Jackson P. Lautier

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

Jackson P. Lautier

Jackson P. LautierJackson P. LautierJackson P. Lautier
  • Home
  • Research
  • CV
  • Publications
  • Awards
  • 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, 110, 53-71. https://doi.org/10.1016/j.insmatheco.2023.02.003  

[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]

Articles IN REview

Lautier, J. P., Pozdnyakov, V., Yan, J. (2023). On the maximum likelihood estimation of a discrete, finite support distribution under left-truncation and competing risks.

Working Papers

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

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