Monte Carlo simulation in risk assessment in mathematical generation of long data

The report will address the main problem in risk measurement, namely the lack of a sufficiently long series of data for the various variables, so that the trend of their development can be formed with negligible error. A model will be made through a mathematical calculation in order to derive a long...

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Bibliographic Details
Main Authors: Antonov Anton, Demirova Siyka
Format: Article
Language:English
Published: EDP Sciences 2023-01-01
Series:MATEC Web of Conferences
Online Access:https://www.matec-conferences.org/articles/matecconf/pdf/2023/14/matecconf_pt23_06002.pdf