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 1 14 19
A General Class of Distortion Operators for Pricing Contingent Claims with Applications to CAT Bonds 0 0 0 7 0 2 12 38
Analyse d?impact du Moment de Décaissement d?un Produit avec Garantie de Rachat Viager 0 0 0 0 0 1 7 14
Are Market Views on Banking Industry Useful for Forecasting Economic Growth? 0 0 0 1 1 1 14 20
Banks? Non-Traditional Activities Under Regulatory Changes: Impact on Risk, Performance and Capital Adequacy 0 0 1 2 0 0 8 14
Banks’ Capital Buffer, Risk and Performance in the Canadian Banking System: Impact of Business Cycles and Regulatory Changes 1 1 3 95 2 5 12 245
Basel III Capital Buffer Requirements and Credit Union Prudential Regulation: Canadian Evidence 0 0 0 0 0 1 18 45
Basel III Capital Buffers and Canadian Credit Unions Lending: Impact of The Credit Cycle and The Business Cycle 0 0 0 3 0 0 9 18
CAT Bond Spreads Via HARA Utility and Nonparametric Tests 0 1 2 6 1 2 15 32
Discretionary Idiosyncratic Risk, Firm Cash Holdings and Investment 0 0 0 5 0 0 6 21
Diversification Benefits of Cat Bonds: An In-Depth Examination 0 0 1 3 0 1 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 1 1 1 8 1 4 20 37
Reinsurance or CAT Bond? How to Optimally Combine Both 0 0 2 18 0 3 19 55
Revisiting Interest Rate Swap Valuation with Counterparty Risk, Wrong-Way Risk and OIS Discount 0 0 1 4 0 1 20 40
Total Working Papers 2 3 13 156 5 22 208 655


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 1 1 1 13 1 1 11 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 2 14 109
An empirical investigation of asset-liability management of small US commercial banks 0 0 0 139 0 0 7 483
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 1 1 81 0 1 13 298
Banks’ capital buffer, risk and performance in the Canadian banking system: Impact of business cycles and regulatory changes 0 0 2 99 0 1 17 405
Banks’ non-traditional activities under regulatory changes: impact on risk, performance and capital adequacy 0 0 0 8 0 1 11 40
Basel III capital buffer requirements and credit union prudential regulation: Canadian evidence 0 0 1 28 1 3 23 171
Basel III capital buffers and Canadian credit unions lending: Impact of the credit cycle and the business cycle 0 0 0 15 1 1 15 90
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 1 3 3 2 4 18 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 1 5 79
Hedging Flood Losses Using Cat Bonds 0 0 0 16 0 1 13 77
Hedging portfolios of financial guarantees 0 0 0 1 0 0 13 14
How Does the Stock Market View Bank Regulatory Capital Forbearance Policies? 0 0 0 1 0 1 11 33
How do underwriting and investment activities affect P&C insurers’ capital adjustments? Evidence from Canada 0 0 1 1 8 10 39 45
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 1 4 11 12
Option pricing under regime-switching models: Novel approaches removing path-dependence 0 0 0 3 0 1 10 45
Project risk choices under privately guaranteed debt financing 0 0 0 28 1 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 1 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 1 16 0 0 17 91
Thrifty Viability and Traditional Mortgage Lending: A Simultaneous Equations Analysis of the Risk-Return Trade-Off 0 0 0 57 0 1 12 617
Total Journal Articles 1 3 15 691 16 35 377 3,671


Statistics updated 2026-08-07