T. S. Salisbury

York University

Professor of Mathematics and Statistics

4700 Keele Street

Toronto, Ontario M3J 1P3

Canada

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 16,302

SSRN RANKINGS

Top 16,302

in Total Papers Downloads

5,030

SSRN CITATIONS
Rank 29,244

SSRN RANKINGS

Top 29,244

in Total Papers Citations

26

CROSSREF CITATIONS

6

Scholarly Papers (10)

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 1,526 (19,792)
Citation 6

Abstract:

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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 1,026 (35,516)
Citation 1

Abstract:

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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 547 (81,950)
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, York University - Schulich School of Business and York University
Downloads 539 (83,441)
Citation 4

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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
York University - Schulich School of Business, York UniversityYork University - Department of Mathematics and Statistics and York University
Downloads 449 (104,115)
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 298 (164,198)
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 226 (216,472)
Citation 18

Abstract:

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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 191 (252,596)

Abstract:

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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 141 (326,649)

Abstract:

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Pensions, Annuities, Retirement Planning, Bond Duration.

10.

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 87 (459,130)

Abstract:

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lifecycle, optimization, optimal control, HJB