Yang Lu : Citation Profile


Are you Yang Lu?

Université Paris-13

2

H index

0

i10 index

12

Citations

RESEARCH PRODUCTION:

12

Articles

18

Papers

RESEARCH ACTIVITY:

   7 years (2013 - 2020). See details.
   Cites by year: 1
   Journals where Yang Lu has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 2 (14.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plu292
   Updated: 2020-09-14    RAS profile: 2020-04-19    
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Relations with other researchers


Works with:

darolles, serge (3)

gourieroux, christian (3)

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

Is cited by:

Bravo, Jorge (2)

Ayuso, mercedes (2)

van den Berg, Gerard (2)

Blake, David (1)

Loisel, Stéphane (1)

Holzmann, Robert (1)

Cites to:

Yilmaz, Kamil (6)

gourieroux, christian (6)

Wang, Gang-Jin (5)

Diebold, Francis (5)

Jasiak, Joann (5)

Hyndman, Rob (5)

Shang, Han Lin (4)

Athanasopoulos, George (4)

Gómez-Puig, Marta (3)

Patacchini, Eleonora (3)

McCabe, Brendan (3)

Main data


Where Yang Lu has published?


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

Working Papers Series with more than one paper published# docs
Post-Print / HAL10
Working Papers / Center for Research in Economics and Statistics5

Recent works citing Yang Lu (2020 and 2019)


YearTitle of citing document
2019Forecasting mortality rate improvements with a high-dimensional VAR. (2019). Piette, Pierrick ; Lopez, Olivier ; Guibert, Quentin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:255-272.

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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.

Full description at Econpapers || Download paper

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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2019Credible Regression Approaches to Forecast Mortality for Populations with Limited Data. (2019). Pitselis, Georgios ; Bozikas, Apostolos. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:27-:d:209273.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

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.
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2019Flexible (panel) regression models for bivariate count-continuous data with an insurance application.(2019) In: Post-Print.
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paper
2018Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting In: Journal of Risk & Insurance.
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article0
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: 0
paper
2018Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting.(2018) In: Post-Print.
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2019Negative Binomial Autoregressive Process with Stochastic Intensity In: Journal of Time Series Analysis.
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article0
2013Love and Death : A Freund Model with Frailty In: Working Papers.
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paper5
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: 5
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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paper0
2017COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH In: ASTIN Bulletin.
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article2
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: 2
paper
2017BROKEN-HEART, COMMON LIFE, HETEROGENEITY: ANALYZING THE SPOUSAL MORTALITY DEPENDENCE In: ASTIN Bulletin.
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article2
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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article1
2019A forecast reconciliation approach to cause-of-death mortality modeling In: Insurance: Mathematics and Economics.
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article0
2019Least impulse response estimator for stress test exercises In: Journal of Banking & Finance.
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2019Least Impulse Response Estimator for Stress Test Exercises.(2019) In: Post-Print.
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2019Least Impulse Response Estimator for Stress Test Exercises.(2019) In: Working Papers.
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paper
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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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: 0
paper
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: 0
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2017A Bayesian non-parametric model for small population mortality In: Post-Print.
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paper1
2018A Bayesian non-parametric model for small population mortality.(2018) In: Post-Print.
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This paper has another version. Agregated cites: 1
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2018Exact Likelihood Estimation and Probabilistic Forecasting in Higher-order INAR(p) Models In: MPRA Paper.
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paper1
2020The distribution of unobserved heterogeneity in competing risks models In: Statistical Papers.
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article0
2020A simple parameter‐driven binary time series model In: Journal of Forecasting.
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