T. S. Salisbury

York University

Professor of Mathematics and Statistics

4700 Keele Street

Toronto, Ontario M3J 1P3

Canada

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 11,584

SSRN RANKINGS

Top 11,584

in Total Papers Downloads

3,993

CITATIONS

1

Scholarly Papers (10)

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 - Department of Mathematics and Statistics and York University
Downloads 1,262 (14,866)

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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
York University - Department of Mathematics and Statistics, York University - Schulich School of Business and York University
Downloads 894 (24,973)

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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 478 (57,493)

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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 447 (62,422)

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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
Moshe A. Milevsky, Huang Huaxiong and T. S. Salisbury
York University - Schulich School of Business, York University - Department of Mathematics and Statistics and York University
Downloads 327 (90,055)

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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
York University - Department of Mathematics and Statistics, York University - Schulich School of Business and York University
Downloads 263 (113,786)

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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 174 (169,155)

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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 118 (231,766)

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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 Business, York University - Department of Mathematics and Statistics, York University, Students, York University - Department of Mathematics and Statistics and York University
Downloads 29 (463,318)

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lifecycle, optimization, optimal control, HJB

10.

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 1 (637,542)
Citation 1
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