Yang Lu : Citation Profile

Université Paris-13

7

H index

4

i10 index

110

Citations

RESEARCH PRODUCTION:

14

Articles

17

Papers

RESEARCH ACTIVITY:

   10 years (2013 - 2023). See details.
   Cites by year: 11
   Journals where Yang Lu has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 4 (3.51 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plu292
   Updated: 2026-01-17    RAS profile: 2025-10-17    
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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:

Li, Hong (11)

Blake, David (4)

Ayuso, mercedes (2)

Dionne, Georges (2)

Bravo, Jorge (2)

Henshaw, Kira (2)

van den Berg, Gerard (2)

Hyndman, Rob (2)

Hurlin, Christophe (1)

Zhang, Weike (1)

Loisel, Stéphane (1)

Cites to:

Pinquet, Jean (12)

gourieroux, christian (12)

Jasiak, Joann (10)

Yilmaz, Kamil (7)

Diebold, Francis (6)

Blake, David (6)

Harvey, Andrew (6)

Wang, Gang-Jin (5)

Hyndman, Rob (5)

Koopman, Siem Jan (4)

Athanasopoulos, George (4)

Main data

Where Yang Lu has published?

Journals with more than one article published# docs
Insurance: Mathematics and Economics3
ASTIN Bulletin3

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 (2025 and 2024)

YearTitle of citing document
2024Effective experience rating for large insurance portfolios via surrogate modeling. (2024). Lin, Sheldon X ; Vanegas, Sebastian Calcetero ; Badescu, Andrei L. In: Papers. RePEc:arx:papers:2211.06568.

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2024Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials. (2024). Hurlin, Christophe ; Lu, Yang. In: Papers. RePEc:arx:papers:2405.02012.

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2024The impact of COVID-19 uncertainties on energy market volatility: Evidence from the US markets. (2024). Ghouli, Jihene ; Sharif, Taimur ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:25-41.

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2024Dynamic volatility spillover and market emergency: Matching and forecasting. (2024). Chen, Yan ; Zhou, Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000354.

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2024How does node centrality in a financial network affect asset price prediction?. (2024). Xu, Yuhong ; Zhao, Xinyao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000883.

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2024Tail risk transmission from the United States to emerging stock Markets: Empirical evidence from multivariate quantile analysis. (2024). Zhang, YI ; Zhou, Long ; Liu, Fang ; Wu, Baoxiu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000895.

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2024Network 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.

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2025Asymmetry and determinants of financial connectivity in G20: Evidence from a quantile-based and lasso regression analysis. (2025). Liu, Xiaoxing ; Yang, Guangyi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000191.

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2024Multivariate Count Time Series Modelling. (2024). Fokianos, Konstantinos. In: Econometrics and Statistics. RePEc:eee:ecosta:v:31:y:2024:i:c:p:100-116.

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2024Effective experience rating for large insurance portfolios via surrogate modeling. (2024). Lin, Sheldon X ; Vanegas, Sebastian Calcetero ; Badescu, Andrei L. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:118:y:2024:i:c:p:25-43.

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2025Learning from COVID-19: A catastrophe mortality bond solution in the post-pandemic era. (2025). Zhou, Kenneth Q ; Li, Hong ; Chen, ZE ; Mao, YU. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:123:y:2025:i:c:s0167668725000605.

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2024Fintech and financial stability: Evidence from spatial analysis for 25 countries. (2024). You, Kefei ; Koranteng, Barbara. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:93:y:2024:i:c:s1042443124000684.

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2024Forecast reconciliation: A review. (2024). Hyndman, Rob ; Kourentzes, Nikolaos ; Athanasopoulos, George ; Panagiotelis, Anastasios. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:430-456.

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2024Hierarchical 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.

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2025Constructing hierarchical time series through clustering: Is there an optimal way for forecasting?. (2025). Panagiotelis, Anastasios ; Zhang, Bohan. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1022-1036.

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2024Jensen-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.

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2025How risk spillover network structure affects VaR: A study using complex networks and quantile regression. (2025). , Xian ; Zhong, Weiqiong ; Gao, Xiangyun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025001194.

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2024A household-based online cooked meal delivery demand generation model. (2024). Habib, Khandker Nurul ; Wang, Kaili ; Chen, Liyuan. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:190:y:2024:i:c:s0965856424003100.

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2025Instant food on your table: The role of logistics service quality dimensions in the adoption of instant online food delivery services. (2025). Gupta, Piyush ; Khan, Mohd Ziyauddin ; Sahu, Aditya Kumar. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:200:y:2025:i:c:s1366554525002467.

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2025Short-Term Effects of Extreme Heat, Cold, and Air Pollution Episodes on Excess Mortality in Luxembourg. (2025). Weiss, Jrme. In: IJERPH. RePEc:gam:jijerp:v:22:y:2025:i:3:p:376-:d:1605350.

