Homepage of Yang LU

Yang Lu, PhD in Applied Mathematics (Paris-Dauphine/CREST, 2015)

Assistant professor (maitre de conferences)

Department of Economics,

University of Paris 13

My research interest is econometrics with applications in insurance and finance. My PhD thesis was focused on longevity and long-term care, and subsequent areas of application also include bonus-malus pricing, credit risk, mutual fund liquidity, stochastic asset volatility and interest rate.

From the methodological side, I have been mainly interested in duration models and non-Gaussian time series models.

Before joining Paris 13, I spent two years as a postdoctoral fellow at Aix-Marseille University (School of Economics) in southern France. During 2012-2015 I got my PhD from CREST and University of Paris-Dauphine and my pre-PhD training was in maths, at ENS Paris and in economics at ENSAE-CREST.

You can read my papers here.