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Cyber risk modeling : a discrete multivariate count process approach
Lu, Yang; Zhang, Jinggong; Zhu, Wenjun - In: Scandinavian actuarial journal 2024 (2024) 6, pp. 625-655
Persistent link: https://www.econbiz.de/10015052473
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Broken-heart, common life, heterogeneity : analyzing the spousal mortality dependence
Lu, Yang - In: Astin bulletin : the journal of the International … 47 (2017) 3, pp. 837-874
Persistent link: https://www.econbiz.de/10011763653
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On the ordering of credibility factors
Ahn, Jae Youn; Jeong, Himchan; Lu, Yang - In: Insurance 101 (2021) 2, pp. 626-638
Persistent link: https://www.econbiz.de/10012793956
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Dynamic bayesian ratemaking : a Markov chain approximation approach
Li, Hong; Lu, Yang; Zhu, Wenjun - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 2, pp. 186-205
Persistent link: https://www.econbiz.de/10012549750
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Modeling cause-of-death mortality using hierarchical Archimedean copula
Li, Hong; Lu, Yang - In: Scandinavian actuarial journal 2019 (2019) 3, pp. 247-272
Persistent link: https://www.econbiz.de/10012194949
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A Bayesian non-parametric model for small population mortality
Li, Hong; Lu, Yang - In: Scandinavian actuarial journal (2018) 7, pp. 605-628
Persistent link: https://www.econbiz.de/10011939713
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Least impulse response estimator for stress test exercises
Gouriéroux, Christian; Lu, Yang - In: Journal of banking & finance 103 (2019), pp. 62-77
Persistent link: https://www.econbiz.de/10012163773
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A forecast reconciliation approach to cause-of-death mortality modeling
Li, Han; Li, Hong; Lu, Yang; Panagiotelis, Anastasios - In: Insurance 86 (2019), pp. 122-133
Persistent link: https://www.econbiz.de/10012058845
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Hierarchical random-effects model for the insurance pricing of vehicles belonging to a fleet
Desjardins, Denise; Dionne, Georges; Lu, Yang - In: Journal of applied econometrics 38 (2023) 2, pp. 242-259
Persistent link: https://www.econbiz.de/10014287984
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Noncausal affine processes with applications to derivative pricing
Gouriéroux, Christian; Lu, Yang - In: Mathematical finance : an international journal of … 33 (2023) 3, pp. 766-796
Persistent link: https://www.econbiz.de/10014329912