Yang Lu : Citation Profile


Are you Yang Lu?

Université Paris-13

5

H index

3

i10 index

76

Citations

RESEARCH PRODUCTION:

12

Articles

15

Papers

RESEARCH ACTIVITY:

   7 years (2013 - 2020). See details.
   Cites by year: 10
   Journals where Yang Lu has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 2 (2.56 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plu292
   Updated: 2024-01-16    RAS profile: 2023-03-16    
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Relations with other researchers


Works with:

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)

Ayuso, mercedes (2)

Henshaw, Kira (2)

Dionne, Georges (2)

Bravo, Jorge (2)

van den Berg, Gerard (2)

Hyndman, Rob (1)

Holzmann, Robert (1)

Peng, Fei (1)

Ftiti, Zied (1)

Cites to:

gourieroux, christian (10)

Jasiak, Joann (8)

Yilmaz, Kamil (7)

Diebold, Francis (6)

Wang, Gang-Jin (5)

Blake, David (5)

Hyndman, Rob (5)

Athanasopoulos, George (4)

Shang, Han Lin (4)

Debarsy, Nicolas (3)

Patacchini, Eleonora (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 (2024 and 2023)


YearTitle of citing document
2023Flexible bivariate INGARCH process with a broad range of contemporaneous correlation. (2023). Ombao, Hernando ; Barretosouza, Wagner. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:2:p:206-222.

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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.

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2023Multilayer network analysis for measuring the inter-connectedness between the oil market and G20 stock markets. (2023). Zhang, Xinhua ; Tang, Rui ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001378.

Full description at Econpapers || Download paper

2023.

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2023Pricing Marriage Insurance with Mortality Dependence. (2023). Marciniuk, Agnieszka ; Heilpern, Stanisaw ; Dbicka, Joanna. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:15:y:2023:i:1:p:31-64.

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2023Forecasting binary outcomes in soccer. (2023). Mattera, Raffaele. In: Annals of Operations Research. RePEc:spr:annopr:v:325:y:2023:i:1:d:10.1007_s10479-021-04224-8.

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2023On bivariate threshold Poisson integer-valued autoregressive processes. (2023). Wang, Dehui ; Li, Han ; Zhao, Yiwei ; Yang, Kai. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:86:y:2023:i:8:d:10.1007_s00184-023-00899-0.

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2023Hierarchical random?effects model for the insurance pricing of vehicles belonging to a fleet. (2023). Dionne, Georges ; Lu, Yang ; Desjardins, Denise. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:2:p:242-259.

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2023Extensions of the Lee–Carter model to project the data?driven rotation of age?specific mortality decline and forecast coherent mortality rates. (2023). Shi, Yanlin ; Liu, Cuixia. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:813-834.

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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article4
2019Flexible (panel) regression models for bivariate count-continuous data with an insurance application.(2019) In: Post-Print.
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This paper has nother version. Agregated cites: 4
paper
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 nother version. Agregated cites: 4
paper
2019Negative Binomial Autoregressive Process with Stochastic Intensity In: Journal of Time Series Analysis.
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article5
2013Love and Death : A Freund Model with Frailty In: Working Papers.
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paper10
2015Love and death: A Freund model with frailty.(2015) In: Insurance: Mathematics and Economics.
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This paper has nother version. Agregated cites: 10
article
2015Love and death: A Freund model with frailty.(2015) In: Post-Print.
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This paper has nother version. Agregated cites: 10
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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paper0
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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article16
2016COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH.(2016) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16
paper
2017BROKEN-HEART, COMMON LIFE, HETEROGENEITY: ANALYZING THE SPOUSAL MORTALITY DEPENDENCE In: ASTIN Bulletin.
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article7
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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article8
2019A forecast reconciliation approach to cause-of-death mortality modeling In: Insurance: Mathematics and Economics.
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article11
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 nother version. Agregated cites: 1
paper
2019Least Impulse Response Estimator for Stress Test Exercises.(2019) In: Working Papers.
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This paper has nother version. Agregated cites: 1
paper
2019Least Impulse Response Estimator for Stress Test Exercises.(2019) In: CEPN Working Papers.
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This paper has nother version. Agregated cites: 1
paper
2019Bivariate integer-autoregressive process with an application to mutual fund flows In: Journal of Multivariate Analysis.
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article4
2019Bivariate 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: 4
paper
2018A Bayesian non-parametric model for small population mortality In: Post-Print.
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paper4
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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article1

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