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Abstract: A recent paper published in this journal (Bourguignon et al., 2016) introduces and studies a new Pareto-type distribution, deriving some of its probabilistic and inferential properties. In this paper, we obtain additional and important properties of this distribution and derive simpler expressions for relevant inequality indices and risk measures. One important feature of this distribution is that many of these expressions are simple functions of the incomplete beta function. Using this result, we obtain closed expressions for the moments and for several inequality measures including the Gini index and the Lorenz curve, the Donaldson?Weymark?Kakwani index, the Pietra index and the generalized entropy measures. Basic risk measures are also obtained. Finally, empirical applications with real income data are given.
Fuente: Physica A 527 (2019)
Editorial: Elsevier
Fecha de publicación: 01/08/2019
Nº de páginas: 23
Tipo de publicación: Artículo de Revista
DOI: 10.1016/j.physa.2019.121277
ISSN: 0378-4371
Proyecto español: ECO2016-476203-C2-1-P
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JOSE MARIA SARABIA ALEGRIA
VANESA JORDA GIL
FAUSTINO PRIETO MENDOZA
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