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Weighted premium calculation principles

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Consistent testing for poverty dominance

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Weighted risk capital allocations in the presence of systematic risk

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Gini-type measures of risk and variability : gini shortfall, capital allocations, and heavy-tailed risks

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An axiomatic foundation for the expected shortfall

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From the classical Gini index of income inequality to a new Zenga-type relative measure of risk : a modeller’s perspective

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The underlying idea behind the construction of indices of economic inequality is based on measuring deviations of various portions of low incomes from certain references or benchmarks, which could be point measures like the population mean or median, or curves like the hypotenuse of the right...

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