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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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Using black-scholes to determine an optimal funding term
Gay, Roger - In: Managerial finance 37 (2011) 11, pp. 985-994
Persistent link: https://www.econbiz.de/10009388915
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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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Adaptive premiums for evolutionary claims in non-life insurance
Gay, Roger - 2004
Persistent link: https://www.econbiz.de/10002479488
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Minimum variance unbiased maximum likelihood estimation of the extreme value index
Gay, Roger - 2005
Persistent link: https://www.econbiz.de/10003042387
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The power principle and tail-fatness uncertainty
Gay, Roger - 2004
Persistent link: https://www.econbiz.de/10001964538
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General insurance premiums when tail fatness is unknown : a fat premium representation theorem
Gay, Roger - 2003
Persistent link: https://www.econbiz.de/10001964564
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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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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