Yang Lu
Names
Identifer
Contact
Affiliations
-
Université Paris-13
/ Centre d'Économie de l'Université Paris-Nord (CEPN)
Research profile
author of:
- Flexible (panel) regression models for bivariate count–continuous data with an insurance application (RePEc:bla:jorssa:v:182:y:2019:i:4:p:1503-1521)
by Yang Lu - Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting (RePEc:bla:jrinsu:v:85:y:2018:i:4:p:1083-1102)
by Yang Lu - Negative Binomial Autoregressive Process with Stochastic Intensity (RePEc:bla:jtsera:v:40:y:2019:i:2:p:225-247)
by Christian Gouriéroux & Yang Lu - Love and Death : A Freund Model with Frailty (RePEc:crs:wpaper:2013-09)
by Christian Gouriéroux & Yang Lu - Long Term Care and Longevity (RePEc:crs:wpaper:2013-16)
by Christian Gourieroux & Yang Lu - A Flexible State-Space Model with Application to Stochastic Volatility (RePEc:crs:wpaper:2016-39)
by Christian Gouriéroux & Yang Lu - Negative Binomial Autoregressive Process (RePEc:crs:wpaper:2018-03)
by Christian Gouriéroux & Yang Lu - Non-causal Affine Processes with Applications to Derivative Pricing (RePEc:crs:wpaper:2019-02)
by Christian Gouriéroux & Yang Lu - Coherent Forecasting Of Mortality Rates: A Sparse Vector-Autoregression Approach (RePEc:cup:astinb:v:47:y:2017:i:02:p:563-600_00)
by Li, Hong & Lu, Yang - Broken-Heart, Common Life, Heterogeneity: Analyzing The Spousal Mortality Dependence (RePEc:cup:astinb:v:47:y:2017:i:03:p:837-874_00)
by Lu, Yang - Spatial spillover effects and risk contagion around G20 stock markets based on volatility network (RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302815)
by Zhang, Weiping & Zhuang, Xintian & Lu, Yang - Love and death: A Freund model with frailty (RePEc:eee:insuma:v:63:y:2015:i:c:p:191-203)
by Gourieroux, Christian & Lu, Yang - A forecast reconciliation approach to cause-of-death mortality modeling (RePEc:eee:insuma:v:86:y:2019:i:c:p:122-133)
by Li, Han & Li, Hong & Lu, Yang & Panagiotelis, Anastasios - Least impulse response estimator for stress test exercises (RePEc:eee:jbfina:v:103:y:2019:i:c:p:62-77)
by Gourieroux, Christian & Lu, Yang - Bivariate integer-autoregressive process with an application to mutual fund flows (RePEc:eee:jmvana:v:173:y:2019:i:c:p:181-203)
by Darolles, Serge & Fol, Gaëlle Le & Lu, Yang & Sun, Ran - A Bayesian non-parametric model for small population mortality (RePEc:hal:journl:hal-02419000)
by Hong Li & Yang Lu - Love and death: A Freund model with frailty (RePEc:hal:journl:hal-02419013)
by Christian Gouriéroux & Yang Lu - Flexible (panel) regression models for bivariate count-continuous data with an insurance application (RePEc:hal:journl:hal-02419024)
by Yang Lu - Least Impulse Response Estimator for Stress Test Exercises
[Least impulse response estimator for stress test exercises] (RePEc:hal:journl:hal-02419030)
by Christian Gouriéroux & Yang Lu - Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting (RePEc:hal:journl:halshs-02418950)
by Yang Lu - Coherent Forecasting Of Mortality Rates: A Sparse Vector-Autoregression Approach (RePEc:hal:journl:halshs-02418954)
by Hong Li & Yang Lu - Bivariate integer-autoregressive process with an application to mutual fund flows (RePEc:hal:journl:halshs-02418967)
by Serge Darolles & Gaëlle Le Fol & Yang Lu & Ran Sun - Least Impulse Response Estimator for Stress Test Exercises (RePEc:hal:wpaper:hal-02089698)
by Christian Gourieroux & Yang Lu - Exact Likelihood Estimation and Probabilistic Forecasting in Higher-order INAR(p) Models (RePEc:pra:mprapa:83682)
by Lu, Yang - The distribution of unobserved heterogeneity in competing risks models (RePEc:spr:stpapr:v:61:y:2020:i:2:d:10.1007_s00362-017-0956-y)
by Yang Lu - Least Impulse Response Estimator for Stress Test Exercises (RePEc:upn:wpaper:2019-05)
by Christian Gourieroux & Yang Lu - A simple parameter‐driven binary time series model (RePEc:wly:jforec:v:39:y:2020:i:2:p:187-199)
by Yang Lu