Various regulatory initiatives (such as the pan-European PRIIP-regulation or the German chance-risk classification for state subsidized pension products) have been introduced that require product providers to assess and disclose the risk-return profile of their issued products by means of a key information document. We will in this context outline a concept for a (forward-looking) simulation-based approach and highlight its application and advantages. For reasons of comparison, we further illustrate the performance of approximation methods based on a projection of observed returns into the future such as the Cornish–Fisher expansion or bootstrap methods.

中文翻译：

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蒙特卡洛模拟概念指南，用于出于监管目的评估风险收益曲线

引入了各种监管措施（例如泛欧PRIIP法规或德国对国家补贴的养老金产品的机会风险分类），要求产品提供者通过以下方式评估和披露其已发行产品的风险收益状况：关键信息文件。在这种情况下，我们将概述一种（基于前瞻性）基于仿真的方法的概念，并重点介绍其应用和优点。出于比较的原因，我们进一步基于对未来观察到的收益预测来说明近似方法的性能，例如康沃尔-费舍尔展开法或自举法。