Takip et
Yang Lu
Yang Lu
Concordia University, Montreal, Canada
concordia.ca üzerinde doğrulanmış e-posta adresine sahip - Ana Sayfa
Başlık
Alıntı yapanlar
Alıntı yapanlar
Yıl
Coherent forecasting of mortality rates: A sparse vector-autoregression approach
H Li, Y Lu
ASTIN Bulletin: The Journal of the IAA 47 (2), 563-600, 2017
602017
A forecast reconciliation approach to cause-of-death mortality modeling
H Li, H Li, Y Lu, A Panagiotelis
Insurance: Mathematics and Economics 86, 122-133, 2019
392019
Love and death: A Freund model with frailty
C Gourieroux, Y Lu
Insurance: Mathematics and Economics 63, 191-203, 2015
352015
Modeling cause-of-death mortality using hierarchical Archimedean copula
H Li, Y Lu
Scandinavian Actuarial Journal 2019 (3), 247-272, 2019
342019
The predictive distributions of thinning‐based count processes
Y Lu
Scandinavian Journal of Statistics 48 (1), 42-67, 2021
27*2021
Bivariate integer-autoregressive process with an application to mutual fund flows
S Darolles, G Le Fol, Y Lu, R Sun
Journal of Multivariate Analysis 173, 181-203, 2019
252019
A Bayesian non-parametric model for small population mortality
H Li, Y Lu
Scandinavian Actuarial Journal 2018 (7), 605-628, 2018
252018
Managing weather risk with a neural network-based index insurance
Z Chen, Y Lu, J Zhang, W Zhu
Management Science 70 (7), 4306-4327, 2024
212024
Negative Binomial Autoregressive Process with Stochastic Intensity
C Gourieroux, Y Lu
Journal of Time Series Analysis, 2019
202019
Dynamic frailty count process in insurance: a unified framework for estimation, pricing, and forecasting
Y Lu
Journal of Risk and Insurance 85 (4), 1083-1102, 2018
202018
Broken-heart, common life, heterogeneity: Analyzing the spousal mortality dependence
Y Lu
ASTIN Bulletin: the Journal of the IAA 47 (3), 837-874, 2017
182017
Coherent mortality forecasting for less developed countries
H Li, Y Lu, P Lyu
Risks 9 (9), 151, 2021
17*2021
On the ordering of credibility factors
JY Ahn, H Jeong, Y Lu
Insurance: Mathematics and Economics 101, 626-638, 2021
162021
SIR model with stochastic transmission
C Gourieroux, Y Lu
arXiv preprint arXiv:2011.07816, 2020
132020
A simple Bayesian state-space approach to the collective risk models
J Youn Ahn, H Jeong, Y Lu
Scandinavian Actuarial Journal 2023 (5), 509-529, 2023
112023
Wishart‐gamma random effects models with applications to nonlife insurance
M Denuit, Y Lu
Journal of Risk and Insurance 88 (2), 443-481, 2021
102021
Flexible (Panel) Regression Model for Bivariate Count/Continuous Data with Insurance Application
Y Lu
Journal of the Royal Statistical Society (Series A), 2016
102016
Dynamic Bayesian ratemaking: a Markov chain approximation approach
H Li, Y Lu, W Zhu
North American Actuarial Journal 25 (2), 186-205, 2021
82021
Hierarchical random‐effects model for the insurance pricing of vehicles belonging to a fleet
D Desjardins, G Dionne, Y Lu
Journal of Applied Econometrics 38 (2), 242-259, 2023
7*2023
Least impulse response estimator for stress test exercises
C Gourieroux, Y Lu
Journal of Banking & Finance 103, 62-77, 2019
72019
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Makaleler 1–20