Yang Lu : Citation Profile


Are you Yang Lu?

Université Paris-13

3

H index

0

i10 index

22

Citations

RESEARCH PRODUCTION:

12

Articles

17

Papers

RESEARCH ACTIVITY:

   7 years (2013 - 2020). See details.
   Cites by year: 3
   Journals where Yang Lu has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 2 (8.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plu292
   Updated: 2021-03-01    RAS profile: 2020-04-19    
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Relations with other researchers


Works with:

darolles, serge (3)

Le Fol, Gaelle (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:

van den Berg, Gerard (2)

Bravo, Jorge (2)

Ayuso, mercedes (2)

Holzmann, Robert (1)

Loisel, Stéphane (1)

Blake, David (1)

Peng, Fei (1)

Cites to:

gourieroux, christian (7)

Jasiak, Joann (6)

Yilmaz, Kamil (6)

Diebold, Francis (5)

Blake, David (5)

Hyndman, Rob (5)

Wang, Gang-Jin (5)

Shang, Han Lin (4)

Athanasopoulos, George (4)

Debarsy, Nicolas (4)

Výrost, Tomᚠ(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 / HAL9
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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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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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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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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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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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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article1
2019Flexible (panel) regression models for bivariate count-continuous data with an insurance application.(2019) In: Post-Print.
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This paper has another version. Agregated cites: 1
paper
2018Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting In: Journal of Risk & Insurance.
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article2
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: 2
paper
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: 2
paper
2019Negative Binomial Autoregressive Process with Stochastic Intensity In: Journal of Time Series Analysis.
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article2
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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This paper has another version. Agregated cites: 5
paper
2013Long Term Care and Longevity In: Working Papers.
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paper0
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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paper0
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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article5
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: 5
paper
2017BROKEN-HEART, COMMON LIFE, HETEROGENEITY: ANALYZING THE SPOUSAL MORTALITY DEPENDENCE In: ASTIN Bulletin.
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article3
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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article2
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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article0
2019Least Impulse Response Estimator for Stress Test Exercises.(2019) In: Post-Print.
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This paper has another version. Agregated cites: 0
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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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This paper has another version. Agregated cites: 0
paper
2019Bivariate integer-autoregressive process with an application to mutual fund flows In: Journal of Multivariate Analysis.
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article0
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
paper
2018A Bayesian non-parametric model for small population mortality In: Post-Print.
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paper1
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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article0

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