Biblio

A Bayesian non-parametric model for small population mortalityJournal articleHong Li et Yang Lu, Scandinavian Actuarial Journal, Volume 2018, Issue 7, pp. 605-628, 2018

Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and ForecastingJournal articleYang Lu, Journal of Risk and Insurance, Volume 85, Issue 4, pp. 1083-1102, 2018

Broken-Heart, Common Life, Heterogeneity: Analyzing the Spousal Mortality DependenceJournal articleYang Lu, ASTIN Bulletin: The Journal of the IAA, Volume 47, Issue 3, pp. 837-874, 2017

Coherent Forecasting of Mortality Rates: A Sparse Vector-Autoregression ApproachJournal articleHong Li et Yang Lu, ASTIN Bulletin: The Journal of the IAA, Volume 47, Issue 2, pp. 563-600, 2017

Love and death: A Freund model with frailtyJournal articleChristian Gourieroux et Yang Lu, Insurance: Mathematics and Economics, Volume 63, Issue C, pp. 191-203, 2015