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Details about Van Son Lai

Homepage:https://www.fsa.ulaval.ca/personnel-expert/van-son-lai/
Workplace:Département finance, assurance et immobilier (Department of Finance, Insurance and Real Estate), Faculté des sciences de l'administration (Faculty of Management), Université Laval (Laval University), (more information at EDIRC)

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

  1. A Characterization of CAT Bond Performance Indices
    Working Papers, Department of Research, Ipag Business School Downloads
    See also Journal Article A characterization of CAT bond performance indices, Finance Research Letters, Elsevier (2019) Downloads View citations (3) (2019)
  2. Analyse d?impact du Moment de Décaissement d?un Produit avec Garantie de Rachat Viager
    Working Papers, Department of Research, Ipag Business School Downloads

2019

  1. A General Class of Distortion Operators for Pricing Contingent Claims with Applications to CAT Bonds
    Working Papers, Department of Research, Ipag Business School Downloads 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) Downloads View citations (1) (2019)
  2. Diversification Benefits of Cat Bonds: An In-Depth Examination
    Working Papers, Department of Research, Ipag Business School Downloads
    See also Journal Article Diversification benefits of cat bonds: An in‐depth examination, Financial Markets, Institutions & Instruments, John Wiley & Sons (2020) Downloads (2020)
  3. How Does the Stock Market View Bank Regulatory Capital Forbearance Policies?
    Working Papers, Department of Research, Ipag Business School Downloads
    See also Journal Article How Does the Stock Market View Bank Regulatory Capital Forbearance Policies?, Journal of Money, Credit and Banking, Blackwell Publishing (2020) Downloads (2020)
  4. Option Pricing Under Regime-Switching Models: Novel Approaches Removing Path-Dependence
    Working Papers, Department of Research, Ipag Business School Downloads View citations (5)
    See also Journal Article Option pricing under regime-switching models: Novel approaches removing path-dependence, Insurance: Mathematics and Economics, Elsevier (2019) Downloads View citations (4) (2019)

2018

  1. Are Market Views on Banking Industry Useful for Forecasting Economic Growth?
    Working Papers, Department of Research, Ipag Business School Downloads View citations (1)
    See also Journal Article Are market views on banking industry useful for forecasting economic growth?, Pacific-Basin Finance Journal, Elsevier (2019) Downloads View citations (2) (2019)
  2. Banks? Non-Traditional Activities Under Regulatory Changes: Impact on Risk, Performance and Capital Adequacy
    Working Papers, Department of Research, Ipag Business School Downloads
    See also Journal Article Banks’ non-traditional activities under regulatory changes: impact on risk, performance and capital adequacy, Applied Economics, Taylor & Francis Journals (2019) Downloads View citations (4) (2019)
  3. Discretionary Idiosyncratic Risk, Firm Cash Holdings and Investment
    Working Papers, Department of Research, Ipag Business School Downloads View citations (1)

2017

  1. Basel III Capital Buffer Requirements and Credit Union Prudential Regulation: Canadian Evidence
    Working Papers, Department of Research, Ipag Business School Downloads 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) Downloads View citations (21) (2017)
  2. 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 Downloads
    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) Downloads View citations (9) (2018)
  3. CAT Bond Spreads Via HARA Utility and Nonparametric Tests
    Working Papers, Department of Research, Ipag Business School Downloads
  4. Reinsurance or CAT Bond? How to Optimally Combine Both
    Working Papers, Department of Research, Ipag Business School Downloads View citations (7)

2016

  1. Revisiting Interest Rate Swap Valuation with Counterparty Risk, Wrong-Way Risk and OIS Discount
    Working Papers, Department of Research, Ipag Business School Downloads View citations (1)

2013

  1. 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 Downloads 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) Downloads View citations (50) (2013)

Journal Articles

2025

  1. 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 Downloads

2020

  1. Diversification benefits of cat bonds: An in‐depth examination
    Financial Markets, Institutions & Instruments, 2020, 29, (5), 165-228 Downloads
    See also Working Paper Diversification Benefits of Cat Bonds: An In-Depth Examination, Working Papers (2019) Downloads (2019)
  2. How Does the Stock Market View Bank Regulatory Capital Forbearance Policies?
    Journal of Money, Credit and Banking, 2020, 52, (8), 1873-1907 Downloads
    See also Working Paper How Does the Stock Market View Bank Regulatory Capital Forbearance Policies?, Working Papers (2019) Downloads (2019)

