T. S. Salisbury

York University

Professor of Mathematics and Statistics

4700 Keele Street

Toronto, Ontario M3J 1P3

Canada

SCHOLARLY PAPERS

11

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41

CROSSREF CITATIONS

5

Scholarly Papers (11)

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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, Beijing Normal University (BNU) - Advanced Institute of Natural Sciences and York University
Downloads 1,620 (22,147)
Citation 6

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Insurance, Retirement, Options, Longevity, Optimization

2.

Retirement Spending and Biological Age

Number of pages: 34 Posted: 16 Feb 2017
Huang Huaxiong, Moshe A. Milevsky and T. S. Salisbury
Beijing Normal University (BNU) - Advanced Institute of Natural Sciences, York University - Schulich School of Business and York University
Downloads 1,089 (39,730)
Citation 4

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

3.

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 604 (87,353)
Citation 1

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

4.

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 (Moscow), York University - Schulich School of Business and York University
Downloads 588 (90,472)
Citation 5

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

5.

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, Beijing Normal University (BNU) - Advanced Institute of Natural Sciences and York University
Downloads 547 (99,340)
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
Huang Huaxiong, Moshe A. Milevsky and T. S. Salisbury
Beijing Normal University (BNU) - Advanced Institute of Natural Sciences, York University - Schulich School of Business and York University
Downloads 392 (147,083)
Citation 1

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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 270 (218,959)
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 (Moscow)
Downloads 244 (241,909)

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

9.

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 216 (271,820)
Citation 2

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Pensions, Annuities, Retirement Planning, Bond Duration.

10.

The Riccati Tontine: How to Satisfy Regulators on Average

Number of pages: 26 Posted: 21 Mar 2024
Moshe A. Milevsky and T. S. Salisbury
York University - Schulich School of Business and York University
Downloads 105 (495,857)

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Pensions, Annuities, Retirement Planning

11.

Optimal Allocation to Deferred Income Annuities

Number of pages: 18 Posted: 06 Dec 2018 Last Revised: 16 Mar 2019
Faisal Habib, Huang Huaxiong, Adam Mauskopf, Branislav Nikolic and T. S. Salisbury
The Fields Institute, Beijing Normal University (BNU) - Advanced Institute of Natural Sciences, York University, Students, York University - Department of Mathematics and Statistics and York University
Downloads 99 (512,918)

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lifecycle, optimization, optimal control, HJB