Narrow search
Showing 1 - 6 of 6
Cover Image
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
Cover Image
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
Cover Image
Credit insurance and investment : a contingent claims analysis approach
Lai, Van Son; Soumaré, Issoufa - In: International review of financial analysis 19 (2010) 2, pp. 98-107
Persistent link: https://www.econbiz.de/10008669497
Cover Image
On the value of municipal bond insurance : an empirical analysis
Lai, Van Son; Zhang, Xueying - In: Financial markets, institutions & instruments 22 (2013) 4, pp. 209-228
Persistent link: https://www.econbiz.de/10010248477
Cover Image
Risk-based capital and credit insurance portfolios
Lai, Van Son; Soumaré, Issouf - In: Financial markets, institutions & instruments 19 (2010) 1, pp. 21-45
Persistent link: https://www.econbiz.de/10003972086
Cover Image
On Financial Guarantee Insurance Under Stochastic Interest Rates
Lai, Van Son - 2015
We extend the financial guarantee insurance literature by modeling, under stochastic interest rates, private financial guarantees when the guarantor potentially defaults. By performing numerical simulations under plausible parameters values, we characterize the differential impact of the...
Persistent link: https://www.econbiz.de/10013026817