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Project finance with limited recourse : an option pricing approach to debt capacity and project risk

Gendron, Michel; Lai, Van Son; Soumaré, Issouf - In: The journal of structured finance 13 (2007/08) 3, pp. 97-104

Persistent link: https://www.econbiz.de/10003862378

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

Hedging flood losses using cat bonds

Têtu, Alexandre; Lai, Van Son; Soumaré, Issouf; … - In: Asia-Pacific journal of risk and insurance : APJRI 9 (2015) 2, pp. 149-184

Persistent link: https://www.econbiz.de/10011407695

An analysis of private loan guarantee portfolios

Gendron, Michel; Lai, Van Son; Soumaré, Issouf - In: Financial risk and financial risk management, (pp. 395-415). 2002

Persistent link: https://www.econbiz.de/10001755653

Project finance with limited recourse : an option pricing approach to debt capacity and project risk

Gendron, Michel; Lai, Van Son; Soumaré, Issouf - In: The journal of structured finance 13 (2007/08) 3, pp. 97-104

Persistent link: https://www.econbiz.de/10009881893

Effects of maturity choices on loan-guarantee portfolios1

Gendron, Michel; Lai, Van Son; Soumaré, Issouf - In: Journal of Risk Finance 7 (2006) May, pp. 237-254

Purpose – The purpose of this paper is to analyse the effects of the maturities of credit-enhanced debt contracts on the value of an insurer's loan-guarantee portfolios. Design/methodology/approach – The paper proposes a contingent-claims model and uses as measure of credit insurance risk,...

Persistent link: https://www.econbiz.de/10005002428

Effects of maturity choices on loan‐guarantee portfolios1

Gendron, Michel; Son Lai, Van; Soumaré, Issouf - In: The Journal of Risk Finance 7 (2006) 3, pp. 237-254

Purpose – The purpose of this paper is to analyse the effects of the maturities of credit‐enhanced debt contracts on the value of an insurer's loan‐guarantee portfolios. Design/methodology/approach – The paper proposes a contingent‐claims model and uses as measure of credit insurance...

Persistent link: https://www.econbiz.de/10014901391

On financial guarantee insurance under stochastic interest rates

Lai, Van Son - In: The Geneva papers on risk and insurance theory 19 (1995) 2, pp. 119-137

Persistent link: https://www.econbiz.de/10001178141

Comparative analysis of multiple-guarantor agreements

Soumaré, Issouf; Youbissi, Fabien; Gendron, Michel - In: Journal of risk management in financial institutions 4 (2010/11) 2, pp. 146-161

Persistent link: https://www.econbiz.de/10009154319

Comparative analysis of multiple-guarantor agreements

Soumaré, Issouf; Youbissi, Fabien; Gendron, Michel - In: Journal of risk management in financial institutions 4 (2010/11) 2, pp. 146-161

Persistent link: https://www.econbiz.de/10009883691