Financial risk analysis in multidimensional systems

• Datum: 2026
• Hauptverfasser: Trofymchuk, Oleksandr, Bidyuk, Petro, Tymoshchuk, Oxana, Huskova, Vira, Kroptya, Arsen
• Format: Artikel
• Sprache: Englisch
• Veröffentlicht: Kyiv National University of Construction and Architecture 2026
• Schlagworte: system analysis; financial risks; multidimensional distribution; copula families; joint distribution; dependency measures; combined marginal distribution
• Online Zugang: 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...