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, Claudia Czado (2022). Two-Part D-Vine Copula Models for Longitudinal Insurance Claim Data, Scandinavian Journal of Statistics, to appear. 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