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 0 18 0 1 1 59
Bivariate integer-autoregressive process with an application to mutual fund flows 0 0 0 18 0 0 1 27
COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH 0 0 0 4 0 1 1 16
Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting 0 0 0 16 0 0 0 15
Exact Likelihood Estimation and Probabilistic Forecasting in Higher-order INAR(p) Models 0 0 0 38 0 0 0 31
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 2 39 0 0 2 68
Least Impulse Response Estimator for Stress Test Exercises 0 0 1 11 0 1 2 28
Least Impulse Response Estimator for Stress Test Exercises 0 0 1 9 0 0 1 12
Long Term Care and Longevity 0 0 0 51 0 0 0 131
Love and Death: A Freund Model with Frailty 0 0 0 73 0 1 3 368
Love and death: A Freund model with frailty 0 0 0 2 0 0 0 17
Negative Binomial Autoregressive Process 0 1 1 8 3 7 8 76
Non-causal Affine Processes with Applications to Derivative Pricing 0 0 0 10 0 0 1 26
Total Working Papers 0 1 5 322 3 11 21 899


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 1 3 26 1 2 9 104
A simple parameter‐driven binary time series model 0 0 7 23 0 1 11 46
BROKEN-HEART, COMMON LIFE, HETEROGENEITY: ANALYZING THE SPOUSAL MORTALITY DEPENDENCE 0 0 0 4 1 1 1 21
Bivariate integer-autoregressive process with an application to mutual fund flows 0 0 0 4 0 1 1 35
COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH 0 0 1 22 0 1 4 82
Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting 0 0 0 4 0 0 1 30
Flexible (panel) regression models for bivariate count–continuous data with an insurance application 0 0 0 1 0 0 3 22
Least impulse response estimator for stress test exercises 0 0 0 4 0 0 0 29
Love and death: A Freund model with frailty 0 0 0 24 0 2 3 171
Negative Binomial Autoregressive Process with Stochastic Intensity 0 0 0 4 0 0 2 18
Spatial spillover effects and risk contagion around G20 stock markets based on volatility network 0 0 0 14 1 2 3 73
The distribution of unobserved heterogeneity in competing risks models 0 0 0 1 0 0 1 14
Total Journal Articles 0 1 11 131 3 10 39 645


Statistics updated 2025-03-03