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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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Love and death : a Freund model with frailty
Gouriéroux, Christian; Lu, Yang - 2013
Persistent link: https://www.econbiz.de/10010348561
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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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Negative binomial autoregressive process
Gouriéroux, Christian; Lu, Yang - 2018
Persistent link: https://www.econbiz.de/10012201119
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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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A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian; Lu, Yang - 2016
Persistent link: https://www.econbiz.de/10012196330
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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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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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Negative Binomial Autoregressive Process with Stochastic Intensity
Gouriéroux, Christian; Lu, Yang - In: Journal of Time Series Analysis 40 (2018) 2, pp. 225-247
Persistent link: https://www.econbiz.de/10012094965
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Long term care and longevity
Gouriéroux, Christian; Lu, Yang - 2013
Persistent link: https://www.econbiz.de/10010234126