Homepage of Yang LU
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, Rue d'Ulm) and in economics at ENSAE-CREST.
You can read my papers here.