two successful results obtained by the approach are mentioned briefly. Still, the problem is far from being resolved and requires much more study.
尹馥植 弘益大學校 科學技術硏究所 2005 科學技術硏究論文集 Vol.16 No.-
Self-similar processes are widely accepted as a realistic modeling tool for intenet traffic. In this paper, we introduce various generation methods for self-similar traffic. Among them, the M/G/∞ method seems to be very promising as a basic tool for a self-similar traffic generator since it is flexible in parameter control, computationally efficient, and intuitively appealing most of all. We briefly mention an M/G/∞-based framework to analyze self-similar internet traffic.
Mathematica를 활용한 대학수학 교육의 개선 사례 연구
尹馥植,金소희 弘益大學校 科學技術硏究所 2004 科學技術硏究論文集 Vol.15 No.-
Many students feel difficulty in understanding and solving college-level mathematical problems partly because of complicated calculation or problem-solving processes. But if they are taught with the help of a mathematical software like Mathematica in appropriate way, their motivation for learning will be increased and their learning process will be greatly facilitated. The purpose of this study is to investigate the possibility of more effective instruction in basic college mathematics courses using Mathematica, which can make complicated calculation processes simple and has great graphical ability. We select differential equation models, which is a typical topic in applied mathematics courses and illustrate the use of Mathematica in the teaching process. We demonstrate the process of actual application by means of a specific example.