M. Michel Gendron

Université Laval - Département de Finance et Assurance

Pavillon Palasis-Prince

Quebec G1K 7P4

Canada

http://www3.fsa.ulaval.ca/dept/fas/gendron.html

SCHOLARLY PAPERS

4

DOWNLOADS

658

SSRN CITATIONS

2

CROSSREF CITATIONS

4

Scholarly Papers (4)

1.

An Analysis of Private Loan Guarantee Portfolios

EFMA 2002 London Meetings , Journal of Fixed Income, Vol. 16, No. 1, 2006, pp. 55-64
Number of pages: 35 Posted: 19 Jun 2002 Last Revised: 15 May 2015
M. Michel Gendron, Van Son Lai and Issouf Soumaré
Université Laval - Département de Finance et Assurance, Université Laval and Laval University
Downloads 416 (72,305)
Citation 4

Abstract:

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2.

The Effects of Maturity Choices on Loan Guarantee Portfolios

Journal of Risk Finance, Vol. 7, No. 3, 2006, pp. 237-254.
Number of pages: 43 Posted: 30 Nov 2004 Last Revised: 15 May 2015
Issouf Soumaré, Van Son Lai and M. Michel Gendron
Laval University, Université Laval and Université Laval - Département de Finance et Assurance
Downloads 183 (171,003)

Abstract:

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Contingent-claims analysis, Credit risk, Financial guarantee, Insurance, Maturity choices, Project implementation

3.

Hedging Flood Losses Using Cat Bonds

Asia-Pacific Journal of Risk and Insurance, Forthcoming
Number of pages: 38 Posted: 31 May 2015
Alexandre Tetu, Van Son Lai, Issouf Soumaré and M. Michel Gendron
Industrial Alliance Insurance and Financial Services Inc.,, Université Laval, Laval University and Université Laval - Département de Finance et Assurance
Downloads 59 (372,857)
Citation 2

Abstract:

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Cat bond, Catastrophe bond, Catastrophe risk, Floods, Insurance, Risk management, Risk transfer, Securitization

4.

On Financial Guarantee Insurance Under Stochastic Interest Rates

The Geneva Papers on Risk and Insurance Theory, 19, 1994, 119-137.
Posted: 09 Mar 2015
Van Son Lai and M. Michel Gendron
Université Laval and Université Laval - Département de Finance et Assurance

Abstract:

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