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Y. Lu, The Distribution of Unobserved Heterogeneity in Competing Risks Models, 61(2) 681-696 (2020), Statistical Papers.
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Y. Lu, A Simple Parameter-Driven Model for Binary Time Series, 39(2), p.187-199 (2020), Journal of Forecasting.
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Serge Darolles, Ga ̈elle Le Fol, Y. Lu and Ran Sun : Bivariate Integer-Autoregressive Process with An Application to Mutual Fund Flows, 173, 2019, 181-203, Journal of Multivariate Analysis.
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C. Gourieroux and Y. Lu, Least Impulse Response Estimator for Stress Test Exercises, 103, 2019, Journal of Banking and Finance.
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C. Gourieroux and Y. Lu, Negative Binomial Autoregressive Process with Stochastic Intensity, 40(2), p.225-247 (2019), Journal of Time Series Analysis.
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Hong Li and Y. Lu, Modelling Competing Risks Using Hierarchical Archimedean Copula with Ap- plication to Longevity Forecast, 3, 247-272, (2019), Scandinavian Actuarial Journal.
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Han Li, Hong Li, Y. Lu, Anastasios Panagiotelis, A Forecast Reconciliation Approach to Cause-of- death Mortality Modeling, 86, p.122-133, 2019, Insurance : Mathematics and Economics.
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Y. Lu, Flexible Panel Regression for Bivariate Count/Continuous Data with Insurance Application, 182(4), 1503-1521, 2019, Journal of the Royal Statistical Society, Series A (Statistics in Society).
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Y. Lu, Dynamic Frailty Count Process in Insurance : A Unified Framework for Estimation, Pricing and Forecasting, 85(4), p.1083-1102, 2018, Journal of Risk and Insurance.
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Hong Li and Y. Lu, A Bayesian Non-parametric Model for Small Population Mortality, 2018(7), p. 605-628, (2018), Scandinavian Actuarial Journal.
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Hong Li and Y. Lu, Coherent Forecasting of Mortality Rates : A Spatial-Temporal Approach, 47(2), p. 563-600, (2017), ASTIN Bulletin.
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C. Gourieroux and Y. Lu, Broken-heart, Common Life, Heterogeneity : Analyzing the Spousal Mor- tality Dependence, 47(3), p. 837-874, (2017), ASTIN Bulletin.
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C. Gourieroux and Y. Lu, Love and Death : a Freund Model with Frailty, 63, p. 191-203, (2015), Insurance : Mathematics and Economics.