Access Statistics for Van Son Lai

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Characterization of CAT Bond Performance Indices 1 1 1 3 2 4 5 10
A General Class of Distortion Operators for Pricing Contingent Claims with Applications to CAT Bonds 0 0 0 7 0 2 5 28
Analyse d?impact du Moment de Décaissement d?un Produit avec Garantie de Rachat Viager 0 0 0 0 0 1 1 8
Are Market Views on Banking Industry Useful for Forecasting Economic Growth? 0 0 0 1 2 6 7 12
Banks? Non-Traditional Activities Under Regulatory Changes: Impact on Risk, Performance and Capital Adequacy 1 1 1 2 2 4 4 10
Banks’ Capital Buffer, Risk and Performance in the Canadian Banking System: Impact of Business Cycles and Regulatory Changes 0 0 3 93 0 1 5 235
Basel III Capital Buffer Requirements and Credit Union Prudential Regulation: Canadian Evidence 0 0 0 0 1 5 5 32
Basel III Capital Buffers and Canadian Credit Unions Lending: Impact of The Credit Cycle and The Business Cycle 0 0 0 3 2 3 5 13
CAT Bond Spreads Via HARA Utility and Nonparametric Tests 0 1 2 5 0 4 8 21
Discretionary Idiosyncratic Risk, Firm Cash Holdings and Investment 0 0 0 5 0 3 4 18
Diversification Benefits of Cat Bonds: An In-Depth Examination 0 0 0 2 6 7 9 26
How Does the Stock Market View Bank Regulatory Capital Forbearance Policies? 0 0 0 0 2 7 8 11
Option Pricing Under Regime-Switching Models: Novel Approaches Removing Path-Dependence 0 0 4 7 1 3 10 22
Reinsurance or CAT Bond? How to Optimally Combine Both 1 1 4 17 4 6 12 42
Revisiting Interest Rate Swap Valuation with Counterparty Risk, Wrong-Way Risk and OIS Discount 0 0 1 3 2 3 5 23
Total Working Papers 3 4 16 148 24 59 93 511


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A characterization of CAT bond performance indices 0 0 0 12 0 1 2 47
A general class of distortion operators for pricing contingent claims with applications to CAT bonds 0 0 0 1 5 6 7 9
An analysis of government loan guarantees and direct investment through public-private partnerships 0 0 0 26 5 7 10 103
An empirical investigation of asset-liability management of small US commercial banks 0 0 0 139 2 3 3 479
Are market views on banking industry useful for forecasting economic growth? 0 0 0 1 1 2 2 25
Bank moral hazard and the introduction of official deposit insurance in Canada 0 0 0 80 4 7 8 292
Banks’ capital buffer, risk and performance in the Canadian banking system: Impact of business cycles and regulatory changes 0 0 3 98 1 6 13 397
Banks’ non-traditional activities under regulatory changes: impact on risk, performance and capital adequacy 0 0 0 8 0 3 6 33
Basel III capital buffer requirements and credit union prudential regulation: Canadian evidence 0 0 1 27 1 2 6 150
Basel III capital buffers and Canadian credit unions lending: Impact of the credit cycle and the business cycle 0 0 1 15 1 3 8 78
Credit insurance and investment: A contingent claims analysis approach 0 1 2 81 1 2 5 250
Diversification benefits of cat bonds: An in‐depth examination 1 2 2 2 5 7 11 12
Effects of maturity choices on loan‐guarantee portfolios1 0 0 0 0 3 3 3 4
From Oil to Stock Markets 1 1 1 22 1 2 3 77
Hedging Flood Losses Using Cat Bonds 0 0 1 16 1 4 5 68
Hedging portfolios of financial guarantees 0 0 1 1 0 2 4 4
How Does the Stock Market View Bank Regulatory Capital Forbearance Policies? 0 0 0 1 1 3 7 27
How do underwriting and investment activities affect P&C insurers’ capital adjustments? Evidence from Canada 0 0 1 1 6 9 17 17
On Financial Guarantee Insurance under Stochastic Interest Rates 0 0 0 32 0 0 0 103
On the Value of Municipal Bond Insurance: An Empirical Analysis 0 0 0 0 1 3 4 4
Option pricing under regime-switching models: Novel approaches removing path-dependence 0 0 0 3 0 1 1 36
Project risk choices under privately guaranteed debt financing 0 0 0 28 1 4 4 178
Risk‐Based Capital and Credit Insurance Portfolios 0 0 0 0 0 3 4 5
Synthetizing a debt guarantee: Super-replication versus utility approach 0 0 0 13 0 0 1 150
The Effects of Variations in Laxity (or Strictness) of Closure Rules on the Valuation of Deposit Insurance 0 0 0 0 1 2 2 78
The impact of the Gramm-Leach-Bliley act on the financial services industry 0 0 0 4 1 6 10 96
The valuation of catastrophe bonds with exposure to currency exchange risk 0 0 4 16 1 7 14 83
Thrifty Viability and Traditional Mortgage Lending: A Simultaneous Equations Analysis of the Risk-Return Trade-Off 0 0 0 57 5 7 7 612
Total Journal Articles 2 4 17 684 48 105 167 3,417


Statistics updated 2026-01-09