13 citations · 36 across the 12 of their papers we have counts for
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q-fin.ST2022★ 1 cited
On the Convergence of Credit Risk in Current Consumer Automobile Loans
Jackson P. Lautier, Vladimir Pozdnyakov, Jun Yan
Loan seasoning and inefficient consumer interest rate refinance behavior are well-known for mortgages. Consumer automobile loans, which are collateralized loans on a rapidly deprec…
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…