Yang Lu : Citation Profile


Are you Yang Lu?

Université Paris-13

5

H index

2

i10 index

63

Citations

RESEARCH PRODUCTION:

12

Articles

15

Papers

RESEARCH ACTIVITY:

   7 years (2013 - 2020). See details.
   Cites by year: 9
   Journals where Yang Lu has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 2 (3.08 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plu292
   Updated: 2022-11-19    RAS profile: 2020-04-19    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Li, Hong (3)

darolles, serge (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Yang Lu.

Is cited by:

Li, Hong (11)

Blake, David (4)

Bravo, Jorge (2)

Ayuso, mercedes (2)

van den Berg, Gerard (2)

Peng, Fei (1)

Anwar, Sajid (1)

Loisel, Stéphane (1)

Dionne, Georges (1)

Holzmann, Robert (1)

Hyndman, Rob (1)

Cites to:

gourieroux, christian (9)

Jasiak, Joann (7)

Yilmaz, Kamil (7)

Diebold, Francis (6)

Blake, David (5)

Wang, Gang-Jin (5)

Hyndman, Rob (5)

Shang, Han Lin (4)

Athanasopoulos, George (4)

van den Berg, Gerard (3)

Abbring, Jaap (3)

Main data


Where Yang Lu has published?


Journals with more than one article published# docs
Insurance: Mathematics and Economics2
ASTIN Bulletin2

Working Papers Series with more than one paper published# docs
Post-Print / HAL7
Working Papers / Center for Research in Economics and Statistics5

Recent works citing Yang Lu (2022 and 2021)


YearTitle of citing document
2021Joint Models for Cause-of-Death Mortality in Multiple Populations. (2021). Ludkovski, Mike ; Huynh, Nhan. In: Papers. RePEc:arx:papers:2111.06631.

Full description at Econpapers || Download paper

2022A unique bond: Twin bereavement and lifespan associations of identical and fraternal twins. (2022). Drepper, Bettina ; van den Berg, Gerard J. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:185:y:2022:i:2:p:677-698.

Full description at Econpapers || Download paper

2021Wishart?gamma random effects models with applications to nonlife insurance. (2021). Lu, Yang ; Denuit, Michel. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:88:y:2021:i:2:p:443-481.

Full description at Econpapers || Download paper

2021The predictive distributions of thinning?based count processes. (2021). Lu, Yang. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:1:p:42-67.

Full description at Econpapers || Download paper

2023Modeling and inference for multivariate time series of counts based on the INGARCH scheme. (2023). Kim, Byungsoo ; Lee, Sangyeol. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:177:y:2023:i:c:s0167947322001591.

Full description at Econpapers || Download paper

2021The risk spillover effect of the COVID-19 pandemic on energy sector: Evidence from China. (2021). Fang, YI ; Xu, Xuchuan ; Li, Xiao-Lin ; Si, Deng-Kui. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003832.

Full description at Econpapers || Download paper

2022Risk spread in multiple energy markets: Extreme volatility spillover network analysis before and during the COVID-19 pandemic. (2022). Chen, Jin ; Zhou, Wei. In: Energy. RePEc:eee:energy:v:256:y:2022:i:c:s0360544222014839.

Full description at Econpapers || Download paper

2021Bayesian credibility under a bivariate prior on the frequency and the severity of claims. (2021). Woo, Jae-Kyung ; Oh, Rosy ; Ni, Weihong. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:274-295.

Full description at Econpapers || Download paper

2021Forecasting mortality with international linkages: A global vector-autoregression approach. (2021). Shi, Yanlin ; Li, Hong. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:59-75.

Full description at Econpapers || Download paper

2021On the ordering of credibility factors. (2021). Lu, Yang ; Jeong, Himchan ; Ahn, Jae Youn. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pb:p:626-638.

Full description at Econpapers || Download paper

2021Assessing mortality inequality in the U.S.: What can be said about the future?. (2021). Hyndman, Rob J ; Li, Han. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:152-162.

Full description at Econpapers || Download paper

2021Gompertz law revisited: Forecasting mortality with a multi-factor exponential model. (2021). Zhu, Wenjun ; Tuljapurkar, Shripad ; Tan, Ken Seng ; Li, Hong. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:268-281.

Full description at Econpapers || Download paper

2021Cause-specific mortality rates: Common trends and differences. (2021). Glushko, Viktoriya ; Arnold, Severine. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:294-308.

Full description at Econpapers || Download paper

2021Recent declines in life expectancy: Implication on longevity risk hedging. (2021). Liu, Yanxin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:376-394.

Full description at Econpapers || Download paper

2021Longevity risk and capital markets: The 2019-20 update. (2021). , Andrew ; Blake, David. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:395-439.

Full description at Econpapers || Download paper

2021Forecasting mortality with a hyperbolic spatial temporal VAR model. (2021). Chang, LE ; Shi, Yanlin ; Feng, Lingbing. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:255-273.

Full description at Econpapers || Download paper

2022A Bibliometric Analysis of Research on Stochastic Mortality Modelling and Forecasting. (2022). Ramli, Rozita ; Redzwan, Norkhairunnisa. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:10:p:191-:d:937118.

