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researcher

Jackson P. Lautier

6 papers hereh-index 330 citations9 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author3
  • last author1

Across the 5 of 6 papers where every author was matched, so the position is known.

fields
  • econ.GN1
  • math.ST1
  • q-fin.GN1
  • q-fin.RM1
  • q-fin.ST1
  • stat.AP1

identity via Semantic Scholar / OpenAlex

activity
20212023
most citedPricing Time-to-Event Contingent Cash Flows: A Discrete-Time Survival Analysis Approach

5 citations · 13 across the 6 of their papers we have counts for

collaborators
Showing q-fin.RMShow all

1 paper · 1 filter

q-fin.RM2022★ 5 cited

Pricing Time-to-Event Contingent Cash Flows: A Discrete-Time Survival Analysis Approach

Jackson P. Lautier, Vladimir Pozdnyakov, Jun Yan

Prudent management of insurance investment portfolios requires competent asset pricing of fixed-income assets with time-to-event contingent cash flows, such as consumer asset-backe…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.