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Financial risk analysis in multidimensional systems

A new approach is proposed for modeling the interdependence among factors of multivariate risks, represented as matrices of interdependence measures for numerical description and a family of copulas with parameter estimates for analytical description. The approach proposed to construct a multivariat...

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Bibliographic Details
Date:2026
Main Authors: Trofymchuk, Oleksandr, Bidyuk, Petro, Tymoshchuk, Oxana, Huskova, Vira, Kroptya, Arsen
Format: Article
Language:English
Published: Kyiv National University of Construction and Architecture 2026
Subjects:
system analysis
financial risks
multidimensional distribution
copula families
joint distribution
dependency measures
combined marginal distribution
Online Access:https://es-journal.in.ua/article/view/364961
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Journal Title:Environmental safety and natural resources
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Environmental safety and natural resources

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https://es-journal.in.ua/article/view/364961

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