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An analysis of portfolios of insured debts
Gendron, Michel; Lai, Van Son; Soumaré, Issouf - In: The journal of fixed income 16 (2006) 1, pp. 55-64
Persistent link: https://www.econbiz.de/10003376587
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AN ANALYSIS OF PORTFOLIOS OF INSURED DEBTS
Gendron, Michel; Lai, Van Son; Soumare, Issouf - In: The journal of fixed income 16 (2006) 1, pp. 55-64
Persistent link: https://www.econbiz.de/10007289942
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Revisiting interest rate swap valuation with counterparty risk, wrong-way risk, and OIS discounting
Gargouri, Ayoub; Lai, Van Son; Soumaré, Issouf - In: The journal of fixed income 26 (2017) 3, pp. 63-80
Persistent link: https://www.econbiz.de/10011684745
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Reinsurance or CAT bond? : how to optimally combine both
Trottier, Denis-Alexandre; Lai, Van Son - In: The journal of fixed income 27 (2017) 2, pp. 65-87
Persistent link: https://www.econbiz.de/10011803811
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CAT bond spreads via HARA utility and nonparametric tests
Trottier, Denis-Alexandre; Lai, Van Son; Charest, … - In: The journal of fixed income 28 (2018) 1, pp. 75-99
Persistent link: https://www.econbiz.de/10011905584
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Economic capital for bond insurers
Grégoire, Luc; Lai, Van Son; Soumaré, Issouf - In: The journal of fixed income 19 (2009/10) 3, pp. 47-65
Persistent link: https://www.econbiz.de/10003940855
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ECONOMIC CAPITAL FOR BOND INSURERS
Grégoire, Luc; Lai, Van Son; Soumaré, Issouf - In: The journal of fixed income 19 (2010) 3, pp. 47-66
Persistent link: https://www.econbiz.de/10008353415