Hall-Tideman Index

From Open Risk Manual
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Definition

The Hall-Tideman index is a metric useful for the purpose of measuring Concentration Risk diversity or inequality metrics. An alternative name is Rosenbluth Index.

Details

More precisely, if we have n values summing up to a total of

and each value fraction is defined as

Then the HTI index is defined as

See Also

Implementation

Open Source implementations of the HTI index are available in


References


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