Figure 1.
Figure 2.
![Block scheme - simulation of the risk output variable (scheme developed based on [7])](https://sciendo-parsed.s3.eu-central-1.amazonaws.com/677fbdf9082aa65dea3c70d1/j_acee-2024-0006_fig_002.jpg?X-Amz-Algorithm=AWS4-HMAC-SHA256&X-Amz-Content-Sha256=UNSIGNED-PAYLOAD&X-Amz-Credential=ASIA6AP2G7AKBAVJMACF%2F20260201%2Feu-central-1%2Fs3%2Faws4_request&X-Amz-Date=20260201T174822Z&X-Amz-Expires=3600&X-Amz-Security-Token=IQoJb3JpZ2luX2VjEAcaDGV1LWNlbnRyYWwtMSJHMEUCIA7T2E0Vy9K%2FrZYyshziGkgOWe79e3myAaRNjvW445QaAiEA9RG5V3gR42G3VXnW9WwqMmVBvQX6Q%2B9NgbSdE6QTBscqxgUI0P%2F%2F%2F%2F%2F%2F%2F%2F%2F%2FARACGgw5NjMxMzQyODk5NDAiDGlcOqjdO3A%2Fv0shvSqaBctKkcyb70rC0%2BOf4rhUvwbqo9FUqzlDh1sBmeQ1u27ZU4NMVwSkOiuxYOo0xPnQiBd1pZLFrVKvp26LzkqudLWyi5NvGBHmNVlWx%2B%2FPb521UYJyylkLKsEAwhIysOrwquYPf9gqvmztIOOL9eYC9FMoS%2BRQmlpHVXilwmQyGaMVJspd6pk9C9WkIfifzaVI0KK6dIUgKdUvSBBjcEkHakM8TpOV1kOaVNnhyn4xMrwMe%2BALReR012v7%2FEmmUTOt6iJJyzXbl%2BVay7yz7ImP%2FYjclbqx91QmGc92KJAONYA4pLX0HZj5Z9djRcHLoled2BvoqiHFEQx7RWcEjcakYNt6qr9hcDSS21XGkNf0RimHIdKe90oFiwKXv1tiISh3Rxr6Q%2Bo19udsakcYkc54HuuwHKpFNzzEeNW3d42%2FhhYixMwOSOxfMVDalC%2BTJBd6%2Fh9D2%2FwYPxU4s87U%2F2fLVOWBLl2Bs7naaCxK5VpFXmTtvTCgEDLVVlLCV3vQyGAMfp7GdnRYTVyNzril56%2F4UCOjFDZA7Ehax3PFw%2Fj41VOlm40BdbnCW4R8oxtME%2Bf0bnjL4Uw2KqUzFjoPQw9Y5yJq9l2MYljB8fMqVT3YsOcdrW806chEvMVrSmyoDjE0h7IyacVQzHejKHdgSLBJyV6KFAg390zsLN9ofmLGi9LfZlMYz%2BHiMT5a9AwRo7Sbts3rMBD1Nup0wUhYO5m5bXtq7VPh2FVHgY27AdtBlYVBiINadQ5AGXdMehelwD627CjGyKgM%2B087r2Jdl4xeCb8MxOOLb6XNZ5R3x4cYQhLv4qx4AM35cBtFRTK3hH8UmkdZfZ9tFUvCZqzSAUNa9p8va0Skw8RPoQfoaPMLNq6mOLpyvDyYPPc9XjC92f3LBjqxAR4t2QsWvW4PBWnFu%2FJHXPKctmrfa7Z481wM1yhDg5mD%2FaEMtqXvgqvgopcx4zewuzCbRYLHkoBSl3ViqVLAPHe3SL3g6ygpT81VB8ZmkMRwdxZv3J0JL%2F286Af1AOIjJvtrfFTQIIynVIw1x8DyAjwPCOcMF6RCnOoQma9O9sRO2j24txid%2BXvVB9QgJLNnAyBSuVeYHnvKuG6lPpb14auINq2supx2RbYuWSGln5zJDQ%3D%3D&X-Amz-Signature=789900d83ba044d0333c59a40826b27160af9928b3827b52c5a17176d091e9c9&X-Amz-SignedHeaders=host&x-amz-checksum-mode=ENABLED&x-id=GetObject)
Risk values estimated for different types of copulas and different sample sizes
| Type of cupola | Number of random groups N | Value of risk |
|---|---|---|
| Gaussa | 1000 | 5.70 |
| 100000 | 5.57 | |
| Claytona | 1000 | 5.91 |
| 100000 | 5.85 |
Simulated risk of misconduct
| Parameter | Gauss copula | Clayton copula |
|---|---|---|
| Number of simulations | 1000 | 1000 |
| Maximum | 7.30 | 8.27 |
| Minimum | 0.21 | 4. |
| Mean | 4.46 | 5.11 |
| 95% VofR | 5.70 | 5.91 |
Risk matrix calculated according to formula (9)
| Ei | Di | ||
|---|---|---|---|
| 1 | 2 | 3 | |
| 1 | 1 | 2 | 3 |
| 2 | 2 | 4 | 6 |
| 3 | 3 | 6 | 9 |