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Riesgo operativo en el sector salud en Colombia: 2013

Author

Listed:
  • Venegas-Martínez, Francisco

    (Instituto Politécnico Nacional)

  • Franco-Arbeláez, Luis Ceferino

    (Instituto Tecnológico Metropolitano, Medellín.)

  • Franco-Ceballos, Luis Eduardo

    (Instituto Tecnológico Metropolitano, Medellín.)

  • Murillo-Gómez, Juan Guillermo

    (Universidad de Medellín.)

Abstract

En esta investigación, con base en los lineamientos de los acuerdos de Basilea y sus relaciones con el sector salud según las resoluciones respectivas del Ministerio de Protección Social de Colombia, se cuantifica el Riesgo operativo de la seguridad social en Colombia en 2013 en el marco de los llamados métodos de medición avanzada (AMA), particularmente el método de distribución de pérdidas. Para ello se utilizan el método de simulación Monte Carlo y el algoritmo de recursión de Panjer (1981). / In this research, based on the guidelines of the Basel agreements and its relationships with the health sector according to the respective resolutions of the Ministry of Social Protection of Colombia, the operational risk in the social security in Colombia in 2013 is quantified in the context of so-called advanced measurement approaches (AMA), particularly the Loss Distribution Approach (LDA). To do this, the Monte Carlo simulation method and the Panjer’s (1981) recursion algorithm are used.

Suggested Citation

  • Venegas-Martínez, Francisco & Franco-Arbeláez, Luis Ceferino & Franco-Ceballos, Luis Eduardo & Murillo-Gómez, Juan Guillermo, 2015. "Riesgo operativo en el sector salud en Colombia: 2013," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(43), pages 7-36, segundo s.
    • Handle: RePEc:ipn:esecon:v:x:y:2015:i:43:p:7-36
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    References listed on IDEAS

    as
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    Keywords

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    JEL classification:

    • G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
    • D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty

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