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
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