Mathematical models of copulas for assessing the risks of green projects

• Datum: 2025
• Hauptverfasser: Кузнєцова, Н. В., Квашук, І. О.
• Format: Artikel
• Sprache: Ukrainian
• Veröffentlicht: Інститут проблем реєстрації інформації НАН України 2025
• Schlagworte: copulas; mathematical models; risk assessment; Extreme Value Theory
• Online Zugang: http://drsp.ipri.kiev.ua/article/view/335614
• Назва журналу: Data Recording, Storage & Processing

As the world embraces green technologies and projects, the need for precise modeling of complex interactions between distinct factors becomes increasingly important. Conventional standard modeling often assumes either independence or simple forms, such as Gaussian distributions, as key assumptions....