6
H index
4
i10 index
98
Citations
Yang Lu : Citation Profile
Université Paris-13 | RESEARCH PRODUCTION: 12 Articles 15 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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7 years (2013 - 2020). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Yang Lu. | Is cited by:
| Cites to:
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Main data
Where Yang Lu has published?
| Journals with more than one article published | # docs |
|---|---|
| Insurance: Mathematics and Economics | 2 |
| ASTIN Bulletin | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Post-Print / HAL | 7 |
| Working Papers / Center for Research in Economics and Statistics | 5 |
Recent works citing Yang Lu (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials. (2024). Lu, Yang ; Hurlin, Christophe. In: Papers. RePEc:arx:papers:2405.02012. Full description at Econpapers || Download paper |
| 2024 | Dynamic volatility spillover and market emergency: Matching and forecasting. (2024). Chen, Jin ; Zhou, Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000354. Full description at Econpapers || Download paper |
| 2024 | Network measurement and influence mechanism of dynamic risk contagion among global stock markets: Based on time-varying spillover index and complex network method. (2024). Ouyang, Haiqin ; Guan, Chao ; Yu, BO ; Lin, Binzhao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001839. Full description at Econpapers || Download paper |
| 2024 | Forecast reconciliation: A review. (2024). Panagiotelis, Anastasios ; Kourentzes, Nikolaos ; Hyndman, Rob J ; Athanasopoulos, George. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:430-456. Full description at Econpapers || Download paper |
| 2024 | Hierarchical mortality forecasting with EVT tails: An application to solvency capital requirement. (2024). Chen, Hua ; Li, Han. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:549-563. Full description at Econpapers || Download paper |
| 2024 | Jensen-Detrended Cross-Correlation function for non-stationary time series with application to Latin American stock markets. (2024). Carrasco, Ral ; Jeldes-Delgado, Fabiola ; Contreras-Reyes, Javier E. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s0378437124006241. Full description at Econpapers || Download paper |
| 2024 | COVID-19 and Excess Mortality: An Actuarial Study. (2024). Alonso-Garcia, Jennifer ; Delbrouck, Camille. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:4:p:61-:d:1367677. Full description at Econpapers || Download paper |
| 2025 | Modelling and Forecasting Mortality Rates for a Life Insurance Portfolio. (2025). Navarro, Eliseo ; Lled, Josep ; Atance, David. In: Risk Management. RePEc:pal:risman:v:27:y:2025:i:1:d:10.1057_s41283-024-00155-3. Full description at Econpapers || Download paper |
| 2024 | A tensor-based approach to cause-of-death mortality modeling. (2024). Nigri, Andrea ; Levantesi, Susanna ; Cardillo, Giovanni ; Giordani, Paolo. In: Annals of Operations Research. RePEc:spr:annopr:v:342:y:2024:i:3:d:10.1007_s10479-022-05042-2. Full description at Econpapers || Download paper |
Works by Yang Lu:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | Flexible (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] | article | 4 |
| 2019 | Flexible (panel) regression models for bivariate count-continuous data with an insurance application.(2019) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2018 | Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 4 |
| 2018 | Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting.(2018) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2019 | Negative Binomial Autoregressive Process with Stochastic Intensity In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 8 |
| 2013 | Love and Death : A Freund Model with Frailty In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2015 | Love and death: A Freund model with frailty.(2015) In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2015 | Love and death: A Freund model with frailty.(2015) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2013 | Long Term Care and Longevity In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | A Flexible State-Space Model with Application to Stochastic Volatility In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Negative Binomial Autoregressive Process In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Non-causal Affine Processes with Applications to Derivative Pricing In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 19 |
| 2016 | COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH.(2016) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2017 | BROKEN-HEART, COMMON LIFE, HETEROGENEITY: ANALYZING THE SPOUSAL MORTALITY DEPENDENCE In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 8 |
| 2020 | Spatial 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] | article | 14 |
| 2019 | A forecast reconciliation approach to cause-of-death mortality modeling In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 15 |
| 2019 | Least impulse response estimator for stress test exercises In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
| 2019 | Least Impulse Response Estimator for Stress Test Exercises.(2019) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2019 | Least Impulse Response Estimator for Stress Test Exercises.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2019 | Least Impulse Response Estimator for Stress Test Exercises.(2019) In: CEPN Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2019 | Bivariate integer-autoregressive process with an application to mutual fund flows In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 6 |
| 2019 | Bivariate integer-autoregressive process with an application to mutual fund flows.(2019) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2018 | A Bayesian non-parametric model for small population mortality In: Post-Print. [Full Text][Citation analysis] | paper | 5 |
| 2018 | Exact Likelihood Estimation and Probabilistic Forecasting in Higher-order INAR(p) Models In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2020 | The distribution of unobserved heterogeneity in competing risks models In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
| 2020 | A simple parameter‐driven binary time series model In: Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team