Financial risk analysis in multidimensional systems

• Дата: 2026
• Автори: Trofymchuk, Oleksandr, Bidyuk, Petro, Tymoshchuk, Oxana, Huskova, Vira, Kroptya, Arsen
• Формат: Стаття
• Мова: Англійська
• Опубліковано: Kyiv National University of Construction and Architecture 2026
• Теми: system analysis; financial risks; multidimensional distribution; copula families; joint distribution; dependency measures; combined marginal distribution
• Онлайн доступ: https://es-journal.in.ua/article/view/364961
• Назва журналу: Environmental safety and natural resources

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...