Access Statistics for Yang Lu

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian non-parametric model for small population mortality 0 0 0 11 1 1 1 10
A Flexible State-Space Model with Application to Stochastic Volatility 0 0 1 19 1 2 4 62
Bivariate integer-autoregressive process with an application to mutual fund flows 0 0 0 18 1 4 5 32
COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH 0 0 0 4 1 1 3 18
Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting 0 0 0 16 1 4 4 19
Exact Likelihood Estimation and Probabilistic Forecasting in Higher-order INAR(p) Models 0 0 0 38 2 2 3 34
Flexible (panel) regression models for bivariate count-continuous data with an insurance application 0 0 0 14 1 3 3 19
Least Impulse Response Estimator for Stress Test Exercises 0 0 0 39 2 5 6 74
Least Impulse Response Estimator for Stress Test Exercises 0 0 0 9 1 2 2 14
Least Impulse Response Estimator for Stress Test Exercises 0 0 0 11 0 2 4 31
Long Term Care and Longevity 0 0 0 51 1 4 4 135
Love and Death: A Freund Model with Frailty 0 0 0 73 2 3 5 372
Love and death: A Freund model with frailty 0 0 0 2 0 0 1 18
Negative Binomial Autoregressive Process 0 1 3 10 1 5 17 86
Non-causal Affine Processes with Applications to Derivative Pricing 0 0 0 10 1 3 4 30
Wishart-Gamma mixtures for multiperil experience ratemaking, frequency-severity experience rating and micro-loss reserving 0 0 2 14 2 4 8 37
Wishart‐gamma random effects models with applications to nonlife insurance 0 0 0 0 1 2 2 3
Total Working Papers 0 1 6 339 19 47 76 994


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A forecast reconciliation approach to cause-of-death mortality modeling 0 0 3 28 0 1 8 110
A simple parameter‐driven binary time series model 0 0 1 24 0 1 5 50
BROKEN-HEART, COMMON LIFE, HETEROGENEITY: ANALYZING THE SPOUSAL MORTALITY DEPENDENCE 0 0 0 4 2 3 5 25
Bivariate integer-autoregressive process with an application to mutual fund flows 0 0 0 4 1 1 5 39
COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH 0 0 0 22 1 2 5 86
Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting 0 0 0 4 1 3 3 33
Flexible (panel) regression models for bivariate count–continuous data with an insurance application 0 0 0 1 0 1 2 24
Least impulse response estimator for stress test exercises 0 0 0 4 1 2 4 33
Love and death: A Freund model with frailty 0 0 0 24 0 0 3 172
Modelling mortality: A bayesian factor-augmented var (favar) approach 0 0 0 3 1 2 2 9
Negative Binomial Autoregressive Process with Stochastic Intensity 0 0 0 4 0 0 3 21
On the ordering of credibility factors 0 0 0 1 3 3 5 13
Spatial spillover effects and risk contagion around G20 stock markets based on volatility network 0 0 1 15 0 3 6 78
The distribution of unobserved heterogeneity in competing risks models 0 0 0 1 1 1 3 17
Total Journal Articles 0 0 5 139 11 23 59 710


Statistics updated 2026-01-09