Details about Van Son Lai
Access statistics for papers by Van Son Lai.
Last updated 2025-03-15. Update your information in the RePEc Author Service.
Short-id: pla784
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Working Papers
2020
- A Characterization of CAT Bond Performance Indices
Working Papers, Department of Research, Ipag Business School 
See also Journal Article A characterization of CAT bond performance indices, Finance Research Letters, Elsevier (2019) View citations (3) (2019)
- Analyse d?impact du Moment de Décaissement d?un Produit avec Garantie de Rachat Viager
Working Papers, Department of Research, Ipag Business School
2019
- A General Class of Distortion Operators for Pricing Contingent Claims with Applications to CAT Bonds
Working Papers, Department of Research, Ipag Business School View citations (4)
See also Journal Article A general class of distortion operators for pricing contingent claims with applications to CAT bonds, Scandinavian Actuarial Journal, Taylor & Francis Journals (2019) View citations (1) (2019)
- Diversification Benefits of Cat Bonds: An In-Depth Examination
Working Papers, Department of Research, Ipag Business School 
See also Journal Article Diversification benefits of cat bonds: An in‐depth examination, Financial Markets, Institutions & Instruments, John Wiley & Sons (2020) (2020)
- How Does the Stock Market View Bank Regulatory Capital Forbearance Policies?
Working Papers, Department of Research, Ipag Business School 
See also Journal Article How Does the Stock Market View Bank Regulatory Capital Forbearance Policies?, Journal of Money, Credit and Banking, Blackwell Publishing (2020) (2020)
- Option Pricing Under Regime-Switching Models: Novel Approaches Removing Path-Dependence
Working Papers, Department of Research, Ipag Business School View citations (5)
See also Journal Article Option pricing under regime-switching models: Novel approaches removing path-dependence, Insurance: Mathematics and Economics, Elsevier (2019) View citations (4) (2019)
2018
- Are Market Views on Banking Industry Useful for Forecasting Economic Growth?
Working Papers, Department of Research, Ipag Business School View citations (1)
See also Journal Article Are market views on banking industry useful for forecasting economic growth?, Pacific-Basin Finance Journal, Elsevier (2019) View citations (2) (2019)
- Banks? Non-Traditional Activities Under Regulatory Changes: Impact on Risk, Performance and Capital Adequacy
Working Papers, Department of Research, Ipag Business School 
See also Journal Article Banks’ non-traditional activities under regulatory changes: impact on risk, performance and capital adequacy, Applied Economics, Taylor & Francis Journals (2019) View citations (4) (2019)
- Discretionary Idiosyncratic Risk, Firm Cash Holdings and Investment
Working Papers, Department of Research, Ipag Business School View citations (1)
2017
- Basel III Capital Buffer Requirements and Credit Union Prudential Regulation: Canadian Evidence
Working Papers, Department of Research, Ipag Business School View citations (12)
See also Journal Article Basel III capital buffer requirements and credit union prudential regulation: Canadian evidence, Journal of Financial Stability, Elsevier (2017) View citations (21) (2017)
- Basel III Capital Buffers and Canadian Credit Unions Lending: Impact of The Credit Cycle and The Business Cycle
Working Papers, Department of Research, Ipag Business School 
See also Journal Article Basel III capital buffers and Canadian credit unions lending: Impact of the credit cycle and the business cycle, International Review of Financial Analysis, Elsevier (2018) View citations (9) (2018)
- CAT Bond Spreads Via HARA Utility and Nonparametric Tests
Working Papers, Department of Research, Ipag Business School
- Reinsurance or CAT Bond? How to Optimally Combine Both
Working Papers, Department of Research, Ipag Business School View citations (7)
2016
- Revisiting Interest Rate Swap Valuation with Counterparty Risk, Wrong-Way Risk and OIS Discount
Working Papers, Department of Research, Ipag Business School View citations (1)
2013
- Banks’ Capital Buffer, Risk and Performance in the Canadian Banking System: Impact of Business Cycles and Regulatory Changes
MPRA Paper, University Library of Munich, Germany View citations (69)
See also Journal Article Banks’ capital buffer, risk and performance in the Canadian banking system: Impact of business cycles and regulatory changes, Journal of Banking & Finance, Elsevier (2013) View citations (50) (2013)
Journal Articles
2025
- How do underwriting and investment activities affect P&C insurers’ capital adjustments? Evidence from Canada
Review of Quantitative Finance and Accounting, 2025, 64, (2), 575-594
2020
- Diversification benefits of cat bonds: An in‐depth examination
Financial Markets, Institutions & Instruments, 2020, 29, (5), 165-228 
See also Working Paper Diversification Benefits of Cat Bonds: An In-Depth Examination, Working Papers (2019) (2019)
- How Does the Stock Market View Bank Regulatory Capital Forbearance Policies?
