Citation profile for Yang Lu

Yang Lu : Citation Profile

Université Paris-13

H index

i10 index

Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   7 years (2013 - 2020). See details.
   Cites by year: 12
   Journals where Yang Lu has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 2 (2.17 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plu292
   Updated: 2024-12-03    RAS profile: 2023-03-16
   Missing citations? Add them    Incorrect content? Let us know

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)

Bravo, Jorge (2)

Henshaw, Kira (2)

Dionne, Georges (2)

van den Berg, Gerard (2)

Ayuso, mercedes (2)

Hyndman, Rob (2)

Loisel, Stéphane (1)

Holzmann, Robert (1)

Zhang, Weike (1)

Cites to:

gourieroux, christian (8)

Jasiak, Joann (7)

Yilmaz, Kamil (7)

Diebold, Francis (6)

Wang, Gang-Jin (5)

Hyndman, Rob (5)

Blake, David (5)

Shang, Han Lin (4)

Athanasopoulos, George (4)

Lee, Ronald (3)

Abbring, Jaap (3)

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 (2024 and 2023)

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
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
2024	The predictive distributions of thinning?based count processes. (2021). Lu, Yang. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:1:p:42-67. 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
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
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	Cross-market risk spillovers among sovereign CDS, stock, foreign exchange and commodity markets: An interacting network perspective. (2023). Liu, Peipei ; Huang, Wei-Qiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003915. 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
2023	. 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
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	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
2024	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

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	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	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	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	12
2019	A forecast reconciliation approach to cause-of-death mortality modeling In: Insurance: Mathematics and Economics. [Full Text][Citation analysis]	article	14
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	5
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: 5	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