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A simple Bayesian state-space approach to the collective risk models

Ahn, Jae Youn; Jeong, Himchan; Lu, Yang - In: Scandinavian actuarial journal 2023 (2023) 5, pp. 509-529

Persistent link: https://www.econbiz.de/10014336618

Love and death : a Freund model with frailty

Gouriéroux, Christian; Lu, Yang - In: Insurance / Mathematics & economics 63 (2015), pp. 191-303

Persistent link: https://www.econbiz.de/10011349835

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

Hierarchical random effects model for insurance pricing of vehicles belonging to a fleet

Desjardins, Denise; Dionne, Georges; Lu, Yang - 2021

Persistent link: https://www.econbiz.de/10012432930

Hierarchical random effects model for insurance pricing of vehicles belonging to a fleet

Desjardins, Denise; Dionne, Georges; Lu, Yang - 2021

Persistent link: https://www.econbiz.de/10012545770

On the ordering of credibility factors

Ahn, Jae Youn; Jeong, Himchan; Lu, Yang - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 626-638

Persistent link: https://www.econbiz.de/10012793956

Managing weather risk with a neural network-based index insurance

Chen, Zhanhui; Lu, Yang; Zhang, Jinggong; Zhu, Wenjun - In: Management science : journal of the Institute for … 70 (2024) 7, pp. 4306-4327

Persistent link: https://www.econbiz.de/10015045875

A Class of Hierarchical Random Effect Models for Posterior Insurance Ratemaking

Lu, Yang - 2020

Poisson random effect panel data model is widely used in non-life insurance for posterior rate making. Recently, Lee et al. (2020) identify one shortcoming of the shared random effect assumption, which introduces both the marginal count distribution and the serial dependence between counts at...

Persistent link: https://www.econbiz.de/10012841472