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Theorie
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Hamori, Shigeyuki
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26
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7
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5
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5
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3
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3
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2
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2
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2
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2
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2
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ECONIS (ZBW)
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1
Interdependence of foreign exchange markets : a wavelet coherence analysis
Yang, Lu
;
Cai, Xiao Jing
;
Zhang, Huimin
;
Hamori, Shigeyuki
- In:
Economic modelling
55
(
2016
),
pp. 6-14
Persistent link: https://www.econbiz.de/10011642425
Saved in:
2
Modeling the dynamis of international agricultural commodity prices : a comparison of GARCH and stochastic volatility models
Yang, Lu
;
Hamori, Shigeyuki
- In:
Annals of financial economics
13
(
2018
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011958469
Saved in:
3
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
Saved in:
4
Love and death : a Freund model with frailty
Gouriéroux, Christian
;
Lu, Yang
-
2013
Persistent link: https://www.econbiz.de/10010348561
Saved in:
5
Long term care and longevity
Gouriéroux, Christian
;
Lu, Yang
-
2013
Persistent link: https://www.econbiz.de/10010342741
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
A forecast reconciliation approach to cause-of-death mortality modeling
Li, Han
;
Li, Hong
;
Lu, Yang
;
Panagiotelis, Anastasios
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 122-133
Persistent link: https://www.econbiz.de/10012058845
Saved in:
10
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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