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Survey data are widely used to study how income inequality, poverty, and welfare evolve over time. A common practice is to estimate the income distribution separately for each year, treating annual observations as independent…

Econometrics · Economics 2026-04-24 David Gunawan

This paper proposes the k-generalized distribution as a model for describing the distribution and dispersion of income within a population. Formulas for the shape, moments and standard tools for inequality measurement - such as the Lorenz…

General Finance · Quantitative Finance 2009-01-31 F. Clementi , T. Di Matteo , M. Gallegati , G. Kaniadakis

This study proposes a reversible jump Markov chain Monte Carlo method for estimating parameters of lognormal distribution mixtures for income. Using simulated data examples, we examined the proposed algorithm's performance and the accuracy…

Econometrics · Economics 2025-10-28 Kazuhiko Kakamu

Under conditions of market equilibrium, the distribution of capital income follows a Pareto power law, with an exponent that characterizes the given equilibrium. Here, a simple taxation scheme is proposed such that the post-tax capital…

Economics · Quantitative Finance 2018-03-14 Jacques Tempere

The distribution of household income is a central concern of modern economic policy due to its strong influence on life quality. Yet, non-expert audiences are unaware of the relationship between these two factors. To effectively communicate…

General Economics · Economics 2021-08-10 Sang Truong , Humberto Barreto

Accurately estimating income Pareto exponents is challenging due to limitations in data availability and the applicability of statistical methods. Using tabulated summaries of incomes from tax authorities and a recent estimation method, we…

General Economics · Economics 2022-06-10 Ji Hyung Lee , Yuya Sasaki , Alexis Akira Toda , Yulong Wang

We present here a general framework, expressed by a system of nonlinear differential equations, suitable for the modelling of taxation and redistribution in a closed (trading market) society. This framework allows to describe the evolution…

Physics and Society · Physics 2011-09-06 Maria Letizia Bertotti , Giovanni Modanese

A computational model for the distribution of wealth among the members of an ideal society is presented. It is determined that a realistic distribution of wealth depends upon two mechanisms: an asymmetric flux of wealth in trading…

Statistical Mechanics · Physics 2008-12-02 Nicola Scafetta , Sergio Picozzi , Bruce J. West

We introduce and discuss optimal control strategies for kinetic models for wealth distribution in a simple market economy, acting to minimize the variance of the wealth density among the population. Our analysis is based on a finite time…

Physics and Society · Physics 2018-10-25 Bertram Düring , Lorenzo Pareschi , Giuseppe Toscani

We build a statistical ensemble representation of two economic models describing respectively, in simplified terms, a payment system and a credit market. To this purpose we adopt the Boltzmann-Gibbs distribution where the role of the…

General Finance · Quantitative Finance 2012-07-06 Stefano Viaggiu , Andrea Lionetto , Leonardo Bargigli , Michele Longo

We provide an exact solution to the ideal-gas-like models studied in econophysics to understand the microscopic origin of Pareto-law. In these class of models the key ingredient necessary for having a self-organized scale-free steady-state…

Physics and Society · Physics 2008-12-02 P. K. Mohanty

Researchers must often estimate income inequality using data that give only the number of cases (e.g., families or households) whose incomes fall in "bins" such as $0-9,999, $10,000-14,999,..., $200,000+. We find that popular methods for…

Methodology · Statistics 2017-12-18 Paul T. von Hippel , Samuel V. Scarpino , Igor Holas

The distribution of gross earnings of movies released each year show a distribution having a power-law tail with Pareto exponent $\alpha \simeq 2$. While this offers interesting parallels with income distributions of individuals, it is also…

Physics and Society · Physics 2012-01-11 Sitabhra Sinha , Raj Kumar Pan

In this article we present an alternative model for the distribution of household incomes in the United States. We provide arguments from two differing perspectives which both yield the proposed income distribution curve, and then fit this…

General Finance · Quantitative Finance 2016-04-20 Costas Efthimiou , Adam Wearne

This dissertation reports work where physics methods are applied to financial and economical problems. The first part studies stock market data (chapter 1 to 5). The second part is devoted to personal income in the USA (chapter 6). We first…

Physics and Society · Physics 2008-12-02 A. Christian Silva

A deterministic system of interacting agents is considered as a model for economic dynamics. The dynamics of the system is described by a coupled map lattice with near neighbor interactions. The evolution of each agent results from the…

General Finance · Quantitative Finance 2009-11-13 J. Gonzalez-Estevez , M. G. Cosenza , R. Lopez-Ruiz , J. R. Sanchez

"The rich are getting richer" implies that the population income distributions are getting more right skewed and heavily tailed. For such distributions, the mean is not the best measure of the center, but the classical indices of income…

Methodology · Statistics 2023-08-08 Vytaras Brazauskas , Francesca Greselin , Ricardas Zitikis

We study the distribution P(\omega) of the random variable \omega = x_1/(x_1 + x_2), where x_1 and x_2 are the wealths of two individuals selected at random from the same tempered Paretian ensemble characterized by the distribution \Psi(x)…

General Finance · Quantitative Finance 2012-07-24 G. Oshanin , Yu. Holovatch , G. Schehr

The evolution of personal income distribution (PID) in four countries: Canada, New Zealand, the UK, and the USA follows a unique trajectory. We have revealed precise match in the shape of two age-dependent features of the PID: mean income…

General Finance · Quantitative Finance 2015-10-12 Ivan Kitov , Oleg Kitov

We introduce a class of one-dimensional linear kinetic equations of Boltzmann and Fokker--Planck type, describing the dynamics of individuals of a multi-agent society questing for high status in the social hierarchy. At the Boltzmann level,…

Physics and Society · Physics 2020-06-05 Giacomo Dimarco , Giuseppe Toscani