Journal of Money, Credit and Banking, 2020, 52, (8), 1873-1907 
See also Working Paper How Does the Stock Market View Bank Regulatory Capital Forbearance Policies?, Working Papers (2019) (2019)
2019
- A characterization of CAT bond performance indices
Finance Research Letters, 2019, 28, (C), 431-437 View citations (3)
See also Working Paper A Characterization of CAT Bond Performance Indices, Working Papers (2020) (2020)
- A general class of distortion operators for pricing contingent claims with applications to CAT bonds
Scandinavian Actuarial Journal, 2019, 2019, (7), 558-584 View citations (1)
See also Working Paper A General Class of Distortion Operators for Pricing Contingent Claims with Applications to CAT Bonds, Working Papers (2019) View citations (4) (2019)
- Are market views on banking industry useful for forecasting economic growth?
Pacific-Basin Finance Journal, 2019, 57, (C) View citations (2)
See also Working Paper Are Market Views on Banking Industry Useful for Forecasting Economic Growth?, Working Papers (2018) View citations (1) (2018)
- Banks’ non-traditional activities under regulatory changes: impact on risk, performance and capital adequacy
Applied Economics, 2019, 51, (29), 3184-3197 View citations (4)
See also Working Paper Banks? Non-Traditional Activities Under Regulatory Changes: Impact on Risk, Performance and Capital Adequacy, Working Papers (2018) (2018)
- Option pricing under regime-switching models: Novel approaches removing path-dependence
Insurance: Mathematics and Economics, 2019, 87, (C), 130-142 View citations (4)
See also Working Paper Option Pricing Under Regime-Switching Models: Novel Approaches Removing Path-Dependence, Working Papers (2019) View citations (5) (2019)
2018
- Basel III capital buffers and Canadian credit unions lending: Impact of the credit cycle and the business cycle
International Review of Financial Analysis, 2018, 57, (C), 23-39 View citations (9)
See also Working Paper Basel III Capital Buffers and Canadian Credit Unions Lending: Impact of The Credit Cycle and The Business Cycle, Working Papers (2017) (2017)
2017
- Basel III capital buffer requirements and credit union prudential regulation: Canadian evidence
Journal of Financial Stability, 2017, 30, (C), 92-110 View citations (21)
See also Working Paper Basel III Capital Buffer Requirements and Credit Union Prudential Regulation: Canadian Evidence, Working Papers (2017) View citations (12) (2017)
2016
- An analysis of government loan guarantees and direct investment through public-private partnerships
Economic Modelling, 2016, 59, (C), 508-519 View citations (12)
- From Oil to Stock Markets
Journal of Economic Integration, 2016, 31, (1), 103-133 View citations (3)
2015
- Hedging Flood Losses Using Cat Bonds
Asia-Pacific Journal of Risk and Insurance, 2015, 9, (2), 149-184 View citations (3)
2014
- The valuation of catastrophe bonds with exposure to currency exchange risk
International Review of Financial Analysis, 2014, 33, (C), 243-252 View citations (7)
2013
- Banks’ capital buffer, risk and performance in the Canadian banking system: Impact of business cycles and regulatory changes
Journal of Banking & Finance, 2013, 37, (9), 3373-3387 View citations (50)
See also Working Paper Banks’ Capital Buffer, Risk and Performance in the Canadian Banking System: Impact of Business Cycles and Regulatory Changes, MPRA Paper (2013) View citations (69) (2013)
- On the Value of Municipal Bond Insurance: An Empirical Analysis
Financial Markets, Institutions & Instruments, 2013, 22, (4), 209-228
2011
- Synthetizing a debt guarantee: Super-replication versus utility approach
International Review of Financial Analysis, 2011, 20, (1), 27-40
2010
- Credit insurance and investment: A contingent claims analysis approach
International Review of Financial Analysis, 2010, 19, (2), 98-107 View citations (7)
- Risk‐Based Capital and Credit Insurance Portfolios
Financial Markets, Institutions & Instruments, 2010, 19, (1), 21-45
2008
- Project risk choices under privately guaranteed debt financing
The Quarterly Review of Economics and Finance, 2008, 48, (1), 123-152
2006
- Effects of maturity choices on loan‐guarantee portfolios1
Journal of Risk Finance, 2006, 7, (3), 237-254 View citations (1)
2004
- The impact of the Gramm-Leach-Bliley act on the financial services industry
Journal of Economics and Finance, 2004, 28, (3), 333-347 View citations (10)
2003
- Bank moral hazard and the introduction of official deposit insurance in Canada
International Review of Economics & Finance, 2003, 12, (2), 247-273 View citations (17)
1997
- An empirical investigation of asset-liability management of small US commercial banks
Applied Financial Economics, 1997, 7, (5), 525-536 View citations (4)
- Thrifty Viability and Traditional Mortgage Lending: A Simultaneous Equations Analysis of the Risk-Return Trade-Off
Journal of Real Estate Research, 1997, 13, (2), 155-176 View citations (1)
1996
- The Effects of Variations in Laxity (or Strictness) of Closure Rules on the Valuation of Deposit Insurance
The Financial Review, 1996, 31, (4), 721-46 View citations (4)
1994
- On Financial Guarantee Insurance under Stochastic Interest Rates
The Geneva Risk and Insurance Review, 1994, 19, (2), 119-137 View citations (6)
Undated
- Hedging portfolios of financial guarantees
Journal of Risk
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