T. S. Salisbury

York University

Professor of Mathematics and Statistics

4700 Keele Street

Toronto, Ontario M3J 1P3

Canada

SCHOLARLY PAPERS

9

DOWNLOADS
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Top 11,807

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3,322

CITATIONS

1

Scholarly Papers (9)

1.

Optimal Initiation of a GLWB in a Variable Annuity: No Arbitrage Approach

Number of pages: 23 Posted: 26 Feb 2013
Moshe A. Milevsky, Huang Huaxiong and T. S. Salisbury
York University - Schulich School of Business, York University and York University
Downloads 738 (15,804)

Abstract:

Insurance, Retirement, Options, Longevity, Optimization

2.

How Long Does the Market Think You Will Live? Implying Longevity from Annuity Prices

Number of pages: 35 Posted: 15 Jan 2014
Alexander Chigodaev, Moshe A. Milevsky and T. S. Salisbury
National Research University Higher School of Economics, York University - Schulich School of Business and York University
Downloads 310 (54,048)

Abstract:

wealth management; retirement planning, insurance, annuities, pensions, longevity, aging and demographics

3.

Yaari's Lifecycle Model in the 21st Century: Consumption Under a Stochastic Force of Mortality

Number of pages: 26 Posted: 22 Apr 2011
Moshe A. Milevsky, Huang Huaxiong and T. S. Salisbury
York University - Schulich School of Business, York University and York University
Downloads 260 (82,083)

Abstract:

Personal Finance, Portfolio Choice, Optimization Techniques

4.

Optimal Retirement Tontines for the 21st Century: With Reference to Mortality Derivatives in 1693

Number of pages: 43 Posted: 29 May 2013
Moshe A. Milevsky and T. S. Salisbury
York University - Schulich School of Business and York University
Downloads 246 (61,361)

Abstract:

insurance, retirement, annuities, longevity risk, lifecycle, derivatives, economic history

5.

Complete Market Valuation of the Ruin-Contingent Life Annuity (RCLA)

Number of pages: 35 Posted: 31 Jan 2009
Huang Huaxiong, Moshe A. Milevsky and T. S. Salisbury
York University, York University - Schulich School of Business and York University
Downloads 229 (101,218)

Abstract:

6.

Retirement Spending and Biological Age

Number of pages: 34 Posted: 16 Feb 2017
Huang Huaxiong, Moshe A. Milevsky and T. S. Salisbury
York University, York University - Schulich School of Business and York University
Downloads 0 (31,618)

Abstract:

Wealth Management, Retirement Planning, Insurance, Annuities, Pensions, Longevity, Aging and Demographics

7.

The Implied Longevity Curve: How Long Does the Market Think You Are Going to Live?

Journal of Investment Consulting, Vol. 17, No. 1, p. 11-21, 2016
Number of pages: 14 Posted: 24 Oct 2016
Moshe A. Milevsky, T. S. Salisbury and Alexander Chigodaev
York University - Schulich School of Business, York University and National Research University Higher School of Economics
Downloads 0 (273,454)

Abstract:

Wealth Management, Retirement Planning, Insurance, Annuities, Pensions, Longevity, Aging and Demographics

8.

Equitable Retirement Income Tontines: Mixing Cohorts Without Discriminating

Number of pages: 33 Posted: 09 Dec 2015
Moshe A. Milevsky and T. S. Salisbury
York University - Schulich School of Business and York University
Downloads 0 (179,541)

Abstract:

annuities, pensions, mortality-contingent claims, financial revolution

9.

Valuation and Hedging of the Ruinā€Contingent Life Annuity (Rcla)

Journal of Risk and Insurance, Vol. 81, Issue 2, pp. 367-395, 2014
Number of pages: 30 Posted: 17 May 2014
H. Huang, Moshe A. Milevsky and T. S. Salisbury
York University, York University - Schulich School of Business and York University
Downloads 0 (565,802)
Citation 1
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