[图书][B] Statistical size distributions in economics and actuarial sciences

C Kleiber, S Kotz - 2003 - books.google.com
A comprehensive account of economic size distributions around the world and throughout
the years In the course of the past 100 years, economists and applied statisticians have …

Empirical estimation of risk measures and related quantities

BL Jones, R Zitikis - North American Actuarial Journal, 2003 - Taylor & Francis
The authors present an alternative representation of risk measures originally defined in
terms of expectations with respect to distorted probabilities. They also show that the right-tail …

Variance estimation of the Gini index: revisiting a result several times published

M Langel, Y Tillé - Journal of the Royal Statistical Society Series …, 2013 - academic.oup.com
Summary Since Corrado Gini suggested the index that bears his name as a way of
measuring inequality, the computation of variance of the Gini index has been subject to …

Do redistributive state taxes reduce inequality?

A Leigh - National Tax Journal, 2008 - journals.uchicago.edu
Do income taxes levied at a state or regional level affect the after-tax distribution of income?
Or do workers merely move between regions, causing pre-tax wages to adjust? Using the …

[PDF][PDF] L-functions, processes, and statistics in measuring economic inequality and actuarial risks

R Zitikis, F Greselin, ML Puri - 2009 - scholarworks.iu.edu
$ L $-statistics play prominent roles in various research areas and applications, including
development of robust statistical methods, measuring economic inequality and insurance …

Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts

A Necir, D Meraghni - Insurance: Mathematics and economics, 2009 - Elsevier
The asymptotic normality of the sample proportional hazard premium for heavy-tailed claim
amounts with infinite variance cannot be obtained by classical results for L-statistics. In this …

Statistical inference with generalized Gini indices of inequality, poverty, and welfare

GF Barrett, SG Donald - Journal of Business & Economic Statistics, 2009 - Taylor & Francis
This article considers statistical inference for consistent estimators of generalized Gini
indices of inequality, poverty, and welfare. Our method does not require grouping the …

Measuring income inequality via percentile relativities

V Brazauskas, F Greselin, R Zitikis - Quality & Quantity, 2024 - Springer
The adage “the rich are getting richer” refers to increasingly skewed and heavily-tailed
income distributions. For such distributions, the mean is not the best measure of the center …

Incorporating covariates in the measurement of welfare and inequality: methods and applications

SG Donald, YC Hsu, GF Barrett - The Econometrics Journal, 2012 - academic.oup.com
Methods for comparing social welfare and inequality across populations typically involve the
entire distribution of economic wellbeing. Conditional analysis requires an estimate of the …

[HTML][HTML] Quantifying non-monotonicity of functions and the lack of positivity in signed measures

Y Davydov, R Zitikis - Modern Stochastics: Theory and Applications, 2017 - vmsta.org
In various research areas related to decision making, problems and their solutions
frequently rely on certain functions being monotonic. In the case of non-monotonic functions …