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
Lautier, J. P., Pozdnyakov, V., Yan, J. (2022). Estimating a discrete distribution subject to random truncation with an application to structured finance. [arXiv]
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.
Lautier, J. P., Pozdnyakov, V., Yan, J. (2022). On the Convergence of Credit Risk in Current Consumer Automobile Loans. [SSRN]