2019

  1. A characterization of CAT bond performance indices
    Finance Research Letters, 2019, 28, (C), 431-437 Downloads View citations (3)
    See also Working Paper A Characterization of CAT Bond Performance Indices, Working Papers (2020) Downloads (2020)
  2. A general class of distortion operators for pricing contingent claims with applications to CAT bonds
    Scandinavian Actuarial Journal, 2019, 2019, (7), 558-584 Downloads 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) Downloads View citations (4) (2019)
  3. Are market views on banking industry useful for forecasting economic growth?
    Pacific-Basin Finance Journal, 2019, 57, (C) Downloads View citations (2)
    See also Working Paper Are Market Views on Banking Industry Useful for Forecasting Economic Growth?, Working Papers (2018) Downloads View citations (1) (2018)
  4. Banks’ non-traditional activities under regulatory changes: impact on risk, performance and capital adequacy
    Applied Economics, 2019, 51, (29), 3184-3197 Downloads View citations (4)
    See also Working Paper Banks? Non-Traditional Activities Under Regulatory Changes: Impact on Risk, Performance and Capital Adequacy, Working Papers (2018) Downloads (2018)
  5. Option pricing under regime-switching models: Novel approaches removing path-dependence
    Insurance: Mathematics and Economics, 2019, 87, (C), 130-142 Downloads View citations (4)
    See also Working Paper Option Pricing Under Regime-Switching Models: Novel Approaches Removing Path-Dependence, Working Papers (2019) Downloads View citations (5) (2019)

2018

  1. 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 Downloads 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) Downloads (2017)

2017

  1. Basel III capital buffer requirements and credit union prudential regulation: Canadian evidence
    Journal of Financial Stability, 2017, 30, (C), 92-110 Downloads View citations (21)
    See also Working Paper Basel III Capital Buffer Requirements and Credit Union Prudential Regulation: Canadian Evidence, Working Papers (2017) Downloads View citations (12) (2017)

2016

  1. An analysis of government loan guarantees and direct investment through public-private partnerships
    Economic Modelling, 2016, 59, (C), 508-519 Downloads View citations (12)
  2. From Oil to Stock Markets
    Journal of Economic Integration, 2016, 31, (1), 103-133 Downloads View citations (3)

2015

  1. Hedging Flood Losses Using Cat Bonds
    Asia-Pacific Journal of Risk and Insurance, 2015, 9, (2), 149-184 Downloads View citations (3)

2014

  1. The valuation of catastrophe bonds with exposure to currency exchange risk
    International Review of Financial Analysis, 2014, 33, (C), 243-252 Downloads View citations (7)

2013

  1. 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 Downloads 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) Downloads View citations (69) (2013)
  2. On the Value of Municipal Bond Insurance: An Empirical Analysis
    Financial Markets, Institutions & Instruments, 2013, 22, (4), 209-228 Downloads

2011

  1. Synthetizing a debt guarantee: Super-replication versus utility approach
    International Review of Financial Analysis, 2011, 20, (1), 27-40 Downloads

2010

  1. Credit insurance and investment: A contingent claims analysis approach
    International Review of Financial Analysis, 2010, 19, (2), 98-107 Downloads View citations (7)
  2. Risk‐Based Capital and Credit Insurance Portfolios
    Financial Markets, Institutions & Instruments, 2010, 19, (1), 21-45 Downloads

2008

  1. Project risk choices under privately guaranteed debt financing
    The Quarterly Review of Economics and Finance, 2008, 48, (1), 123-152 Downloads

2006

  1. Effects of maturity choices on loan‐guarantee portfolios1
    Journal of Risk Finance, 2006, 7, (3), 237-254 Downloads View citations (1)

2004

  1. The impact of the Gramm-Leach-Bliley act on the financial services industry
    Journal of Economics and Finance, 2004, 28, (3), 333-347 Downloads View citations (10)

2003

  1. Bank moral hazard and the introduction of official deposit insurance in Canada
    International Review of Economics & Finance, 2003, 12, (2), 247-273 Downloads View citations (17)

1997

  1. An empirical investigation of asset-liability management of small US commercial banks
    Applied Financial Economics, 1997, 7, (5), 525-536 Downloads View citations (4)
  2. 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 Downloads View citations (1)

1996

  1. 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

  1. On Financial Guarantee Insurance under Stochastic Interest Rates
    The Geneva Risk and Insurance Review, 1994, 19, (2), 119-137 Downloads View citations (6)

Undated

  1. Hedging portfolios of financial guarantees
    Journal of Risk Downloads
 
Page updated 2025-03-23