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Interest rate risk and arbitrary deformation of the yield curve
Gay, Roger - 1997
Persistent link: https://www.econbiz.de/10000974332
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On the Hillard-Jordan method
Gay, Roger - 1997
Persistent link: https://www.econbiz.de/10000974334
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Present value for a stochastic interest rate
Gay, Roger - 1994
Persistent link: https://www.econbiz.de/10000894835
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The pension separation theorem
Gay, Roger - In: Investment management and financial innovations 8 (2011) 1, pp. 19-30
Persistent link: https://www.econbiz.de/10009151729
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Mean-variance optimality of a retirement lump sum conversion strategy : implementation in Australia
Gay, Roger - In: Journal of risk 10 (2007/08) 4, pp. 113-134
Persistent link: https://www.econbiz.de/10003761352
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On actuarial aspects of a utility function
Gay, Roger - 1992
Persistent link: https://www.econbiz.de/10000835161
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Opportunity cost structure and present value of random losses
Heyde, C. C.; Gay, Roger - 1992
Persistent link: https://www.econbiz.de/10000835310
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Short bond portfolios and arbitrary deformation of the Yield curve
Gay, Roger - 1997
Persistent link: https://www.econbiz.de/10000974326
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Absolute matching of expected liabilities of an evolving pension fund using positive holdings of fixed interest securities
Gay, Roger; Kennedy, Richard - 1994
Persistent link: https://www.econbiz.de/10000892867
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Matching liabilities using positive holdings of bonds subject to a single constraint
Gay, Roger; Kennedy, Richard - 1994
Persistent link: https://www.econbiz.de/10000892868