Examinando por Materia "Operational risks"

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    Ítem
    Cuantificación del requerimiento de capital de los riesgos operacionales en la industria aseguradora
    (Universidad EAFIT, 2021) Palacio Vásquez, Alejandro; Bustos-Morón Idárraga, Kristin
    In this paper, a methodology for quantifying the capital requirement of operational risks is proposed, under the international Solvency II framework of reference, which involves relevant variables of insurance companies and risk matters. Said methodology raises the quantitative standard of this risk, which is mainly subjective and aims, on the path and objective that insurance companies have of continuing to generate confidence in their clients through an adequate estimate of Risk-Based Capital for their management.
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    Ítem
    Effects on Electricity Markets of a Demand Response Model Based on Day Ahead Real Time Prices: Application to the Colombian Case
    (IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC, 2018-05-01) Rivera, Juan Carlos; Paramo, Oscar Alejandro; Lopez, Gustavo Adolfo; Rivera, Juan Carlos; Paramo, Oscar Alejandro; Lopez, Gustavo Adolfo; Universidad EAFIT. Departamento de Ciencias; Matemáticas y Aplicaciones
    This paper presents an alternative methodology, based on a cost optimization model, for evaluating some effects of the implementation of an alternative Demand Response (RD) program based on Day Ahead Real-Time Pricing (DA-RTP) in electricity markets. The proposed methodology has three special characteristics: the first one is to assume that users can modify their consumption patterns without altering the quantity demanded daily; second one, users flexibility to shift demand between hours depend of the kind of user and the time (peak vs off peak hours); finally, consumers have limited capability to shift demand outside of certain periods withing the day. The model is tested with a simulation exercise for the Colombian electricity market. The results show a significant improvement in system and market performance, including consumer savings, a flattened load curve, and reduced operational risk in the system. © 2003-2012 IEEE.
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    Ítem
    Effects on Electricity Markets of a Demand Response Model Based on Day Ahead Real Time Prices: Application to the Colombian Case
    (IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC, 2018-05-01) Rivera, Juan Carlos; Paramo, Oscar Alejandro; Lopez, Gustavo Adolfo; Universidad EAFIT. Escuela de Ciencias; Modelado Matemático
    This paper presents an alternative methodology, based on a cost optimization model, for evaluating some effects of the implementation of an alternative Demand Response (RD) program based on Day Ahead Real-Time Pricing (DA-RTP) in electricity markets. The proposed methodology has three special characteristics: the first one is to assume that users can modify their consumption patterns without altering the quantity demanded daily; second one, users flexibility to shift demand between hours depend of the kind of user and the time (peak vs off peak hours); finally, consumers have limited capability to shift demand outside of certain periods withing the day. The model is tested with a simulation exercise for the Colombian electricity market. The results show a significant improvement in system and market performance, including consumer savings, a flattened load curve, and reduced operational risk in the system. © 2003-2012 IEEE.
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    Ítem
    Fuzzy electre model for the characterisation of aeronautical operational risks in the approach and landing phase
    (Universidad EAFIT, 2023) Leal Cabra, Estefanía del Pilar; Peña, Juan Alejandro
    One of the significant challenges facing the aviation sector is the management of risks arising from its flight operations, especially in the approach and landing phases, where pilot experience and training are of great importance and where the most significant incidents for air safety occur. Therefore, this paper proposes a model inspired by the structure of a Fuzzy ELECTRE model for managing the operational risks that arise in the approach and landing phases that can lead to safety events. Thanks to the analysis of the literature collected, the management criteria and risk parameters to be taken into account for these two flight phases were shown following air safety manuals such as the International Civil Aviation Organization (ICAO) manual, and where the data obtained was obtained qualitatively thanks to the implementation of surveys with expert pilots, whose information served as the primary input for the characterisation of risks. Following the structure of the proposed model, five (5) reference risk scenarios management were constructed using the previous information, and an analysis of the dominance and discrepancy of a risk scenario vs. the previously established reference scenarios was carried out. Finally, it can be concluded that the proposed model allowed the quantitative-qualitative characterisation for managing the most relevant risks in the approach and landing phases, integrating the expertise of experts in this area.