Examinando por Materia "Test de Engle y Manganelli"

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    Aplicación de Backtesting y Stresstesting al modelo actuarial para establecer el valor del contrato en una Institución Prestador de Servicios de Salud (IPS) de Colombia
    (Universidad EAFIT, 2024) Suaza Ramírez, Andrés Geovanny; Gómez Peña, Edwin Andrés; Rojas Ormaza, Brayan Ricardo
    In the Colombian health system, healthcare providers (IPS) are regulated by Supersalud. In 2021, they issued circular 20211700000004-5, instructing the creation of a comprehensive risk management system for IPS. Actuarial risk management is essential for valuing health contracts, as IPS face various risks in their operations. The circular urges IPS to perform stress tests and self-verification on actuarial models used to establish contractual values, adjusting them to mitigate risks. These models determine service premiums, and miscalculation could affect operations, generating budget deficits. Sufficiency studies and risk adjustments from the Ministry of Health will be used to calculate capitation payments in 2023. Stress tests will be applied to contracts, creating a reference for IPS to minimize operational and liquidity risks, complying with Supersalud requirements.