2 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
4 papers
Competitive and Revenue-Optimal Pricing with Budgets
Simon Finster, Paul W. Goldberg, Edwin Lock
In markets with budget-constrained buyers, competitive equilibria need not be efficient in the utilitarian sense, or maximise the seller's revenue. We consider a setting with multi…
Generalized Log-Normal Chain-Ladder
D. Kuang, B. Nielsen
We propose an asymptotic theory for distribution forecasting from the log normal chain-ladder model. The theory overcomes the difficulty of convoluting log normal variables and tak…
Simultaneous Mean-Variance Regression
Richard Spady, Sami Stouli
We propose simultaneous mean-variance regression for the linear estimation and approximation of conditional mean functions. In the presence of heteroskedasticity of unknown form, o…
Generalized Indirect Inference for Discrete Choice Models
Marianne Bruins, James A. Duffy, Michael P. Keane +1
This paper develops and implements a practical simulation-based method for estimating dynamic discrete choice models. The method, which can accommodate lagged dependent variables,…