Lu, Yi
(as bibtex)
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Articles (15)

Lu, Yi, Bingham, Derek, Mak, Simon.
A regional compound Poisson process for hurricane and tropical storm damage.
Journal of the Royal Statistical Society: Series C (Applied Statistics)
2016.
65:677703

Lu, Yi.
On the Evaluation of Expected Penalties at Claim Instants That Cause Ruin in the Classical Risk Model.
Methodology and Computing in Applied Probability
2016.
18:237255

Jin, Can, Lu, Yi, Li, Shuanming.
Number of Jumps in TwoSided FirstExit Problems for a Compound Poisson Process.
Methodology and Computing in Applied Probability
2016.
18:747764

Prabhakar, Balaji, Lu, Yi, Bramson, Maury.
Decay of tails at equilibrium for FIFO join the shortest queue networks.
The Annals of Applied Probability
2013.
23:18411878

Tsai, Cary ChiLiang, Lu, Yi.
An effective method for constructing bounds for ruin probabilities for the surplus process perturbed by diffusion.
Scandinavian Actuarial Journal
2010.
NA:200220

Li, Shuanming, Lu, Yi.
On the maximum severity of ruin in the compound Poisson model with a threshold dividend strategy.
Scandinavian Actuarial Journal
2010.
:136147

Li, Shuanming, Lu, Yi.
The distribution of total dividend payments in a Sparre Andersen model.
Statistics & Probability Letters
2009.
79:12461251

Lu, Yi, Li, Shuanming.
The Markovian regimeswitching risk model with a threshold dividend strategy.
Insurance: Mathematics & Economics
2009.
44:296303

Lu, Yi.
On the severity of ruin in a Markovmodulated risk model.
Scandinavian Actuarial Journal
2006.
2006:183202

Chen, Willa W., Hurvich, Clifford M., Lu, Yi.
On the correlation matrix of the discrete Fourier transform and the fast solution of large Toeplitz systems for longmemory time series.
Journal of the American Statistical Association
2006.
101:812822

Deo, Rohit, Hurvich , Clifford, Lu, Yi.
Forecasting realized volatility using a longmemory stochastic volatility model: Estimation, prediction and seasonal adjustment.
Journal of Econometrics
2006.
131:2958

Lu, Yi, Ezeife, C.I..
Mining Web Log Sequential Patterns with Position Coded PreOrder Linked WAPTree.
Data Mining and Knowledge Discovery
2005.
10:538

Li, Shuanming, Lu, Yi.
On the expected discounted penalty functions for two classes of risk processes.
Insurance: Mathematics & Economics
2005.
36:179193

Lu, Yi, Li, Shuanming.
On the probability of ruin in a Markovmodulated risk model.
Insurance: Mathematics & Economics
2005.
37:522532

Lu, Yi, Yamaoka, Fumiaki.
Fuzzy integration of classification results.
Pattern Recognition
1997.
30:18771891