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A characterization of CAT bond...
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Lai, Van Son
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Godin, Frédéric
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Trottier, Denis-Alexandre
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Gauthier, Geneviève
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Gendron, Michel
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Hamel, Emmanuel
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1
Option pricing under regime-switching models : novel approaches removing path-dependence
Godin, Frédéric
;
Lai, Van Son
;
Trottier, Denis-Alexandre
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 130-142
Persistent link: https://www.econbiz.de/10012058933
Saved in:
2
A general class of distortion operators for pricing contingent claims with applications to CAT bonds
Godin, Frédéric
;
Lai, Van Son
;
Trottier, Denis-Alexandre
- In:
Scandinavian actuarial journal
2019
(
2019
)
7
,
pp. 558-584
Persistent link: https://www.econbiz.de/10012194976
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Investment incentives in project finance in the presence of partial loan guarantees
Lai, Van Son
;
Soumaré, Issouf
- In:
Research in finance
22
(
2005
),
pp. 161-186
Persistent link: https://www.econbiz.de/10003753344
Saved in:
6
Hedging portfolios of financial guarantees
Lai, Van Son
;
Langlois, Yves
;
Soumaré, Issouf
- In:
Journal of risk
11
(
2008/09
)
2
,
pp. 39-63
Persistent link: https://www.econbiz.de/10003809406
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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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