Lu Yang

Assistant Professor
School of Statistics, University of Minnesota

Google Scholar

Research Interests

  • Multivariate analysis
  • Regression model diagnostics
  • Nonparametric methods
  • Insurance analytics

    • Publications

  • Lu Yang, Peng Shi, Shimeng Huang (2024). A Copula Model for Marked Point Process with A Terminal Event: An Application in Dynamic Prediction of Insurance Claims, Annals of Applied Statistics, accepted. https://doi.org/10.1214/24-AOAS1902

  • Lu Yang (2024). Diagnostics for Regression Models with Semicontinuous Outcomes, Biometrics, 80(1). https://doi.org/10.1093/biomtc/ujae007

  • Lu Yang (2024). Double Probability Integral Transform Residuals for Regression Models with Discrete Outcomes, Journal of Computational and Graphical Statistics, 33(3), 787–803. https://doi.org/10.1080/10618600.2024.2303336

  • Lu Yang, Claudia Czado (2022). Two-Part D-Vine Copula Models for Longitudinal Insurance Claim Data, Scandinavian Journal of Statistics, 49(4), 1534-1561. https://doi.org/10.1111/sjos.12566

  • Lu Yang (2022). Nonparametric Copula Estimation for Mixed Insurance Claim Data, Journal of Business & Economic Statistics, 40(2), 537-546. https://doi.org/10.1080/07350015.2020.1835668

  • Lu Yang (2021). Assessment of Regression Models with Discrete Outcomes Using Quasi-Empirical Residual Distribution Functions, Journal of Computational and Graphical Statistics, 30(4), 1019-1035. https://doi.org/10.1080/10618600.2021.1910042

  • Lu Yang, Edward W. Frees, Zhengjun Zhang (2020). Nonparametric Estimation of Copula Regression Models with Discrete Outcomes, Journal of the American Statistical Association, 115(530), 707-720. https://doi.org/10.1080/01621459.2018.1546586

  • Lu Yang, Peng Shi (2019). Multiperil rate making for property insurance using longitudinal data, Journal of the Royal Statistical Society. Series A: Statistics in Society, 182(2), 647-668. https://doi.org/10.1111/rssa.12419

  • Peng Shi, Lu Yang (2018). Pair Copula Constructions for Insurance Experience Rating, Journal of the American Statistical Association, 113(521), 122-133. https://doi.org/10.1080/01621459.2017.1330692

  • Edward W. Frees, Gee Lee, Lu Yang (2016). Multivariate Frequency-Severity Regression Models in Insurance, Risks, 4(1), [4]. https://doi.org/10.3390/risks4010004

    Software

  • assessor: The goal of assessor is to provide assessment tools for regression models with discrete and semicontinuous outcomes proposed in Yang (2024) and Yang(2024). It calculates the double probability integral transform (DPIT) residuals, constructs QQ plots of residuals and the ordered curve for assessing mean structures.