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 1 1 3 0 7 10 15
A General Class of Distortion Operators for Pricing Contingent Claims with Applications to CAT Bonds 0 0 0 7 0 4 8 32
Analyse d?impact du Moment de Décaissement d?un Produit avec Garantie de Rachat Viager 0 0 0 0 0 3 4 11
Are Market Views on Banking Industry Useful for Forecasting Economic Growth? 0 0 0 1 1 5 9 15
Banks? Non-Traditional Activities Under Regulatory Changes: Impact on Risk, Performance and Capital Adequacy 0 1 1 2 1 4 6 12
Banks’ Capital Buffer, Risk and Performance in the Canadian Banking System: Impact of Business Cycles and Regulatory Changes 0 0 2 93 0 3 7 238
Basel III Capital Buffer Requirements and Credit Union Prudential Regulation: Canadian Evidence 0 0 0 0 1 7 11 38
Basel III Capital Buffers and Canadian Credit Unions Lending: Impact of The Credit Cycle and The Business Cycle 0 0 0 3 0 5 8 16
CAT Bond Spreads Via HARA Utility and Nonparametric Tests 0 0 1 5 0 4 10 25
Discretionary Idiosyncratic Risk, Firm Cash Holdings and Investment 0 0 0 5 0 0 4 18
Diversification Benefits of Cat Bonds: An In-Depth Examination 0 0 0 2 1 9 12 29
How Does the Stock Market View Bank Regulatory Capital Forbearance Policies? 0 0 0 0 0 11 17 20
Option Pricing Under Regime-Switching Models: Novel Approaches Removing Path-Dependence 0 0 4 7 1 5 14 26
Reinsurance or CAT Bond? How to Optimally Combine Both 0 2 4 18 0 8 15 46
Revisiting Interest Rate Swap Valuation with Counterparty Risk, Wrong-Way Risk and OIS Discount 0 0 1 3 0 7 10 28
Total Working Papers 0 4 14 149 5 82 145 569


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 0 1 3 48
A general class of distortion operators for pricing contingent claims with applications to CAT bonds 0 0 0 1 0 6 7 10
An analysis of government loan guarantees and direct investment through public-private partnerships 0 1 1 27 0 8 13 106
An empirical investigation of asset-liability management of small US commercial banks 0 0 0 139 0 5 6 482
Are market views on banking industry useful for forecasting economic growth? 0 0 0 1 1 3 4 27
Bank moral hazard and the introduction of official deposit insurance in Canada 0 0 0 80 0 7 10 295
Banks’ capital buffer, risk and performance in the Canadian banking system: Impact of business cycles and regulatory changes 0 1 3 99 0 3 14 399
Banks’ non-traditional activities under regulatory changes: impact on risk, performance and capital adequacy 0 0 0 8 0 1 5 34
Basel III capital buffer requirements and credit union prudential regulation: Canadian evidence 0 0 1 27 6 11 16 160
Basel III capital buffers and Canadian credit unions lending: Impact of the credit cycle and the business cycle 0 0 1 15 1 8 15 85
Credit insurance and investment: A contingent claims analysis approach 1 1 3 82 2 8 11 257
Diversification benefits of cat bonds: An in‐depth examination 0 1 2 2 1 8 14 15
Effects of maturity choices on loan‐guarantee portfolios1 0 0 0 0 0 5 5 6
From Oil to Stock Markets 0 1 1 22 0 1 3 77
Hedging Flood Losses Using Cat Bonds 0 0 0 16 1 4 7 71
Hedging portfolios of financial guarantees 0 0 1 1 2 8 12 12
How Does the Stock Market View Bank Regulatory Capital Forbearance Policies? 0 0 0 1 0 3 9 29
How do underwriting and investment activities affect P&C insurers’ capital adjustments? Evidence from Canada 0 0 1 1 3 18 29 29
On Financial Guarantee Insurance under Stochastic Interest Rates 0 0 0 32 0 1 1 104
On the Value of Municipal Bond Insurance: An Empirical Analysis 0 0 0 0 0 3 5 6
Option pricing under regime-switching models: Novel approaches removing path-dependence 0 0 0 3 0 3 4 39
Project risk choices under privately guaranteed debt financing 0 0 0 28 0 3 6 180
Risk‐Based Capital and Credit Insurance Portfolios 0 0 0 0 0 4 7 9
Synthetizing a debt guarantee: Super-replication versus utility approach 0 0 0 13 2 4 5 154
The Effects of Variations in Laxity (or Strictness) of Closure Rules on the Valuation of Deposit Insurance 0 0 0 0 1 4 5 81
The impact of the Gramm-Leach-Bliley act on the financial services industry 0 0 0 4 19 27 35 122
The valuation of catastrophe bonds with exposure to currency exchange risk 0 0 2 16 1 5 15 87
Thrifty Viability and Traditional Mortgage Lending: A Simultaneous Equations Analysis of the Risk-Return Trade-Off 0 0 0 57 0 6 8 613
Total Journal Articles 1 5 16 687 40 168 274 3,537


Statistics updated 2026-03-04