Van Son Lai
Names
Identifer
Contact
Affiliations
-
Université Laval
/ Faculté des sciences de l'administration
/ Département finance, assurance et immobilier
Research profile
author of:
- The Effects of Variations in Laxity (or Strictness) of Closure Rules on the Valuation of Deposit Insurance (RePEc:bla:finrev:v:31:y:1996:i:4:p:721-46)
by Lai, Van Son - Hedging Flood Losses Using Cat Bonds (RePEc:bpj:apjrin:v:9:y:2015:i:2:p:149-184:n:2)
by Têtu Alexandre & Lai Van Son & Soumaré Issouf & Gendron Michel - An analysis of government loan guarantees and direct investment through public-private partnerships (RePEc:eee:ecmode:v:59:y:2016:i:c:p:508-519)
by Soumaré, Issouf & Lai, Van Son - Credit insurance and investment: A contingent claims analysis approach (RePEc:eee:finana:v:19:y:2010:i:2:p:98-107)
by Lai, Van Son & Soumaré, Issouf - Synthetizing a debt guarantee: Super-replication versus utility approach (RePEc:eee:finana:v:20:y:2011:i:1:p:27-40)
by Jacques, Sébastien & Lai, Van Son & Soumaré, Issouf - The valuation of catastrophe bonds with exposure to currency exchange risk (RePEc:eee:finana:v:33:y:2014:i:c:p:243-252)
by Lai, Van Son & Parcollet, Mathieu & Lamond, Bernard F. - Basel III capital buffers and Canadian credit unions lending: Impact of the credit cycle and the business cycle (RePEc:eee:finana:v:57:y:2018:i:c:p:23-39)
by Hessou, Helyoth & Lai, Van Son - A characterization of CAT bond performance indices (RePEc:eee:finlet:v:28:y:2019:i:c:p:431-437)
by Trottier, Denis-Alexandre & Lai, Van Son & Godin, Frédéric - Basel III capital buffer requirements and credit union prudential regulation: Canadian evidence (RePEc:eee:finsta:v:30:y:2017:i:c:p:92-110)
by Hessou, Helyoth & Lai, Van Son - Option pricing under regime-switching models: Novel approaches removing path-dependence (RePEc:eee:insuma:v:87:y:2019:i:c:p:130-142)
by Godin, Frédéric & Lai, Van Son & Trottier, Denis-Alexandre - Banks’ capital buffer, risk and performance in the Canadian banking system: Impact of business cycles and regulatory changes (RePEc:eee:jbfina:v:37:y:2013:i:9:p:3373-3387)
by Guidara, Alaa & Lai, Van Son & Soumaré, Issouf & Tchana, Fulbert Tchana - Are market views on banking industry useful for forecasting economic growth? (RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x18301719)
by Lai, Van Son & Ye, Xiaoxia & Zhao, Lu - Project risk choices under privately guaranteed debt financing (RePEc:eee:quaeco:v:48:y:2008:i:1:p:123-152)
by Angoua, Paul & Lai, Van Son & Soumare, Issouf - Bank moral hazard and the introduction of official deposit insurance in Canada (RePEc:eee:reveco:v:12:y:2003:i:2:p:247-273)
by Gueyie, Jean-Pierre & Lai, Van Son - Effects of maturity choices on loan‐guarantee portfolios1 (RePEc:eme:jrfpps:15265940610664933)
by Michel Gendron & Van Son Lai & Issouf Soumaré - Revisiting Interest Rate Swap Valuation with Counterparty Risk, Wrong-Way Risk and OIS Discount (RePEc:ipg:wpaper:2016-003)
by Ayoub Gargouri & Van Son Lai & Issouf Soumaré - CAT Bond Spreads Via HARA Utility and Nonparametric Tests (RePEc:ipg:wpaper:2017-002)
by Denis-Alexandre Trottier & Van Son Lai & Anne-Sophie Charest - Reinsurance or CAT Bond? How to Optimally Combine Both (RePEc:ipg:wpaper:2017-003)
by Denis-Alexandre Trottier & Van Son Lai - Basel III Capital Buffer Requirements and Credit Union Prudential Regulation: Canadian Evidence (RePEc:ipg:wpaper:2017-007)
