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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
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Negative binomial autoregressive process
Gouriéroux, Christian; Lu, Yang - 2018
Persistent link: https://www.econbiz.de/10012201119
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Noncausal affine processes with applications to derivative pricing
Gouriéroux, Christian; Lu, Yang - 2019
Persistent link: https://www.econbiz.de/10012237262
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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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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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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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Long term care and longevity
Gouriéroux, Christian; Lu, Yang - 2013
Persistent link: https://www.econbiz.de/10010342741
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Love and death : a Freund model with frailty
Gouriéroux, Christian; Lu, Yang - 2013
Persistent link: https://www.econbiz.de/10010348561
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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
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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