Yang Lu : Citation Profile


Are you Yang Lu?

Université Paris-13

4

H index

1

i10 index

50

Citations

RESEARCH PRODUCTION:

12

Articles

15

Papers

RESEARCH ACTIVITY:

   7 years (2013 - 2020). See details.
   Cites by year: 7
   Journals where Yang Lu has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 2 (3.85 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plu292
   Updated: 2022-05-21    RAS profile: 2020-04-19    
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Relations with other researchers


Works with:

Li, Hong (4)

darolles, serge (2)

gourieroux, christian (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 (5)

Blake, David (4)

van den Berg, Gerard (2)

Ayuso, mercedes (2)

Bravo, Jorge (2)

Loisel, Stéphane (1)

Dionne, Georges (1)

Hyndman, Rob (1)

Peng, Fei (1)

Pinquet, Jean (1)

Holzmann, Robert (1)

Cites to:

gourieroux, christian (9)

Jasiak, Joann (7)

Yilmaz, Kamil (6)

Wang, Gang-Jin (5)

Hyndman, Rob (5)

Diebold, Francis (5)

Blake, David (5)

Shang, Han Lin (4)

Athanasopoulos, George (4)

Debarsy, Nicolas (3)

Lee, Ronald (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 (2021 and 2020)


YearTitle of citing document
2020Wishart-Gamma mixtures for multiperil experience ratemaking, frequency-severity experience rating and micro-loss reserving. (2020). Lu, Yang ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020016.

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

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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.

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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.

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2020A negative binomial thinning‐based bivariate INAR(1) process. (2020). Wang, Dehui ; Zhang, Qingchun ; Fan, Xiaodong. In: Statistica Neerlandica. RePEc:bla:stanee:v:74:y:2020:i:4:p:517-537.

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2020Risk contagion in the banking network: New evidence from China. (2020). Peng, Fei ; Anwar, Sajid ; Li, LI ; Chen, Bing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301704.

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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.

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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.

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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.

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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.

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2020Pitfalls and merits of cointegration-based mortality models. (2020). Jallbjorn, Snorre ; Jarner, Soren F. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:90:y:2020:i:c:p:80-93.

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2020Positivity properties of the ARFIMA(0,d,0) specifications and credibility analysis of frequency risks. (2020). Pinquet, Jean . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:95:y:2020:i:c:p:159-165.

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2020Spatial patterns of mortality in the United States: A spatial filtering approach. (2020). Paez, Antonio ; Jevti, Petar ; Cupido, Kyran. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:95:y:2020:i:c:p:28-38.

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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.

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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.

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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.

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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.

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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.

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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.

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2020Computing probabilities of integer-valued random variables by recurrence relations. (2020). Puig, P ; Baena-Mirabete, S. In: Statistics & Probability Letters. RePEc:eee:stapro:v:161:y:2020:i:c:s0167715220300225.

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2020Stochastic Mortality Modelling for Dependent Coupled Lives. (2020). Pamen, Olivier Menoukeu ; Constantinescu, Corina ; Henshaw, Kira. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:17-:d:319039.

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2020A Two-Population Extension of the Exponential Smoothing State Space Model with a Smoothing Penalisation Scheme. (2020). Li, Jackie ; Tang, Sixian ; Shi, Yanlin. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:67-:d:377805.

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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.

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

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2020A Weighted and Directed Perspective of Global Stock Market Connectedness: A Variance Decomposition and GERGM Framework. (2020). Ma, Ding ; Chen, Rui ; Zhang, Yizhuo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:11:p:4605-:d:367434.

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

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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.

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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.

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

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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.

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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.
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article2
2019Flexible (panel) regression models for bivariate count-continuous data with an insurance application.(2019) In: Post-Print.
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2018Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting In: Journal of Risk & Insurance.
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article4
2018Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting.(2018) In: Post-Print.
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This paper has another version. Agregated cites: 4
paper
2019Negative Binomial Autoregressive Process with Stochastic Intensity In: Journal of Time Series Analysis.
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article4
2013Love and Death : A Freund Model with Frailty In: Working Papers.
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paper7
2015Love and death: A Freund model with frailty.(2015) In: Insurance: Mathematics and Economics.
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This paper has another version. Agregated cites: 7
article
2015Love and death: A Freund model with frailty.(2015) In: Post-Print.
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paper
2013Long Term Care and Longevity In: Working Papers.
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2016A Flexible State-Space Model with Application to Stochastic Volatility In: Working Papers.
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2018Negative Binomial Autoregressive Process In: Working Papers.
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2019Non-causal Affine Processes with Applications to Derivative Pricing In: Working Papers.
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2017COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH In: ASTIN Bulletin.
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article12
2016COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH.(2016) In: Post-Print.
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This paper has another version. Agregated cites: 12
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2017BROKEN-HEART, COMMON LIFE, HETEROGENEITY: ANALYZING THE SPOUSAL MORTALITY DEPENDENCE In: ASTIN Bulletin.
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article4
2020Spatial spillover effects and risk contagion around G20 stock markets based on volatility network In: The North American Journal of Economics and Finance.
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article3
2019A forecast reconciliation approach to cause-of-death mortality modeling In: Insurance: Mathematics and Economics.
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article8
2019Least impulse response estimator for stress test exercises In: Journal of Banking & Finance.
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article1
2019Least Impulse Response Estimator for Stress Test Exercises.(2019) In: Post-Print.
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This paper has another version. Agregated cites: 1
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2019Least Impulse Response Estimator for Stress Test Exercises.(2019) In: Working Papers.
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2019Least Impulse Response Estimator for Stress Test Exercises.(2019) In: CEPN Working Papers.
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2019Bivariate integer-autoregressive process with an application to mutual fund flows In: Journal of Multivariate Analysis.
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article1
2019Bivariate integer-autoregressive process with an application to mutual fund flows.(2019) In: Post-Print.
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This paper has another version. Agregated cites: 1
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2018A Bayesian non-parametric model for small population mortality In: Post-Print.
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2018Exact Likelihood Estimation and Probabilistic Forecasting in Higher-order INAR(p) Models In: MPRA Paper.
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2020The distribution of unobserved heterogeneity in competing risks models In: Statistical Papers.
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2020A simple parameter?driven binary time series model In: Journal of Forecasting.
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