Abstarct: In this research, Gini-type measures of risk and variability are introduced and obtained. also are developed the corresponding economic capital allocation rules. The new measures are coherent, additive for co-monotonic risks and convenient computationally and require only finiteness of the mean risk. To elucidate the considerations mentioned, closed-form solutions are obtained for several parametric families of distributions that are relevant in insurance and finance. also used these findings to determine the risk of car body insurance of Dey insurance company for ten car groups and calculated the necessary economic capital with criterions of Expected Shortfall (ES), Standard deviation Shortfall (SDS) and Gini Shortfall (GS). According to the obtained results was observed that the GS criterion is a middle criterion that estimates the necessary economic capital more than the ES criterion and less than the SDS criterion.