Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Integral equations, quasi-Monte Carlo methods and risk modelling   We survey a QMC approach to integral equations and develop some new
applications to risk modeling. In particular, a rigorous error bound derived
from Koksma-Hlawka type inequalities is achieved for certain expectations
related to the probability of ruin in Markovian models. The method is based on
a new concept of isotropic discrepancy and its applications to numerical
integration. The theoretical results are complemented by numerical examples and
computations.

22
The categories of this paper are: chao-dyn
20
The categories of this paper are: acc-phys
34
The categories of this paper are: chem-ph
7
The categories of this paper are: hep-th
31
The categories of this paper are: ao-sci
8
The categories of this paper are: hep-ex
10
The categories of this paper are: q-bio
25
The categories of this paper are: patt-sol
35
The categories of this paper are: mtrl-th
11
The categories of this paper are: hep-lat
21
The categories of this paper are: adap-org
37
The categories of this paper are: supr-con
27
The categories of this paper are: comp-gas
1
The categories of this paper are: cs
5
The categories of this paper are: gr-qc
19
The categories of this paper are: eess