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 12 21
A Flexible State-Space Model with Application to Stochastic Volatility 0 0 0 19 1 1 8 68
Bivariate integer-autoregressive process with an application to mutual fund flows 0 0 0 18 1 1 13 41
COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH 0 0 0 4 0 0 9 26
Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting 0 0 0 16 0 0 7 22
Exact Likelihood Estimation and Probabilistic Forecasting in Higher-order INAR(p) Models 0 0 0 38 0 0 10 42
Flexible (panel) regression models for bivariate count-continuous data with an insurance application 0 0 0 14 0 0 11 27
Least Impulse Response Estimator for Stress Test Exercises 0 0 0 39 1 1 17 86
Least Impulse Response Estimator for Stress Test Exercises 0 0 0 9 0 0 6 18
Least Impulse Response Estimator for Stress Test Exercises 0 0 0 11 0 0 9 38
Long Term Care and Longevity 0 0 0 51 1 3 9 140
Love and Death: A Freund Model with Frailty 0 0 0 73 0 0 7 376
Love and death: A Freund model with frailty 0 0 1 3 0 0 6 24
Negative Binomial Autoregressive Process 0 0 1 10 0 1 13 94
Non-causal Affine Processes with Applications to Derivative Pricing 0 0 0 10 0 4 10 37
Wishart-Gamma mixtures for multiperil experience ratemaking, frequency-severity experience rating and micro-loss reserving 0 0 0 14 1 2 17 50
Wishart‐gamma random effects models with applications to nonlife insurance 0 0 0 0 0 0 4 5
Total Working Papers 0 0 2 340 5 13 168 1,115


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 0 28 1 3 13 122
A simple parameter‐driven binary time series model 0 0 0 24 2 2 8 57
BROKEN-HEART, COMMON LIFE, HETEROGENEITY: ANALYZING THE SPOUSAL MORTALITY DEPENDENCE 0 0 1 5 0 1 10 32
Bivariate integer-autoregressive process with an application to mutual fund flows 0 0 0 4 0 0 9 47
COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH 0 0 0 22 0 2 11 95
Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting 0 0 0 4 0 0 11 41
Flexible (panel) regression models for bivariate count–continuous data with an insurance application 0 0 0 1 0 1 4 27
Least impulse response estimator for stress test exercises 0 0 1 5 0 0 9 40
Love and death: A Freund model with frailty 0 0 0 24 0 1 11 183
Modelling mortality: A bayesian factor-augmented var (favar) approach 0 0 0 3 0 1 34 41
Negative Binomial Autoregressive Process with Stochastic Intensity 0 0 0 4 0 0 3 24
On the ordering of credibility factors 1 1 1 2 1 2 11 21
Spatial spillover effects and risk contagion around G20 stock markets based on volatility network 0 0 0 15 0 0 19 94
The distribution of unobserved heterogeneity in competing risks models 0 0 0 1 0 0 6 22
Total Journal Articles 1 1 3 142 4 13 159 846


Statistics updated 2026-10-11