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 2 10 11 20
A Flexible State-Space Model with Application to Stochastic Volatility 0 0 1 19 0 3 6 65
Bivariate integer-autoregressive process with an application to mutual fund flows 0 0 0 18 1 6 11 38
COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH 0 0 0 4 3 4 6 22
Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting 0 0 0 16 0 2 6 21
Exact Likelihood Estimation and Probabilistic Forecasting in Higher-order INAR(p) Models 0 0 0 38 0 4 7 38
Flexible (panel) regression models for bivariate count-continuous data with an insurance application 0 0 0 14 0 7 10 26
Least Impulse Response Estimator for Stress Test Exercises 0 0 0 11 1 4 7 35
Least Impulse Response Estimator for Stress Test Exercises 0 0 0 9 0 2 4 16
Least Impulse Response Estimator for Stress Test Exercises 0 0 0 39 3 10 16 84
Long Term Care and Longevity 0 0 0 51 0 2 6 137
Love and Death: A Freund Model with Frailty 0 0 0 73 2 2 6 374
Love and death: A Freund model with frailty 0 0 0 2 0 1 1 19
Negative Binomial Autoregressive Process 0 0 2 10 0 5 14 91
Non-causal Affine Processes with Applications to Derivative Pricing 0 0 0 10 0 3 7 33
Wishart-Gamma mixtures for multiperil experience ratemaking, frequency-severity experience rating and micro-loss reserving 0 0 1 14 1 7 14 44
Wishart‐gamma random effects models with applications to nonlife insurance 0 0 0 0 0 1 3 4
Total Working Papers 0 0 4 339 13 73 135 1,067


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 6 12 116
A simple parameter‐driven binary time series model 0 0 1 24 0 4 7 54
BROKEN-HEART, COMMON LIFE, HETEROGENEITY: ANALYZING THE SPOUSAL MORTALITY DEPENDENCE 0 0 0 4 0 3 7 28
Bivariate integer-autoregressive process with an application to mutual fund flows 0 0 0 4 1 7 11 46
COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH 0 0 0 22 2 6 10 92
Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting 0 0 0 4 0 6 9 39
Flexible (panel) regression models for bivariate count–continuous data with an insurance application 0 0 0 1 0 2 4 26
Least impulse response estimator for stress test exercises 0 0 0 4 1 3 5 36
Love and death: A Freund model with frailty 0 0 0 24 0 5 5 177
Modelling mortality: A bayesian factor-augmented var (favar) approach 0 0 0 3 13 29 31 38
Negative Binomial Autoregressive Process with Stochastic Intensity 0 0 0 4 0 2 5 23
On the ordering of credibility factors 0 0 0 1 0 3 7 16
Spatial spillover effects and risk contagion around G20 stock markets based on volatility network 0 0 1 15 4 13 18 91
The distribution of unobserved heterogeneity in competing risks models 0 0 0 1 0 2 5 19
Total Journal Articles 0 0 4 139 22 91 136 801


Statistics updated 2026-04-09