  We consider the scaling behaviors for fluctuations of the number of Korean
firms bankrupted in the period from August 1 2002 to October 28 2003. We
observe a power law for the distribution of the number of the bankrupted firms.
The Pareto exponent is close to unity. We also consider the daily increments of
the number of firms bankrupted. The probability distribution of the daily
increments for the firms bankrupted follows the Gaussian distribution in
central part and has a fat tail. The tail parts of the probability distribution
of the daily increments for the firms bankrupted follow a power law.
