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 0 0 0 5
A General Class of Distortion Operators for Pricing Contingent Claims with Applications to CAT Bonds 0 0 1 7 1 1 4 24
Analyse d?impact du Moment de Décaissement d?un Produit avec Garantie de Rachat Viager 0 0 0 0 0 0 0 7
Are Market Views on Banking Industry Useful for Forecasting Economic Growth? 0 0 0 1 0 1 1 6
Banks? Non-Traditional Activities Under Regulatory Changes: Impact on Risk, Performance and Capital Adequacy 0 0 0 1 0 0 1 6
Banks’ Capital Buffer, Risk and Performance in the Canadian Banking System: Impact of Business Cycles and Regulatory Changes 1 1 1 91 1 1 3 231
Basel III Capital Buffer Requirements and Credit Union Prudential Regulation: Canadian Evidence 0 0 0 0 0 0 10 27
Basel III Capital Buffers and Canadian Credit Unions Lending: Impact of The Credit Cycle and The Business Cycle 0 0 0 3 0 0 0 8
CAT Bond Spreads Via HARA Utility and Nonparametric Tests 0 1 1 4 1 2 2 15
Discretionary Idiosyncratic Risk, Firm Cash Holdings and Investment 0 0 1 5 0 0 1 14
Diversification Benefits of Cat Bonds: An In-Depth Examination 0 0 0 2 0 0 4 17
How Does the Stock Market View Bank Regulatory Capital Forbearance Policies? 0 0 0 0 0 0 0 3
Option Pricing Under Regime-Switching Models: Novel Approaches Removing Path-Dependence 0 0 0 3 0 0 3 12
Reinsurance or CAT Bond? How to Optimally Combine Both 1 2 5 14 1 2 7 31
Revisiting Interest Rate Swap Valuation with Counterparty Risk, Wrong-Way Risk and OIS Discount 0 1 1 2 0 1 4 18
Total Working Papers 2 5 10 135 4 8 40 424


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 1 12 0 0 4 45
A general class of distortion operators for pricing contingent claims with applications to CAT bonds 0 0 1 1 0 1 2 3
An analysis of government loan guarantees and direct investment through public-private partnerships 0 0 1 26 0 0 3 93
An empirical investigation of asset-liability management of small US commercial banks 0 0 0 139 0 0 0 476
Are market views on banking industry useful for forecasting economic growth? 0 0 0 1 0 0 2 23
Bank moral hazard and the introduction of official deposit insurance in Canada 0 0 2 80 1 1 7 285
Banks’ capital buffer, risk and performance in the Canadian banking system: Impact of business cycles and regulatory changes 1 1 1 96 1 1 7 385
Banks’ non-traditional activities under regulatory changes: impact on risk, performance and capital adequacy 0 0 1 8 2 2 5 29
Basel III capital buffer requirements and credit union prudential regulation: Canadian evidence 0 0 1 26 0 0 4 144
Basel III capital buffers and Canadian credit unions lending: Impact of the credit cycle and the business cycle 0 0 0 14 0 1 3 70
Credit insurance and investment: A contingent claims analysis approach 0 0 0 79 0 1 1 246
Diversification benefits of cat bonds: An in‐depth examination 0 0 0 0 0 0 1 1
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 0 0 74
Hedging Flood Losses Using Cat Bonds 1 3 3 16 1 3 5 64
How Does the Stock Market View Bank Regulatory Capital Forbearance Policies? 0 0 0 1 0 0 0 20
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 1 1 1
Option pricing under regime-switching models: Novel approaches removing path-dependence 0 0 0 3 0 1 3 35
Project risk choices under privately guaranteed debt financing 0 0 0 28 0 0 0 174
Risk‐Based Capital and Credit Insurance Portfolios 0 0 0 0 0 1 2 2
Synthetizing a debt guarantee: Super-replication versus utility approach 0 0 0 13 0 0 0 149
The Effects of Variations in Laxity (or Strictness) of Closure Rules on the Valuation of Deposit Insurance 0 0 0 0 0 0 0 76
The impact of the Gramm-Leach-Bliley act on the financial services industry 0 0 0 4 0 1 6 87
The valuation of catastrophe bonds with exposure to currency exchange risk 0 2 4 14 0 3 14 72
Thrifty Viability and Traditional Mortgage Lending: A Simultaneous Equations Analysis of the Risk-Return Trade-Off 0 0 0 57 0 0 0 605
Total Journal Articles 2 6 15 671 6 17 70 3,263


Statistics updated 2025-03-03