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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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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
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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
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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
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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
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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