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 1 9 9 18
A Flexible State-Space Model with Application to Stochastic Volatility 0 0 1 19 1 4 6 65
Bivariate integer-autoregressive process with an application to mutual fund flows 0 0 0 18 2 6 10 37
COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH 0 0 0 4 0 2 3 19
Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting 0 0 0 16 0 3 6 21
Exact Likelihood Estimation and Probabilistic Forecasting in Higher-order INAR(p) Models 0 0 0 38 2 6 7 38
Flexible (panel) regression models for bivariate count-continuous data with an insurance application 0 0 0 14 2 8 10 26
Least Impulse Response Estimator for Stress Test Exercises 0 0 0 11 0 3 6 34
Least Impulse Response Estimator for Stress Test Exercises 0 0 0 9 1 3 4 16
Least Impulse Response Estimator for Stress Test Exercises 0 0 0 39 5 9 13 81
Long Term Care and Longevity 0 0 0 51 0 3 6 137
Love and Death: A Freund Model with Frailty 0 0 0 73 0 2 4 372
Love and death: A Freund model with frailty 0 0 0 2 0 1 2 19
Negative Binomial Autoregressive Process 0 0 2 10 2 6 15 91
Non-causal Affine Processes with Applications to Derivative Pricing 0 0 0 10 2 4 7 33
Wishart-Gamma mixtures for multiperil experience ratemaking, frequency-severity experience rating and micro-loss reserving 0 0 1 14 1 8 13 43
Wishart‐gamma random effects models with applications to nonlife insurance 0 0 0 0 1 2 3 4
Total Working Papers 0 0 4 339 20 79 124 1,054


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 3 5 11 115
A simple parameter‐driven binary time series model 0 0 1 24 0 4 8 54
BROKEN-HEART, COMMON LIFE, HETEROGENEITY: ANALYZING THE SPOUSAL MORTALITY DEPENDENCE 0 0 0 4 0 5 7 28
Bivariate integer-autoregressive process with an application to mutual fund flows 0 0 0 4 3 7 10 45
COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH 0 0 0 22 2 5 8 90
Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting 0 0 0 4 1 7 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 6 35
Love and death: A Freund model with frailty 0 0 0 24 2 5 6 177
Modelling mortality: A bayesian factor-augmented var (favar) approach 0 0 0 3 6 17 18 25
Negative Binomial Autoregressive Process with Stochastic Intensity 0 0 0 4 2 2 5 23
On the ordering of credibility factors 0 0 0 1 1 6 7 16
Spatial spillover effects and risk contagion around G20 stock markets based on volatility network 0 0 1 15 1 9 14 87
The distribution of unobserved heterogeneity in competing risks models 0 0 0 1 1 3 5 19
Total Journal Articles 0 0 4 139 23 80 118 779


Statistics updated 2026-03-04