Articles with public access mandates - Yang LuLearn more
Available somewhere: 13
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
Mandates: National Natural Science Foundation of China
The predictive distributions of thinning‐based count processes
Y Lu
Scandinavian Journal of Statistics 48 (1), 42-67, 2021
Mandates: Agence Nationale de la Recherche
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
Mandates: Agence Nationale de la Recherche
Coherent mortality forecasting for less developed countries
H Li, Y Lu, P Lyu
Risks 9 (9), 151, 2021
Mandates: Natural Sciences and Engineering Research Council of Canada
On the ordering of credibility factors
JY Ahn, H Jeong, Y Lu
Insurance: Mathematics and Economics 101, 626-638, 2021
Mandates: Natural Sciences and Engineering Research Council of Canada
Wishart‐gamma random effects models with applications to nonlife insurance
M Denuit, Y Lu
Journal of Risk and Insurance 88 (2), 443-481, 2021
Mandates: Agence Nationale de la Recherche
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
Mandates: Natural Sciences and Engineering Research Council of Canada
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
Mandates: Natural Sciences and Engineering Research Council of Canada, Social Sciences …
Noncausal affine processes with applications to derivative pricing
C Gouriéroux, Y Lu
Mathematical Finance 33 (3), 766-796, 2023
Mandates: Natural Sciences and Engineering Research Council of Canada, Agence …
The Risk of Random Sets with Applications to Basket Derivatives
C Gourieroux, Y Lu, A Monfort
Available at SSRN 4534473, 2023
Mandates: Natural Sciences and Engineering Research Council of Canada
Modelling mortality: A bayesian factor-augmented var (favar) approach
Y Lu, D Zhu
ASTIN Bulletin: The Journal of the IAA 53 (1), 29-61, 2023
Mandates: Natural Sciences and Engineering Research Council of Canada
Ultra Long Run Term Structure Models
C Gouriéroux, Y Lu, A Monfort
Available at SSRN 4160206, 2022
Mandates: Natural Sciences and Engineering Research Council of Canada
Mixed Causal-Noncausal Count Process
J Pei, Y Lu, F Zhu
Mandates: Natural Sciences and Engineering Research Council of Canada, National …
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