  We propose an extension of the univariate Lorenz curve and of the Gini
coefficient to the multivariate case, i.e., to simultaneously measure
inequality in more than one variable. Our extensions are based on copulas and
measure inequality stemming from inequality in every single variable as well as
inequality stemming from the dependence structure of the variables. We derive
simple nonparametric estimators for both instruments and apply them exemplary
to data of individual income and wealth for various countries.
