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 0 2 11 20
A Flexible State-Space Model with Application to Stochastic Volatility 0 0 0 19 1 2 7 67
Bivariate integer-autoregressive process with an application to mutual fund flows 0 0 0 18 1 3 13 40
COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH 0 0 0 4 0 6 9 25
Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting 0 0 0 16 0 1 7 22
Exact Likelihood Estimation and Probabilistic Forecasting in Higher-order INAR(p) Models 0 0 0 38 0 4 11 42
Flexible (panel) regression models for bivariate count-continuous data with an insurance application 0 0 0 14 0 0 10 26
Least Impulse Response Estimator for Stress Test Exercises 0 0 0 11 0 4 10 38
Least Impulse Response Estimator for Stress Test Exercises 0 0 0 9 1 2 6 18
Least Impulse Response Estimator for Stress Test Exercises 0 0 0 39 1 4 17 85
Long Term Care and Longevity 0 0 0 51 0 0 6 137
Love and Death: A Freund Model with Frailty 0 0 0 73 0 4 8 376
Love and death: A Freund model with frailty 0 1 1 3 1 5 6 24
Negative Binomial Autoregressive Process 0 0 2 10 1 2 14 93
Non-causal Affine Processes with Applications to Derivative Pricing 0 0 0 10 0 0 7 33
Wishart-Gamma mixtures for multiperil experience ratemaking, frequency-severity experience rating and micro-loss reserving 0 0 1 14 1 5 18 48
Wishart‐gamma random effects models with applications to nonlife insurance 0 0 0 0 0 1 4 5
Total Working Papers 0 1 4 340 7 45 164 1,099


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 2 28 1 3 14 118
A simple parameter‐driven binary time series model 0 0 1 24 1 1 8 55
BROKEN-HEART, COMMON LIFE, HETEROGENEITY: ANALYZING THE SPOUSAL MORTALITY DEPENDENCE 0 1 1 5 0 3 10 31
Bivariate integer-autoregressive process with an application to mutual fund flows 0 0 0 4 1 2 12 47
COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH 0 0 0 22 0 2 9 92
Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting 0 0 0 4 1 2 11 41
Flexible (panel) regression models for bivariate count–continuous data with an insurance application 0 0 0 1 0 0 4 26
Least impulse response estimator for stress test exercises 1 1 1 5 1 5 9 40
Love and death: A Freund model with frailty 0 0 0 24 0 5 10 182
Modelling mortality: A bayesian factor-augmented var (favar) approach 0 0 0 3 1 15 33 40
Negative Binomial Autoregressive Process with Stochastic Intensity 0 0 0 4 0 1 4 24
On the ordering of credibility factors 0 0 0 1 2 2 9 18
Spatial spillover effects and risk contagion around G20 stock markets based on volatility network 0 0 1 15 1 6 19 93
The distribution of unobserved heterogeneity in competing risks models 0 0 0 1 0 3 8 22
Total Journal Articles 1 2 6 141 9 50 160 829


Statistics updated 2026-06-04