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Yang Lu

Personal Details

First Name:Yang
Middle Name:
Last Name:Lu
Suffix:
RePEc Short-ID:plu292
https://sites.google.com/site/luyangensae/

Affiliation

Centre d'Économie de l'Université Paris-Nord (CEPN)
Université Paris-13

Paris, France
http://cepn.univ-paris13.fr/

: 33 (0)1 49 40 33 18
01 49 40 33 34
99, avenue Jean-Baptiste Clément, 93430 Villetaneuse
RePEc:edi:cep13fr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Yang Lu & Christian Gourieroux, 2018. "Negative Binomial Autoregressive Process," CEPN Working Papers 2018-01, Centre d'Economie de l'Université de Paris Nord.
  2. Lu, Yang, 2018. "Exact Likelihood Estimation and Probabilistic Forecasting in Higher-order INAR(p) Models," MPRA Paper 83682, University Library of Munich, Germany.
  3. Christian Gouriéroux & Yang Lu, 2016. "A Flexible State-Space Model with Application to Stochastic Volatility," Working Papers 2016-39, Center for Research in Economics and Statistics.
  4. Christian Gourieroux & Yang Lu, 2013. "Long Term Care and Longevity," Working Papers 2013-16, Center for Research in Economics and Statistics.
  5. Christian Gouriéroux & Yang Lu, 2013. "Love and Death : A Freund Model with Frailty," Working Papers 2013-09, Center for Research in Economics and Statistics.

Articles

  1. Lu, Yang, 2017. "Broken-Heart, Common Life, Heterogeneity: Analyzing The Spousal Mortality Dependence," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 47(03), pages 837-874, September.
  2. Li, Hong & Lu, Yang, 2017. "Coherent Forecasting Of Mortality Rates: A Sparse Vector-Autoregression Approach," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 47(02), pages 563-600, May.
  3. Gourieroux, Christian & Lu, Yang, 2015. "Love and death: A Freund model with frailty," Insurance: Mathematics and Economics, Elsevier, vol. 63(C), pages 191-203.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Christian Gouriéroux & Yang Lu, 2013. "Love and Death : A Freund Model with Frailty," Working Papers 2013-09, Center for Research in Economics and Statistics.

    Cited by:

    1. Christian Gourieroux & Yang Lu, 2013. "Long Term Care and Longevity," Working Papers 2013-16, Center for Research in Economics and Statistics.

Articles

  1. Gourieroux, Christian & Lu, Yang, 2015. "Love and death: A Freund model with frailty," Insurance: Mathematics and Economics, Elsevier, vol. 63(C), pages 191-203.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (3) 2013-12-29 2018-02-05 2018-03-19. Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2018-02-05 2018-03-19. Author is listed
  3. NEP-HEA: Health Economics (2) 2013-06-04 2013-12-29. Author is listed
  4. NEP-AGE: Economics of Ageing (1) 2013-12-29. Author is listed
  5. NEP-EDU: Education (1) 2018-02-05. Author is listed
  6. NEP-FOR: Forecasting (1) 2018-02-05. Author is listed
  7. NEP-IAS: Insurance Economics (1) 2013-06-04. Author is listed
  8. NEP-ORE: Operations Research (1) 2018-02-05. Author is listed

Corrections

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