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2024LSTM-Based Coherent Mortality Forecasting for Developing Countries. (2024). Shang, Yuxiang ; Xu, Ran ; Garrido, Jose. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:2:p:27-:d:1330999.

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2024COVID-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.

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2025Adjusting Manual Rates to Own Experience: Comparing the Credibility Approach to Machine Learning. (2025). Guibert, Quentin ; Spedicato, Giorgio Alfredo ; Dutang, Christophe. In: Post-Print. RePEc:hal:journl:hal-04821310.

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2025Modelling 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.

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2024A tensor-based approach to cause-of-death mortality modeling. (2024). Giordani, Paolo ; Nigri, Andrea ; Levantesi, Susanna ; Cardillo, Giovanni. In: Annals of Operations Research. RePEc:spr:annopr:v:342:y:2024:i:3:d:10.1007_s10479-022-05042-2.

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2024Modelling and diagnostic tests for Poisson and negative-binomial count time series. (2024). Nik, Simon ; Faymonville, Maxime ; Weiss, Christian H ; Jentsch, Carsten ; Aleksandrov, Boris. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:87:y:2024:i:7:d:10.1007_s00184-023-00934-0.

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2025Forecasting natural disaster frequencies using nonstationary count time series models. (2025). Lu, Yang ; Pei, Jian. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:3:d:10.1007_s00362-025-01691-0.

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2025Mixed causal-noncausal count process. (2025). Lu, Yang ; Pei, Jian ; Zhu, Fukang. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:34:y:2025:i:2:d:10.1007_s11749-024-00960-8.

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2024Space, mortality, and economic growth. (2024). Boonen, Tim J ; Jevti, Petar ; Cupido, Kyran. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:5:p:1321-1337.

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2024A systematic vector autoregressive framework for modeling and forecasting mortality. (2024). Liu, Jia ; Butt, Adam. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:2279-2297.

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Works by Yang Lu:

YearTitleTypeCited
2020Wishart-Gamma mixtures for multiperil experience ratemaking, frequency-severity experience rating and micro-loss reserving In: LIDAM Discussion Papers ISBA.
[Full Text][Citation analysis]		paper0
2020Wishart‐gamma random effects models with applications to nonlife insurance In: LIDAM Reprints ISBA.
[Citation analysis]		paper0
2019Flexible (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]		article3
2019Flexible (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: 3		paper
2018Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article2
2018Dynamic 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: 2		paper
2019Negative Binomial Autoregressive Process with Stochastic Intensity In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article9
2013Love and Death : A Freund Model with Frailty In: Working Papers.
[Full Text][Citation analysis]		paper11
2015Love 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
2015Love and death: A Freund model with frailty.(2015) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2013Long Term Care and Longevity In: Working Papers.
[Full Text][Citation analysis]		paper0
2016A Flexible State-Space Model with Application to Stochastic Volatility In: Working Papers.
[Full Text][Citation analysis]		paper0
2018Negative Binomial Autoregressive Process In: Working Papers.
[Full Text][Citation analysis]		paper0
2019Non-causal Affine Processes with Applications to Derivative Pricing In: Working Papers.
[Full Text][Citation analysis]		paper0
2017COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH In: ASTIN Bulletin.
[Full Text][Citation analysis]		article21
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: 21		paper
2017BROKEN-HEART, COMMON LIFE, HETEROGENEITY: ANALYZING THE SPOUSAL MORTALITY DEPENDENCE In: ASTIN Bulletin.
[Full Text][Citation analysis]		article7
2023Modelling mortality: A bayesian factor-augmented var (favar) approach In: ASTIN Bulletin.
[Full Text][Citation analysis]		article1
2020Spatial 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]		article18
2021On the ordering of credibility factors In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article5
2019A forecast reconciliation approach to cause-of-death mortality modeling In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article16
2019Least impulse response estimator for stress test exercises In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article2
2019Least Impulse Response Estimator for Stress Test Exercises.(2019) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2019Least Impulse Response Estimator for Stress Test Exercises.(2019) In: Working Papers.
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This paper has nother version. Agregated cites: 2		paper
2019Least 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
2019Bivariate integer-autoregressive process with an application to mutual fund flows In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article7
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: 7		paper
2018A Bayesian non-parametric model for small population mortality In: Post-Print.
[Full Text][Citation analysis]		paper6
2018Exact Likelihood Estimation and Probabilistic Forecasting in Higher-order INAR(p) Models In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2020The distribution of unobserved heterogeneity in competing risks models In: Statistical Papers.
[Full Text][Citation analysis]		article0
2020A simple parameter‐driven binary time series model In: Journal of Forecasting.
[Full Text][Citation analysis]		article1

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