5
H index
3
i10 index
76
Citations
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. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/plu292 |
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: |
Journals with more than one article published | # docs |
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Insurance: Mathematics and Economics | 2 |
ASTIN Bulletin | 2 |
Working Papers Series with more than one paper published | # docs |
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Post-Print / HAL | 7 |
Working Papers / Center for Research in Economics and Statistics | 5 |
Year | Title of citing document |
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2023 | Flexible 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. Full description at Econpapers || Download paper |
2023 | Modeling 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. Full description at Econpapers || Download paper |
2023 | Multilayer 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 | . Full description at Econpapers || Download paper |
2023 | Pricing 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. Full description at Econpapers || Download paper |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | On 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. Full description at Econpapers || Download paper |
2023 | Hierarchical 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. Full description at Econpapers || Download paper |
2023 | Extensions 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 |
Year | Title | Type | Cited |
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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 | 5 |
2013 | Love and Death : A Freund Model with Frailty In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
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: 10 | 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: 10 | 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 | 16 |
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: 16 | paper | |
2017 | BROKEN-HEART, COMMON LIFE, HETEROGENEITY: ANALYZING THE SPOUSAL MORTALITY DEPENDENCE In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 7 |
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 | 8 |
2019 | A forecast reconciliation approach to cause-of-death mortality modeling In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 11 |
2019 | Least impulse response estimator for stress test exercises In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 1 |
2019 | Least Impulse Response Estimator for Stress Test Exercises.(2019) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | 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: 1 | 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: 1 | paper | |
2019 | Bivariate integer-autoregressive process with an application to mutual fund flows In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 4 |
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: 4 | paper | |
2018 | A Bayesian non-parametric model for small population mortality In: Post-Print. [Full Text][Citation analysis] | paper | 4 |
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 |
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