Full description at Econpapers || Download paper

2021Common Factor Cause-Specific Mortality Model. (2021). Alonso-Garcia, Jennifer ; Zittersteyn, Geert. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:12:p:221-:d:694111.

Full description at Econpapers || Download paper

2021Mortality Forecasting with an Age-Coherent Sparse VAR Model. (2021). Li, Hong ; Shi, Yanlin. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:2:p:35-:d:494260.

Full description at Econpapers || Download paper

2021Coherent Mortality Forecasting for Less Developed Countries. (2021). Li, Hong ; Lu, Yang ; Lyu, Pintao. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:9:p:151-:d:620762.

Full description at Econpapers || Download paper

2021Dynamic Bivariate Mortality Modelling. (2021). Wang, Shihua ; Salhi, Yahia ; Jiao, Ying. In: Working Papers. RePEc:hal:wpaper:hal-03244324.

Full description at Econpapers || Download paper

2021Hierarchical random effects model for insurance pricing of vehicles belonging to a fleet. (2021). Dionne, Georges ; Lu, Yang ; Desjardins, Denise. In: Working Papers. RePEc:ris:crcrmw:2021_002.

Full description at Econpapers || Download paper

2022Spatial contagion between financial markets: new evidence of asymmetric measures. (2022). Sahut, Jean-Michel ; Ftiti, Zied ; Miled, Wafa. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-021-04223-9.

Full description at Econpapers || Download paper

2021Fintech platforms: Lax or careful borrowers’ screening?. (2021). Gallo, Serena. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00272-y.

Full description at Econpapers || Download paper

2022Dynamic Bivariate Mortality Modelling. (2022). Jiao, Ying ; Wang, Shihua ; Salhi, Yahia. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:2:d:10.1007_s11009-022-09955-0.

Full description at Econpapers || Download paper

2021Predicting Mortality by Causes in the Republic of Bashkortostan Using the Lee–Carter Model. (2021). Askarova, Z F ; Prudnikov, V B ; Lakman, I A ; Timiryanova, V M. In: Studies on Russian Economic Development. RePEc:spr:sorede:v:32:y:2021:i:5:d:10.1134_s1075700721050063.

Full description at Econpapers || Download paper

2021Forecasting mortality rates with the adaptive spatial temporal autoregressive model. (2021). Shi, Yanlin. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:3:p:528-546.

Full description at Econpapers || Download paper

Works by Yang Lu:


YearTitleTypeCited
2019Flexible (panel) regression models for bivariate count–continuous data with an insurance application In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]
article3
2019Flexible (panel) regression models for bivariate count-continuous data with an insurance application.(2019) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2018Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting In: Journal of Risk & Insurance.
[Full Text][Citation analysis]
article4
2018Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting.(2018) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2019Negative Binomial Autoregressive Process with Stochastic Intensity In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article4
2013Love and Death : A Freund Model with Frailty In: Working Papers.
[Full Text][Citation analysis]
paper9
2015Love and death: A Freund model with frailty.(2015) In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
article
2015Love and death: A Freund model with frailty.(2015) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2013Long Term Care and Longevity In: Working Papers.
[Full Text][Citation analysis]
paper0
2016A Flexible State-Space Model with Application to Stochastic Volatility In: Working Papers.
[Full Text][Citation analysis]
paper0
2018Negative Binomial Autoregressive Process In: Working Papers.
[Full Text][Citation analysis]
paper0
2019Non-causal Affine Processes with Applications to Derivative Pricing In: Working Papers.
[Full Text][Citation analysis]
paper0
2017COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH In: ASTIN Bulletin.
[Full Text][Citation analysis]
article13
2016COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH.(2016) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2017BROKEN-HEART, COMMON LIFE, HETEROGENEITY: ANALYZING THE SPOUSAL MORTALITY DEPENDENCE In: ASTIN Bulletin.
[Full Text][Citation analysis]
article7
2020Spatial spillover effects and risk contagion around G20 stock markets based on volatility network In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article5
2019A forecast reconciliation approach to cause-of-death mortality modeling In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article10
2019Least impulse response estimator for stress test exercises In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article1
2019Least Impulse Response Estimator for Stress Test Exercises.(2019) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2019Least Impulse Response Estimator for Stress Test Exercises.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2019Least Impulse Response Estimator for Stress Test Exercises.(2019) In: CEPN Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2019Bivariate integer-autoregressive process with an application to mutual fund flows In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]
article2
2019Bivariate integer-autoregressive process with an application to mutual fund flows.(2019) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2018A Bayesian non-parametric model for small population mortality In: Post-Print.
[Full Text][Citation analysis]
paper4
2018Exact Likelihood Estimation and Probabilistic Forecasting in Higher-order INAR(p) Models In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2020The distribution of unobserved heterogeneity in competing risks models In: Statistical Papers.
[Full Text][Citation analysis]
article0
2020A simple parameter?driven binary time series model In: Journal of Forecasting.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 1st 2022. Contact: CitEc Team