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 2 4 0 0 14 19
A General Class of Distortion Operators for Pricing Contingent Claims with Applications to CAT Bonds 0 0 0 7 0 1 12 38
Analyse d?impact du Moment de Décaissement d?un Produit avec Garantie de Rachat Viager 0 0 0 0 1 2 8 15
Are Market Views on Banking Industry Useful for Forecasting Economic Growth? 0 0 0 1 0 1 14 20
Banks? Non-Traditional Activities Under Regulatory Changes: Impact on Risk, Performance and Capital Adequacy 0 0 1 2 1 1 9 15
Banks’ Capital Buffer, Risk and Performance in the Canadian Banking System: Impact of Business Cycles and Regulatory Changes 0 1 3 95 1 6 13 246
Basel III Capital Buffer Requirements and Credit Union Prudential Regulation: Canadian Evidence 0 0 0 0 1 1 19 46
Basel III Capital Buffers and Canadian Credit Unions Lending: Impact of The Credit Cycle and The Business Cycle 0 0 0 3 0 0 8 18
CAT Bond Spreads Via HARA Utility and Nonparametric Tests 0 1 2 6 0 2 15 32
Discretionary Idiosyncratic Risk, Firm Cash Holdings and Investment 0 0 0 5 1 1 7 22
Diversification Benefits of Cat Bonds: An In-Depth Examination 0 0 1 3 0 0 14 33
How Does the Stock Market View Bank Regulatory Capital Forbearance Policies? 0 0 0 0 0 0 20 24
Option Pricing Under Regime-Switching Models: Novel Approaches Removing Path-Dependence 0 1 1 8 1 3 20 38
Reinsurance or CAT Bond? How to Optimally Combine Both 0 0 2 18 0 1 19 55
Revisiting Interest Rate Swap Valuation with Counterparty Risk, Wrong-Way Risk and OIS Discount 0 0 1 4 0 0 20 40
Total Working Papers 0 3 13 156 6 19 212 661


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 1 1 13 0 1 10 56
A general class of distortion operators for pricing contingent claims with applications to CAT bonds 0 0 0 1 0 0 9 12
An analysis of government loan guarantees and direct investment through public-private partnerships 0 0 1 27 0 0 13 109
An empirical investigation of asset-liability management of small US commercial banks 0 0 0 139 2 2 9 485
Are market views on banking industry useful for forecasting economic growth? 0 0 0 1 0 0 5 28
Bank moral hazard and the introduction of official deposit insurance in Canada 0 0 1 81 1 1 14 299
Banks’ capital buffer, risk and performance in the Canadian banking system: Impact of business cycles and regulatory changes 0 0 1 99 1 2 16 406
Banks’ non-traditional activities under regulatory changes: impact on risk, performance and capital adequacy 0 0 0 8 1 1 11 41
Basel III capital buffer requirements and credit union prudential regulation: Canadian evidence 0 0 1 28 4 6 27 175
Basel III capital buffers and Canadian credit unions lending: Impact of the credit cycle and the business cycle 0 0 0 15 1 2 16 91
Credit insurance and investment: A contingent claims analysis approach 0 0 3 82 0 0 14 260
Diversification benefits of cat bonds: An in‐depth examination 0 0 3 3 0 2 17 21
Effects of maturity choices on loan‐guarantee portfolios1 0 0 0 0 0 0 6 7
From Oil to Stock Markets 0 0 1 22 1 2 6 80
Hedging Flood Losses Using Cat Bonds 0 0 0 16 1 2 14 78
Hedging portfolios of financial guarantees 0 0 0 1 1 1 13 15
How Does the Stock Market View Bank Regulatory Capital Forbearance Policies? 0 0 0 1 1 1 12 34
How do underwriting and investment activities affect P&C insurers’ capital adjustments? Evidence from Canada 0 0 1 1 1 9 40 46
On Financial Guarantee Insurance under Stochastic Interest Rates 0 0 0 32 0 0 5 108
On the Value of Municipal Bond Insurance: An Empirical Analysis 0 0 0 0 0 3 11 12
Option pricing under regime-switching models: Novel approaches removing path-dependence 0 0 0 3 0 0 10 45
Project risk choices under privately guaranteed debt financing 0 0 0 28 0 1 9 183
Risk‐Based Capital and Credit Insurance Portfolios 0 0 0 0 0 0 9 11
Synthetizing a debt guarantee: Super-replication versus utility approach 0 0 0 13 0 0 7 157
The Effects of Variations in Laxity (or Strictness) of Closure Rules on the Valuation of Deposit Insurance 0 0 0 0 0 0 8 84
The impact of the Gramm-Leach-Bliley act on the financial services industry 0 0 0 4 0 0 45 135
The valuation of catastrophe bonds with exposure to currency exchange risk 0 0 0 16 0 0 16 91
Thrifty Viability and Traditional Mortgage Lending: A Simultaneous Equations Analysis of the Risk-Return Trade-Off 0 0 0 57 0 0 12 617
Total Journal Articles 0 1 13 691 15 36 384 3,686


Statistics updated 2026-09-10