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 2 4 3 3 13 18
A General Class of Distortion Operators for Pricing Contingent Claims with Applications to CAT Bonds 0 0 0 7 2 4 11 36
Analyse d?impact du Moment de Décaissement d?un Produit avec Garantie de Rachat Viager 0 0 0 0 2 2 6 13
Are Market Views on Banking Industry Useful for Forecasting Economic Growth? 0 0 0 1 2 5 13 19
Banks? Non-Traditional Activities Under Regulatory Changes: Impact on Risk, Performance and Capital Adequacy 0 0 1 2 0 3 8 14
Banks’ Capital Buffer, Risk and Performance in the Canadian Banking System: Impact of Business Cycles and Regulatory Changes 0 1 2 94 1 2 8 240
Basel III Capital Buffer Requirements and Credit Union Prudential Regulation: Canadian Evidence 0 0 0 0 5 7 17 44
Basel III Capital Buffers and Canadian Credit Unions Lending: Impact of The Credit Cycle and The Business Cycle 0 0 0 3 1 2 10 18
CAT Bond Spreads Via HARA Utility and Nonparametric Tests 0 0 1 5 4 5 13 30
Discretionary Idiosyncratic Risk, Firm Cash Holdings and Investment 0 0 0 5 2 3 6 21
Diversification Benefits of Cat Bonds: An In-Depth Examination 1 1 1 3 3 4 15 32
How Does the Stock Market View Bank Regulatory Capital Forbearance Policies? 0 0 0 0 1 4 21 24
Option Pricing Under Regime-Switching Models: Novel Approaches Removing Path-Dependence 0 0 3 7 4 8 19 33
Reinsurance or CAT Bond? How to Optimally Combine Both 0 0 3 18 3 6 19 52
Revisiting Interest Rate Swap Valuation with Counterparty Risk, Wrong-Way Risk and OIS Discount 1 1 1 4 8 11 20 39
Total Working Papers 3 4 14 153 41 69 199 633


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 5 7 10 55
A general class of distortion operators for pricing contingent claims with applications to CAT bonds 0 0 0 1 2 2 9 12
An analysis of government loan guarantees and direct investment through public-private partnerships 0 0 1 27 1 1 14 107
An empirical investigation of asset-liability management of small US commercial banks 0 0 0 139 1 1 7 483
Are market views on banking industry useful for forecasting economic growth? 0 0 0 1 0 2 5 28
Bank moral hazard and the introduction of official deposit insurance in Canada 0 0 0 80 1 2 12 297
Banks’ capital buffer, risk and performance in the Canadian banking system: Impact of business cycles and regulatory changes 0 0 2 99 3 5 17 404
Banks’ non-traditional activities under regulatory changes: impact on risk, performance and capital adequacy 0 0 0 8 4 5 10 39
Basel III capital buffer requirements and credit union prudential regulation: Canadian evidence 0 1 2 28 5 14 23 168
Basel III capital buffers and Canadian credit unions lending: Impact of the credit cycle and the business cycle 0 0 1 15 2 5 17 89
Credit insurance and investment: A contingent claims analysis approach 0 1 3 82 2 5 14 260
Diversification benefits of cat bonds: An in‐depth examination 0 0 2 2 1 3 15 17
Effects of maturity choices on loan‐guarantee portfolios1 0 0 0 0 1 1 6 7
From Oil to Stock Markets 0 0 1 22 1 1 4 78
Hedging Flood Losses Using Cat Bonds 0 0 0 16 3 6 12 76
Hedging portfolios of financial guarantees 0 0 1 1 1 4 14 14
How Does the Stock Market View Bank Regulatory Capital Forbearance Policies? 0 0 0 1 2 3 11 32
How do underwriting and investment activities affect P&C insurers’ capital adjustments? Evidence from Canada 0 0 1 1 4 9 33 35
On Financial Guarantee Insurance under Stochastic Interest Rates 0 0 0 32 3 4 5 108
On the Value of Municipal Bond Insurance: An Empirical Analysis 0 0 0 0 2 2 7 8
Option pricing under regime-switching models: Novel approaches removing path-dependence 0 0 0 3 3 5 9 44
Project risk choices under privately guaranteed debt financing 0 0 0 28 2 2 8 182
Risk‐Based Capital and Credit Insurance Portfolios 0 0 0 0 2 2 9 11
Synthetizing a debt guarantee: Super-replication versus utility approach 0 0 0 13 0 4 6 156
The Effects of Variations in Laxity (or Strictness) of Closure Rules on the Valuation of Deposit Insurance 0 0 0 0 2 4 8 84
The impact of the Gramm-Leach-Bliley act on the financial services industry 0 0 0 4 3 32 47 135
The valuation of catastrophe bonds with exposure to currency exchange risk 0 0 1 16 4 5 18 91
Thrifty Viability and Traditional Mortgage Lending: A Simultaneous Equations Analysis of the Risk-Return Trade-Off 0 0 0 57 3 3 11 616
Total Journal Articles 0 2 15 688 63 139 361 3,636


Statistics updated 2026-05-06