by Helyoth Hessou & Van Son Lai - Basel III Capital Buffers and Canadian Credit Unions Lending: Impact of The Credit Cycle and The Business Cycle (RePEc:ipg:wpaper:2017-009)
by Helyoth Hessou & Van Son Lai - Are Market Views on Banking Industry Useful for Forecasting Economic Growth? (RePEc:ipg:wpaper:2018-001)
by Van Son Lai & Xiaoxia Ye & Lu Zhao - Banks? Non-Traditional Activities Under Regulatory Changes: Impact on Risk, Performance and Capital Adequacy (RePEc:ipg:wpaper:2018-003)
by Jean-Pierre Gueyié & Alaa Guidara & Van Son Lai - Discretionary Idiosyncratic Risk, Firm Cash Holdings and Investment (RePEc:ipg:wpaper:2018-008)
by Van Son Lai & Duc Khuong Nguyen & William Sodjahin & Issouf Soumaré - A General Class of Distortion Operators for Pricing Contingent Claims with Applications to CAT Bonds (RePEc:ipg:wpaper:2019-004)
by Frédéric Godin & Van Son Lai & Denis-Alexandre Trottier - Diversification Benefits of Cat Bonds: An In-Depth Examination (RePEc:ipg:wpaper:2019-008)
by Karl Demers-Bélanger & Van Son Lai - How Does the Stock Market View Bank Regulatory Capital Forbearance Policies? (RePEc:ipg:wpaper:2019-012)
by Van Son Lai & Xiaoxia Ye - Option Pricing Under Regime-Switching Models: Novel Approaches Removing Path-Dependence (RePEc:ipg:wpaper:2019-014)
by Frédéric Godiny & Van Son Lai & Denis-Alexandre Trottier - Analyse d?impact du Moment de Décaissement d?un Produit avec Garantie de Rachat Viager (RePEc:ipg:wpaper:2020-004)
by Maxime Turgeon-Rhéaume & Van Son Lai - A Characterization of CAT Bond Performance Indices (RePEc:ipg:wpaper:2020-008)
by Denis-Alexandre Trottier & Van Son Lai & Frédéric Godin - Thrifty Viability and Traditional Mortgage Lending: A Simultaneous Equations Analysis of the Risk-Return Trade-Off (RePEc:jre:issued:v:13:n:2:1997:p:155-176)
by M. Cary Collins & Van Son Lai & James E. McNulty - On Financial Guarantee Insurance under Stochastic Interest Rates (RePEc:pal:genrir:v:19:y:1994:i:2:p:119-137)
by Van Son Lai & Michel Gendron - Banks’ Capital Buffer, Risk and Performance in the Canadian Banking System: Impact of Business Cycles and Regulatory Changes (RePEc:pra:mprapa:44105)
by Guidara, Alaa & Lai, Van Son & Soumaré, Issouf & Tchana Tchana, Fulbert - From Oil to Stock Markets (RePEc:ris:integr:0680)
by Guesmi, Khaled & Boubaker, Heni & Lai, Van Son - The impact of the Gramm-Leach-Bliley act on the financial services industry (RePEc:spr:jecfin:v:28:y:2004:i:3:p:333-347)
by Abdullah Mamun & M. Hassan & Son Lai - Unknown item RePEc:taf:apfiec:v:7:y:1997:i:5:p:525-536 (article)
- Banks’ non-traditional activities under regulatory changes: impact on risk, performance and capital adequacy (RePEc:taf:applec:v:51:y:2019:i:29:p:3184-3197)
by Jean-Pierre Gueyié & Alaa Guidara & Van Son Lai - A general class of distortion operators for pricing contingent claims with applications to CAT bonds (RePEc:taf:sactxx:v:2019:y:2019:i:7:p:558-584)
by Frédéric Godin & Van Son Lai & Denis-Alexandre Trottier - Risk‐Based Capital and Credit Insurance Portfolios (RePEc:wly:finmar:v:19:y:2010:i:1:p:21-45)
by Van Son Lai & Issouf Soumaré - On the Value of Municipal Bond Insurance: An Empirical Analysis (RePEc:wly:finmar:v:22:y:2013:i:4:p:209-228)
by Van Son Lai & Xueying Zhang - Diversification benefits of cat bonds: An in‐depth examination (RePEc:wly:finmar:v:29:y:2020:i:5:p:165-228)
by Karl Demers‐Bélanger & Van Son Lai - How Does the Stock Market View Bank Regulatory Capital Forbearance Policies? (RePEc:wly:jmoncb:v:52:y:2020:i:8:p:1873-1907)
by Van Son Lai & Xiaoxia Ye