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Modelación de riesgo operacional causado por factores demográficos
Modeling operational risk caused by demographic factors
dc.contributor.author | Manotas, Diego Fernando | |
dc.contributor.author | Ulloa, Inés María | |
dc.contributor.author | Uribe, Jorge Mario | |
dc.date.accessioned | 2017-06-29T22:22:35Z | |
dc.date.available | 2017-06-29T22:22:35Z | |
dc.date.created | 2016-12-31 | |
dc.identifier.issn | 1692-3324 | |
dc.identifier.uri | http://hdl.handle.net/11407/3535 | |
dc.description.abstract | En el presente artículo de investigación, se propone una metodología para medir el riesgo financiero en empresas no financieras expuestas ante variables como tasas de mortalidad o tasas de morbilidad. La metodología desarrollada incorpora elementos de la literatura actuarial, la economía financiera y la teoría de cópulas. La metodología se centra en la medición del riesgo subyacente a factores demográficos y permite minimizar los requerimientos de información para su estimación. Finalmente, la metodología se ilustra con su aplicación a la medición de riesgo financiero de una empresa de auxilios funerarios. | spa |
dc.description.abstract | In this research paper, we propose a methodology to measure the financial risk in non-financial companies exposed to variables such as mortality and morbidity rates. The developed methodology includes elements from actuarial literature, financial economics and copulation theory. The methodology focuses on the measurement of the underlying risk to demographic factors and allows to simplify the information needed for its calculation. Finally, the methodology is validated by applying the financial risk measurement on a funeral insurance company. | spa |
dc.format.extent | p. 113-128 | spa |
dc.format.medium | Electrónico | spa |
dc.format.mimetype | application/pdf | |
dc.language.iso | spa | |
dc.publisher | Universidad de Medellín | spa |
dc.relation.uri | http://revistas.udem.edu.co/index.php/ingenierias/article/view/1164 | |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-sa/4.0/ | * |
dc.source | Revista Ingenierías Universidad de Medellín; Vol. 15, núm. 29 (2016); 113-128 | spa |
dc.source | 2248-4094 | spa |
dc.source | 1692-3324 | spa |
dc.subject | Financial risk | spa |
dc.subject | Demographic factors | spa |
dc.subject | Value at risk | spa |
dc.subject | Value at conditional risk | spa |
dc.subject | Riesgo financiero | spa |
dc.subject | Factores demográficos | spa |
dc.subject | Valor en riesgo | spa |
dc.subject | Valor en riesgo condicional | spa |
dc.title | Modelación de riesgo operacional causado por factores demográficos | spa |
dc.title | Modeling operational risk caused by demographic factors | spa |
dc.type | Article | eng |
dc.rights.accessrights | info:eu-repo/semantics/openAccess | |
dc.identifier.doi | http://dx.doi.org/10.22395/rium.v15n29a7 | |
dc.relation.citationvolume | 15 | |
dc.relation.citationissue | 29 | |
dc.relation.citationstartpage | 113 | |
dc.relation.citationendpage | 128 | |
dc.audience | Comunidad Universidad de Medellín | spa |
dc.publisher.faculty | Facultad de Ingenierías | spa |
dc.coverage | Lat: 06 15 00 N degrees minutes Lat: 6.2500 decimal degreesLong: 075 36 00 W degrees minutes Long: -75.6000 decimal degrees | spa |
dc.publisher.place | Medellín | spa |
dc.creator.affiliation | Manotas, Diego Fernando; Universidad del Valle | spa |
dc.creator.affiliation | Ulloa, Inés María; Universidad del Valle | spa |
dc.creator.affiliation | Uribe, Jorge Mario | spa |
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dc.rights.creativecommons | Attribution-NonCommercial-ShareAlike 4.0 International | * |
dc.identifier.eissn | 2248-4094 | |
dc.type.coar | http://purl.org/coar/resource_type/c_6501 | |
dc.type.version | info:eu-repo/semantics/publishedVersion | |
dc.type.local | Artículo científico | spa |
dc.type.driver | info:eu-repo/semantics/article | |
dc.identifier.reponame | reponame:Repositorio Institucional Universidad de Medellín | spa |
dc.identifier.repourl | repourl:https://repository.udem.edu.co/ | |
dc.identifier.instname | instname:Universidad de Medellín | spa |
dc.relation.ispartofjournal | Revista Ingenierías Universidad de Medellín | spa |