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 1 1 1 11 1 1 1 9
A Flexible State-Space Model with Application to Stochastic Volatility 0 1 2 18 0 1 6 58
Bivariate integer-autoregressive process with an application to mutual fund flows 0 1 1 18 0 1 5 23
COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH 0 0 0 2 0 0 2 12
Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting 0 0 2 16 0 1 3 15
Exact Likelihood Estimation and Probabilistic Forecasting in Higher-order INAR(p) Models 0 0 0 38 1 1 2 30
Flexible (panel) regression models for bivariate count-continuous data with an insurance application 0 0 0 14 0 0 2 15
Least Impulse Response Estimator for Stress Test Exercises 0 0 1 36 0 0 4 64
Least Impulse Response Estimator for Stress Test Exercises 0 0 0 8 0 0 2 10
Least Impulse Response Estimator for Stress Test Exercises 0 0 0 10 0 0 1 26
Long Term Care and Longevity 0 0 1 51 0 0 2 129
Love and Death: A Freund Model with Frailty 0 0 2 73 0 0 2 363
Love and death: A Freund model with frailty 0 0 0 0 0 0 1 14
Negative Binomial Autoregressive Process 0 0 4 6 1 2 17 66
Non-causal Affine Processes with Applications to Derivative Pricing 0 0 1 9 0 0 1 24
Total Working Papers 1 3 15 310 3 7 51 858


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 17 1 1 4 81
A simple parameter‐driven binary time series model 1 2 4 7 1 2 7 19
BROKEN-HEART, COMMON LIFE, HETEROGENEITY: ANALYZING THE SPOUSAL MORTALITY DEPENDENCE 0 0 0 4 0 0 0 20
Bivariate integer-autoregressive process with an application to mutual fund flows 0 0 0 4 0 1 4 29
COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH 1 2 3 18 2 3 9 65
Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting 0 0 1 3 0 0 3 28
Flexible (panel) regression models for bivariate count–continuous data with an insurance application 0 0 0 1 0 2 4 17
Least impulse response estimator for stress test exercises 0 0 0 4 0 0 0 29
Love and death: A Freund model with frailty 1 1 1 22 1 2 4 158
Negative Binomial Autoregressive Process with Stochastic Intensity 0 0 0 4 0 0 0 15
Spatial spillover effects and risk contagion around G20 stock markets based on volatility network 0 2 7 11 0 3 21 59
The distribution of unobserved heterogeneity in competing risks models 0 0 0 1 0 0 1 11
Total Journal Articles 3 7 18 96 5 14 57 531


Statistics updated 2022-12-04