Hall-Tideman Index

From Open Risk Manual


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.


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

E_T = \sum^{n}_{i=1} E_{i}

and each value fraction is defined as

w_{i} = \frac{E_i}{E_T}

Then the HTI index is defined as

HTI = \frac{1}{2 \sum^{n}_{i=1} i w_{i} - 1}

See Also


Open Source implementations of the HTI index are available in