Arithmetic stability analysis of extreme risk evaluation based on the Monte Carlo simulation method

zbMATH Open1289.62051MaRDI QIDQ2858163

Haojun Xu, Dongliang Liu, Hui Guo, Jun Cai

Publication date: 19 November 2013

Published in: Mathematics in Practice and Theory (Search for Journal in Brave)

zbMATH Keywords

Monte Carlo simulationextreme value theoryrisk evaluationarithmetic stabilitysmall probability event

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Statistics of extreme values; tail inference (62G32) Monte Carlo methods (65C05)

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