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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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0111 · Jul 201719922001200920172026
4 results for leasing

Leasing is a popular channel to market new cars. Pricing a leasing contract is complicated because the leasing rate embodies an expectation of the residual value of the car after contract expiration. To aid lessors in their pricing decisions, the paper develops resale price forecasting models. A peculiarity of the leas…

2017-07-10abs ↗pdf ↗

Study values and optimizes forestry leases under risk and uncertainty.

problem Valuing and optimizing forestry leases in the presence of catastrophe risk and parameter uncertainty.
method Stochastic bio-economic models, Kalman filter, maximum likelihood estimation, RBSDEs, Monte Carlo simulations.
result Conservative strategy is recommended due to parameter uncertainty.

A new method prices time-to-event cash flows using survival analysis.

problem Pricing insurance investment portfolios with time-to-event cash flows.
method Discrete-time survival analysis framework, hazard rate estimators, asymptotic multivariate normality.
result Pricing model yields estimates closer to actual cash flows than non-random models.