Bio
Jackson is an academic researcher and educator informed by his former professional experience. His research has been presented internationally, awarded, and published in peer-reviewed journals. He holds a PhD in Statistics and is a Fellow of the Society of Actuaries.
Awards and Honors
Arnold Zellner Thesis Award in Econometrics and Statistics, Honorable Mention, Business and Economic Statistics Section, American Statistical AssociationDoctoral Dissertation Fellowship, University of Connecticut, The Graduate SchoolBest Performance in Probability, Department of Statistics, University of ConnecticutStudent Paper Award, American Statistical Association (ASA), Risk Analysis SectionStatistics Fellowship, University of Connecticut, Department of StatisticsScholarly Contributions and Creative Productions
Journal Articles
Lautier, J. P., Pozdnyakov, V., Yan, J. (2026). Estimating a discrete distribution subject to random left-truncation with an application to structured finance. Econometrics and Statistics, (37) 174-198. Lautier, J. P., Pozdnyakov, V., Yan, J. (2025). Estimating the time-to-event distribution for loan-level data within an asset-backed security. Annals of Applied Statistics, (19) 4 2831--2851. Lautier, J. P. (2025). A New Framework to Estimate Return on Investment for Player Salaries in the National Basketball Association. Applied Stochastic Models in Business and Industry, (41) 3 e70020. Lautier, J. P., Grosser, S., Kim, J., Kim, H., Kim, J. (2025). Clustering plasma concentration-time curves: applications of unsupervised learning in pharmacogenomics. Journal of Biopharmaceutical Statistics, (35) 4 678--696. Lautier, J. P., Pozdnyakov, V., Yan, J. (2024). On the convergence of credit risk in current consumer automobile loans. Journal of the Royal Statistical Society Series A: Statistics in Society, (189) 1 196-221. Lautier, J. P., Pozdnyakov, V., Yan, J. (2024). On the maximum likelihood estimation of a discrete, finite support distribution under left-truncation and competing risks. Statistics & Probability Letters, (207) 109973. 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. 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) 3 858-888. Service
Service: Department
Committee Member for Tenure Track Search Committee - PresentCommittee Member for Research Committee 2024-01-01 - PresentCommittee Member for Social Committee 2023-07-01 - PresentService: Professional
Publications Officer for Risk Analysis Section, American Statistical Association - PresentSocial Media Liason for Business and Economics Statistics Section, American Statistical Association - PresentCommittee Member for Section on Statistical Computing, American Statistical Association 2024-04-01 - 2024-04-30Service: University
for Salary and Benefits Committee - Present