Difference between revisions of "Hall-Tideman Index"
From Open Risk Manual
Wiki admin (talk | contribs) (Created page with "== Definition == The '''Hall-Tideman''' index is a metric useful for the purpose of measuring Concentration Risk diversity or inequality metrics == Details == More prec...") |
Wiki admin (talk | contribs) |
||
Line 13: | Line 13: | ||
Then the HTI index is defined as | Then the HTI index is defined as | ||
:<math> | :<math> | ||
− | HTI = \frac{1}{2 \sum^{n}_{i=1} i w_{i} - 1 | + | HTI = \frac{1}{2 \sum^{n}_{i=1} i w_{i} - 1} |
</math> | </math> | ||
Revision as of 13:27, 14 June 2021
Contents
Definition
The Hall-Tideman index is a metric useful for the purpose of measuring Concentration Risk diversity or inequality metrics
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
- The Gini Index is a related measure