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 0 0 9
A Flexible State-Space Model with Application to Stochastic Volatility 0 0 1 19 1 1 3 61
Bivariate integer-autoregressive process with an application to mutual fund flows 0 0 0 18 0 1 1 28
COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH 0 0 0 4 0 1 2 17
Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting 0 0 0 16 2 2 2 17
Exact Likelihood Estimation and Probabilistic Forecasting in Higher-order INAR(p) Models 0 0 0 38 0 0 1 32
Flexible (panel) regression models for bivariate count-continuous data with an insurance application 0 0 0 14 0 0 1 16
Least Impulse Response Estimator for Stress Test Exercises 0 0 0 39 0 0 1 69
Least Impulse Response Estimator for Stress Test Exercises 0 0 0 9 0 0 0 12
Least Impulse Response Estimator for Stress Test Exercises 0 0 0 11 1 2 3 30
Long Term Care and Longevity 0 0 0 51 1 1 1 132
Love and Death: A Freund Model with Frailty 0 0 0 73 1 1 3 370
Love and death: A Freund model with frailty 0 0 0 2 0 0 1 18
Negative Binomial Autoregressive Process 0 1 2 9 2 3 14 83
Non-causal Affine Processes with Applications to Derivative Pricing 0 0 0 10 0 1 2 27
Wishart-Gamma mixtures for multiperil experience ratemaking, frequency-severity experience rating and micro-loss reserving 0 1 2 14 1 3 5 34
Wishart‐gamma random effects models with applications to nonlife insurance 0 0 0 0 1 1 2 2
Total Working Papers 0 2 5 338 10 17 42 957


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 1 2 8 110
A simple parameter‐driven binary time series model 0 1 1 24 0 2 6 49
BROKEN-HEART, COMMON LIFE, HETEROGENEITY: ANALYZING THE SPOUSAL MORTALITY DEPENDENCE 0 0 0 4 0 0 2 22
Bivariate integer-autoregressive process with an application to mutual fund flows 0 0 0 4 0 1 4 38
COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH 0 0 0 22 0 0 3 84
Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting 0 0 0 4 1 1 1 31
Flexible (panel) regression models for bivariate count–continuous data with an insurance application 0 0 0 1 1 2 4 24
Least impulse response estimator for stress test exercises 0 0 0 4 0 0 2 31
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 1 1 8
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 0 0 2 10
Spatial spillover effects and risk contagion around G20 stock markets based on volatility network 0 1 1 15 1 2 5 76
The distribution of unobserved heterogeneity in competing risks models 0 0 0 1 0 1 2 16
Total Journal Articles 0 2 5 139 5 12 46 692


Statistics updated 2025-11-08