Jackson P. Lautier

Jackson P. LautierJackson P. LautierJackson P. Lautier
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    • Home
    • Research
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    • Teaching Experience
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Jackson P. Lautier

Jackson P. LautierJackson P. LautierJackson P. Lautier
  • Home
  • Research
  • CV
  • Publications
  • Teaching Experience
  • Contact

PUBLICATIONS

Lautier, J. P., Pozdnyakov, V., Yan, J. (2023). Pricing time-to-event contingent cash-flows: A discrete-time survival analysis approach. Insurance: Mathematics and Economics, Accepted

[arXiv] [2022 American Statistical Association Student Paper Award]


Cohen, J. P., Friedt, F. L., Lautier, J. P. (2022). The impact of the Coronavirus pandemic on New York City real estate: First evidence. Journal of Regional Science, 62, 858–888. https://doi.org/10.1111/jors.12591

Articles IN REVISION

Lautier, J. P., Pozdnyakov, V., Yan, J. (2022). Estimating a discrete distribution subject to random truncation with an application to

structured finance. [arXiv]

Working Papers

Lautier, J. P., Pozdnyakov, V., Yan, J. (2022). On the Convergence of Credit Risk in Current Consumer Automobile Loans. [SSRN]

presentation slides (pdf)Download

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