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On the correlation matriox of the discrete fourier transform and the fast solution of large toeplitz systems for long-memory time series

Chen, Willa W.; Hurvich, Clifford M.; Lu, Yi - In: Journal of the American Statistical Association : JASA 101 (2006) 474, pp. 812-822

Persistent link: https://www.econbiz.de/10003334776

Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment

Deo, Rohit S.; Hurvich, Clifford M.; Lu, Yi - In: Journal of econometrics 131 (2006) 1/2, pp. 29-58

Persistent link: https://www.econbiz.de/10003298562

The decompositions of the discounted penalty functions and dividends-penalty identity in a Markov-modulated risk model

Li, Shuanming (contributor); Lu, Yi (contributor) - 2007

Persistent link: https://www.econbiz.de/10003632947

Kinematics analysis and solution of the active/passive forces of a 4SPS+SPR parallel machine tool

Lu, Yi; Hu, Bo; Xu, Jia-Yin - In: The international journal of advanced manufacturing … 36 (2008) 1/2, pp. 178-187

Persistent link: https://www.econbiz.de/10003683778

The equilibrium analysis and potential modifications on the China pilot electricity spot market

Qu, Ying; Xiao, Yunpeng; Wang, Xiuli; Wang, Xifan; Lu, Yi; … - In: Energy economics 122 (2023), pp. 1-29

Persistent link: https://www.econbiz.de/10014439097

The expected discounted penalty function : from infinite time to finite time

Li, Shuanming; Lu, Yi; Sendova, Kristina P. - In: Scandinavian actuarial journal 2019 (2019) 4, pp. 336-354

Persistent link: https://www.econbiz.de/10012194954

Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality

Liang, Xiaoqing; Tsai, Cary Chi-Liang; Lu, Yi - In: Insurance / Mathematics & economics 70 (2016), pp. 150-161

Persistent link: https://www.econbiz.de/10011597256

Redistribution in collective pension arrangements without a sponsor guarantee : hidden versus explicit risk transactions

Yi, Lu; Sanders, Barbara; Bégin, Jean-François - In: Journal of pension economics and finance : JPEF 21 (2022) 2, pp. 260-293

Persistent link: https://www.econbiz.de/10013166078

Locale-varying relationships between tourism development and retail property prices in a shopping destination

Yang, Linchuan; Chau, K. W.; Lu, Yi; Cui, Xu; Meng, Fanyu; … - In: International journal of strategic property management 24 (2020) 5, pp. 323-334

Persistent link: https://www.econbiz.de/10013414952

A generalized linear mixed model for data breaches and its application in cyber insurance

Sun, Meng; Yi, Lu - In: Risks : open access journal 10 (2022) 12, pp. 1-23

Data breach incidents result in severe financial loss and reputational damage, which raises the importance of using insurance to manage and mitigate cyber related risks. We analyze data breach chronology collected by Privacy Rights Clearinghouse (PRC) since 2001 and propose a Bayesian...

Persistent link: https://www.econbiz.de/10014230858