EconPapers    
Economics at your fingertips  
 

Riesgo operativo en el sector salud en Colombia

Operational Risk in the Health Sector in Colombia

Luis Ceferino Franco-Arbeláez, Luis Eduardo Franco-Ceballos, Juan Guillermo Murillo-Gómez and Francisco Venegas-Martínez

MPRA Paper from University Library of Munich, Germany

Abstract: 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 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.

Keywords: Basel; Operational risk; Health Sector; Loss Distribution Method. (search for similar items in EconPapers)
JEL-codes: G32 (search for similar items in EconPapers)
Date: 2015-03-21
New Economics Papers: this item is included in nep-cmp and nep-rmg
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://mpra.ub.uni-muenchen.de/63149/1/MPRA_paper_63149.pdf original version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:63149

Access Statistics for this paper

More papers in MPRA Paper from University Library of Munich, Germany Ludwigstraße 33, D-80539 Munich, Germany. Contact information at EDIRC.
Bibliographic data for series maintained by Joachim Winter ().

 
Page updated 2024-06-27
Handle: RePEc:pra:mprapa:63149