关键词: 概率分布, 风险评估, 小波分析, 蒙特卡洛算法 

Abstract: In order to accurately control financial risks and reduce risk losses, a prudent financial risk assessment method based on wavelet analysis and nonparametric estimation is proposed. A risk assessment model based on the inclusion probability distribution is established, and the financial risk coefficient through two inclusion probability distribution families is visually displayed. A parameter variable determination method based on wavelet analysis and nonparametric estimation is designed to clarify the trend of financial risk, and nonparametric estimation is used to obtain the probability distribution results of risk, so as to obtain the loss value of financial risk and provide important parameter basis for prudent assessment. The Monte Carlo algorithm is used to calculate the Monte Carlo integral of sampling points with stable distribution to improve the efficiency of prudent evaluation and capital utilization. The simulation results show that the model can effectively control the financial risk accurately, minimize the risk loss, and greatly enhance the prudent evaluation of financial risk.

Key words: probability distribution')">

probability distribution, risk assessment, wavelet analysis, Monte Carlo algorithm