Modeling Risk Factor Interaction Using Copula Functions

Peter Bidyuk, Olexander Trofymchuk, Irina Kalinina, Aleksandr Gozhyj. Modeling Risk Factor Interaction Using Copula Functions. In Stefan Wolfgang Pickl, Volodymyr Lytvynenko, Maryna Zharikova, Volodymyr Sherstjuk, editors, Proceedings of the 1st International Workshop on Computational & Information Technologies for Risk-Informed Systems (CITRisk 2020) co-located with XX International scientific and technical conference on Information Technologies in Education and Management (ІТЕМ 2020), Kherson, Ukraine, October 15-16, 2020. Volume 2805 of CEUR Workshop Proceedings, pages 87-101, CEUR-WS.org, 2020. [doi]

Abstract

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