5 citations · 10 across the 2 of their papers we have counts for
2 papers
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…
stat.CO2021★ 5 cited
Regression Modeling for Recurrent Events Using R Package reReg
Sy Han Chiou, Gongjun Xu, Jun Yan +1
Recurrent event analyses have found a wide range of applications in biomedicine, public health, and engineering, among others, where study subjects may experience a sequence of eve…