In this study, the dam-break induced surge impact pressure data on a vertical wall are used to investigate the corresponding structure dynamic response. Both the hydrodynamic and structure parameters are confirmed to be crucial in assessing the structure dynamic responses. The surge peak pressure pk, the pressure rise time Tr, the surge impact duration Td, and the structure natural period Tn are considered to establish the statistical model. The present study determines the dependencies among these parameters which describe the structure dynamic response due to the complexity of dam breaking. Accordingly, two multivariate copulas, i.e., the Gaussian copula and the Vine copula, are used to simulate the statistical properties of the maximum dynamic amplification factor ψm, allowing a better understanding of the dependencies and correlations among different parameters. The tail dependence of variable pairs (pk, Tr) and (pk, ψm) are not significant, while the variable pairs (Tr, ψm) and (Td/Tn, ψm) show lower and upper tail dependence. With respect to the experiment data, simulation using the Gaussian copula shows good results regarding variable pairs of symmetric dependence structures, whereas the Vine copula is more suitable for variable pairs of asymmetric dependence structures.