T. S. Salisbury

York University

Professor of Mathematics and Statistics

4700 Keele Street

Toronto, Ontario M3J 1P3

Canada

SCHOLARLY PAPERS

11

DOWNLOADS
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Top 13,958

in Total Papers Downloads

4,479

SSRN CITATIONS
Rank 30,298

SSRN RANKINGS

Top 30,298

in Total Papers Citations

22

CROSSREF CITATIONS

7

Scholarly Papers (11)

1.

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

Number of pages: 23 Posted: 26 Feb 2013
York University - Schulich School of Business, York UniversityYork University - Department of Mathematics and Statistics and York University
Downloads 1,430 (16,810)
Citation 4

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Insurance, Retirement, Options, Longevity, Optimization

2.

Retirement Spending and Biological Age

Number of pages: 34 Posted: 16 Feb 2017
York UniversityYork University - Department of Mathematics and Statistics, York University - Schulich School of Business and York University
Downloads 962 (30,090)
Citation 1

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

3.

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 509 (70,058)
Citation 4

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

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 497 (72,107)
Citation 1

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

5.

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

Number of pages: 26 Posted: 22 Apr 2011
York University - Schulich School of Business, York UniversityYork University - Department of Mathematics and Statistics and York University
Downloads 368 (102,609)
Citation 1

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Personal Finance, Portfolio Choice, Optimization Techniques

6.

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

Number of pages: 35 Posted: 31 Jan 2009
York UniversityYork University - Department of Mathematics and Statistics, York University - Schulich School of Business and York University
Downloads 270 (143,179)

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7.

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 193 (197,342)
Citation 18

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annuities, pensions, mortality-contingent claims, financial revolution

8.

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 149 (246,194)

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

9.

Optimal Allocation to Deferred Income Annuities

Number of pages: 18 Posted: 06 Dec 2018 Last Revised: 16 Mar 2019
York University - Schulich School of BusinessCANNEX Financial Exchanges Limited, York UniversityYork University - Department of Mathematics and Statistics, York University, Students, York University - Department of Mathematics and Statistics and York University
Downloads 60 (441,565)

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lifecycle, optimization, optimal control, HJB

10.

Refundable Income Annuities: Feasibility of Money-Back Guarantees

Number of pages: 43 Posted: 01 Oct 2021
Moshe A. Milevsky and T. S. Salisbury
York University - Schulich School of Business and York University
Downloads 40 (524,043)

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Pensions, Annuities, Retirement Planning, Bond Duration.

11.

Valuation and Hedging of the Ruin‐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 1 (793,524)
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