کاربردهای منحنی لورنز و ضریب جینی تعمیم‌یافته در بیمه

References

Aalaei, M., Safarzadeh, E. & Ebrahimnejad, K. (2023). Life Settlements Pricing in Iran’s Secondary Market Using Deterministic, Probabilistic, and Stochastic Approaches. Financial Research Journal, 25(2), 255-274. doi: 10.22059/frj.2023.347258.1007375
(in Persian)

Ahlberg, F. (2019). Application of the Ordered Lorenz Curve in the Analysis of a Non-Life Insurance Portfolio.

Alonso-Villar, O. & Del Río, C. (2013). Concentration of economic activity: An analytical framework. Regional Studies, 47(5), 756–772.

Atkinson, A. B. (2008). More on the measurement of inequality. The Journal of Economic Inequality, 6(3), 277–283.

Bajgar, M., Berlingieri, G., Calligaris, S., Criscuolo, C. & Timmis, J. (2019). Industry concentration in Europe and North America.

Botchkarev, A. (2019). A new typology design of performance metrics to measure errors in machine learning regression algorithms. Interdisciplinary Journal of Information, Knowledge, and Management, 14, 045–076.

Ceriani, L. & Verme, P. (2012). The origins of the Gini index: Extracts from Variabilità e Mutabilità (1912) by Corrado Gini. The Journal of Economic Inequality, 10, 421–443.

Cuhadaroglu, T. (2023). Evaluating ordinal inequalities between groups. The Journal of Economic Inequality, 21(1), 219–231.

Davies, J., Hoy, M. & Zhao, L. (2022). Revisiting comparisons of income inequality when Lorenz curves intersect. Social Choice and Welfare, 58(1), 101–109.

Davis, L. & Orhangazi, Ö. (2021). Competition and monopoly in the US economy: What do the industrial concentration data show? Competition & Change, 25(1), 3–30.

Denuit, M. & Trufin, J. (2021). Lorenz curve, Gini coefficient, and Tweedie dominance for autocalibrated predictors (No. 2021036). Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).

Denuit, M. & Trufin, J. (2023). Model selection with Pearson’s correlation, concentration and Lorenz curves under autocalibration. European Actuarial Journal, 1-8.

Denuit, M., Hainaut, D. & Trufin, J. (2020). Other Measures for Model Comparison. In M. Denuit, D. Hainaut & J. Trufin (Eds.), Effective Statistical Learning Methods for Actuaries II: Tree-Based Methods and Extensions (pp. 175–228). Springer International Publishing.

Denuit, M., Sznajder, D. & Trufin, J. (2019). Model selection based on Lorenz and concentration curves, Gini indices and convex order. Insurance: Mathematics and Economics, 89, 128–139.

Frees, E. W., Meyers, G. & Cummings, A. D. (2011). Summarizing insurance scores using a Gini index. Journal of the American Statistical Association, 106(495), 1085–1098.

Frees, E. W., Meyers, G. & Cummings, A. D. (2014). Insurance ratemaking and a Gini index. Journal of Risk and Insurance, 81(2), 335–366.

Furman, E., Kye, Y. & Su, J. (2019). Computing the Gini index: A note. Economics Letters, 185, 108753.

Germano, F. (2022). Entropy, directionality theory and the evolution of income inequality. Journal of Economic Behavior & Organization, 198, 15–43.

Gini, C. (1912). Variabilità e mutabilità: Contributo allo studio delle distribuzioni e delle relazioni statistiche. [Fasc. I.]. Tipogr. di P. Cuppini.

Giudici, P. & Raffinetti, E. (2019). Lorenz zonoid measures to compare predictive accuracy. Journal of Classification, 37(2). DOI:10.1007/s00357-019-09358-w

Haye, R. L. & Zizler, P. (2020). The Lorenz Curve in the Classroom. The American Statistician, 75(2), 217–225.

Heidari, M. & Amiri, H. (2022). Inspecting the Predictive Power of Artificial Intelligence Models in Predicting the Stock Price Trend in Tehran Stock Exchange. Financial Research Journal, 24(4), 602-623. doi: 10.22059/frj.2022.320064.1007149 (in Persian)

Izadi, M., Ashtab, A. & Zavari Rezaei, A. (2024). Reviewing and matching the estimated power of Machine Learning Models and Statistical Models in Predicting Changes in Profit Components and Selecting the Optimal Model. Financial Research Journal, 27(1), 31-57. doi: 10.22059/frj.2024.373472.1007580 (in Persian)

Kakwani, N. C. (1977). Applications of Lorenz curves in economic analysis. Econometrica: Journal of the Econometric Society, 719–727.

Kimeldorf, G. & Sampson, A. R. (1978). Monotone Dependence. The Annals of Statistics, 6(4), 895–903.

Lorenz, M. O. (1905). Methods of measuring the concentration of wealth. Publications of the American Statistical Association, 9(70), 209–219.

Mirbagherijam, M. (2022). House Pricing/Price Prediction Model Selection Based on Lorenz and Concentration Curves: Empirical Evidence from Tehran House Market. Iranian Economic Review, 27(4), 1285-1306. doi: 10.22059/ier.2023.317878.1007092

Moothathu, T. (1990). Lorenz curve and Gini index. Calcutta Statistical Association Bulletin, 40(1–4), 307–324.

Muliere, P. & Petrone, S. (1992). Generalized Lorenz curve and monotone dependence orderings. Metron, 50(3–4), 19–38.

Nembrini, S., König, I. R. & Wright, M. N. (2018). The revival of the Gini importance? Bioinformatics, 34(21), 3711–3718.

Njanike, K. & Chisasa, J. (2021). Determinants of the use of medical insurance cover in Zimbabwe. African Journal of Business and Economic Research, 16(1), 227–247.

Pham-Gia, T. (1995). Some applications of the Lorenz curve in decision analysis. American Journal of Mathematical and Management Sciences, 15(1–2), 1–34.

Raffinetti, E. & Giudici, P. (2013). Lorenz Zonoids and Dependence Measures: A Proposal. In N. Torelli, F. Pesarin & A. Bar-Hen (Eds.), Advances in Theoretical and Applied Statistics (pp. 51–60). Springer.

Sehat, S. & Esmaili, M. (2016). Factors affecting the non-development of group therapy supplementary insurances according to insurance industry experts. Insurance Research Quarterly, 22(4), 61-90. (in Persian)

Setayeshi, S., Tehraniyazdi, N., Vaezi, R. & Raeesi Vanani, I. (2024). Predicting the Future Commitments of Insurance Companies Using Long-Short Term Memory (LSTM) Model. Financial Research Journal, 26(4), 854-879. doi: 10.22059/frj.2024.367421.1007532
(in Persian)

Sitthiyot, T. & Holasut, K. (2023). An Alternative Functional Form for the Lorenz Curve with Empirical Applications. Thailand and The World Economy, 41(1), 106–125.

Yitzhaki, S. & Schechtman, E. (2013). The Gini methodology: A primer on a statistical methodology. Springer.