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 0 0 0 2 1 3 3 8
A General Class of Distortion Operators for Pricing Contingent Claims with Applications to CAT Bonds 0 0 0 7 1 2 5 28
Analyse d?impact du Moment de Décaissement d?un Produit avec Garantie de Rachat Viager 0 0 0 0 1 1 1 8
Are Market Views on Banking Industry Useful for Forecasting Economic Growth? 0 0 0 1 4 4 5 10
Banks? Non-Traditional Activities Under Regulatory Changes: Impact on Risk, Performance and Capital Adequacy 0 0 0 1 1 2 2 8
Banks’ Capital Buffer, Risk and Performance in the Canadian Banking System: Impact of Business Cycles and Regulatory Changes 0 1 3 93 1 2 5 235
Basel III Capital Buffer Requirements and Credit Union Prudential Regulation: Canadian Evidence 0 0 0 0 2 4 4 31
Basel III Capital Buffers and Canadian Credit Unions Lending: Impact of The Credit Cycle and The Business Cycle 0 0 0 3 1 1 3 11
CAT Bond Spreads Via HARA Utility and Nonparametric Tests 1 1 2 5 2 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 1 1 3 20
How Does the Stock Market View Bank Regulatory Capital Forbearance Policies? 0 0 0 0 5 5 6 9
Option Pricing Under Regime-Switching Models: Novel Approaches Removing Path-Dependence 0 0 4 7 1 3 9 21
Reinsurance or CAT Bond? How to Optimally Combine Both 0 0 4 16 2 2 9 38
Revisiting Interest Rate Swap Valuation with Counterparty Risk, Wrong-Way Risk and OIS Discount 0 0 2 3 1 1 4 21
Total Working Papers 1 2 15 145 24 38 71 487


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 1 1 2 47
A general class of distortion operators for pricing contingent claims with applications to CAT bonds 0 0 0 1 0 1 2 4
An analysis of government loan guarantees and direct investment through public-private partnerships 0 0 0 26 0 2 5 98
An empirical investigation of asset-liability management of small US commercial banks 0 0 0 139 0 1 1 477
Are market views on banking industry useful for forecasting economic growth? 0 0 0 1 1 1 1 24
Bank moral hazard and the introduction of official deposit insurance in Canada 0 0 0 80 0 3 4 288
Banks’ capital buffer, risk and performance in the Canadian banking system: Impact of business cycles and regulatory changes 0 0 3 98 4 6 12 396
Banks’ non-traditional activities under regulatory changes: impact on risk, performance and capital adequacy 0 0 0 8 2 3 6 33
Basel III capital buffer requirements and credit union prudential regulation: Canadian evidence 0 0 1 27 1 1 5 149
Basel III capital buffers and Canadian credit unions lending: Impact of the credit cycle and the business cycle 0 0 1 15 2 2 8 77
Credit insurance and investment: A contingent claims analysis approach 1 2 2 81 1 3 4 249
Diversification benefits of cat bonds: An in‐depth examination 1 1 1 1 2 3 6 7
Effects of maturity choices on loan‐guarantee portfolios1 0 0 0 0 0 0 0 1
From Oil to Stock Markets 0 0 0 21 0 2 2 76
Hedging Flood Losses Using Cat Bonds 0 0 3 16 2 3 6 67
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 2 4 6 26
How do underwriting and investment activities affect P&C insurers’ capital adjustments? Evidence from Canada 0 1 1 1 1 5 11 11
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 2 2 3 3
Option pricing under regime-switching models: Novel approaches removing path-dependence 0 0 0 3 0 1 2 36
Project risk choices under privately guaranteed debt financing 0 0 0 28 2 3 3 177
Risk‐Based Capital and Credit Insurance Portfolios 0 0 0 0 1 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 1 1 77
The impact of the Gramm-Leach-Bliley act on the financial services industry 0 0 0 4 4 5 9 95
The valuation of catastrophe bonds with exposure to currency exchange risk 0 0 4 16 4 7 13 82
Thrifty Viability and Traditional Mortgage Lending: A Simultaneous Equations Analysis of the Risk-Return Trade-Off 0 0 0 57 0 2 2 607
Total Journal Articles 2 4 17 682 33 67 123 3,369


Statistics updated 2025-12-06