Thomas S. Salisbury

Fields Institute for Research in Mathematical Science and York University Department of Mathematics and Statistics, Toronto, Ontario, Canada

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Papers52 papers

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How round are the complementary components of planar Brownian motion

Nina Holden, Şerban Nacu,Yuval Peres,Thomas S. Salisbury

ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, no. 2 (2019): 882-908

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Phase transitions for degenerate random environments

Holmes Mark,Salisbury Thomas S.

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A shape theorem for the orthant model

Holmes Mark,Salisbury Thomas S.

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Conditions for ballisticity and invariance principle for random walk in non-elliptic random environment

Mark Holmes,Thomas S. Salisbury

Electronic Journal of Probability, (2017)

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Retirement Spending and Biological Age

Huang Huaxiong,Moshe A. Milevsky,Thomas S. Salisbury

Journal of Economic Dynamics and Control, (2017): 58-76

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Notes on oriented percolation

Mark Holmes,Thomas S. Salisbury

arXiv: Probability, (2016)

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Forward Clusters for Degenerate Random Environments

Mark Holmes,Thomas S. Salisbury

Combinatorics, Probability & Computing, no. 05 (2016): 744-765

Cited by1EIBibtex

Equitable Retirement Income Tontines: Mixing Cohorts Without Discriminating

Moshe A Milevsky,Thomas S Salisbury

ASTIN BULLETIN, no. 3 (2016): 571.0-604

Cited by10Bibtex

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

Moshe A. Milevsky,Thomas S. Salisbury, Alexander Chigodaev

arXiv: Mathematical Finance, (2016)

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Uniqueness for Volterra-type stochastic integral equations

Leonid Mytnik,Thomas S Salisbury

(2015)

Cited by1Bibtex

Optimal retirement income tontines

Moshe A Milevsky,Thomas S Salisbury

Insurance: Mathematics and Economics, (2015): 91-105

Cited by21Bibtex

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

Alexander Chigodaev,Moshe A Milevsky,Thomas S Salisbury

(2014)

Cited by6Bibtex

Moment Densities of Super Brownian Motion, and a Harnack Estimate for a Class of -harmonic Functions

Thomas S. Salisbury, A. Deniz Sezer

Potential Analysis, no. 4 (2014): 1347-1358

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Moment Densities of Super Brownian Motion, and a Harnack Estimate for a Class of X-harmonic Functions

Thomas S Salisbury,A Deniz Sezer

Potential Analysis, (2014)

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Random Walks in Degenerate Random Environments

Mark Holmes,Thomas S. Salisbury

Canadian Journal of Mathematics, no. 5 (2014): 1050-1077

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Valuation and Hedging of the Ruin-Contingent Life Annuity (RCLA)

Huaxiong Huang,Moshe A Milevsky,Thomas S Salisbury

Journal of Risk and Insurance, (2014)

Cited by7Bibtex

Optimal initiation of a GLWB in a variable annuity: No Arbitrage approach

Howard Huang,Moshe A Milevsky,Thomas S Salisbury

Insurance: Mathematics and Economics, (2014): 102-111

Cited by19Bibtex

Degenerate random environments

Mark Holmes,Thomas S. Salisbury

Random Struct. Algorithms, no. 1 (2014): 111-137

Cited by1EIBibtex

Valuation and Hedging of the Ruin-Contingent Life Annuity (RCLA): Ruin-Contingent Life Annuity

Huaxiong Huang,Moshe A Milevsky,Thomas S Salisbury

Journal of Risk and Insurance, (2014)

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Non-existence of stabilizing policies for the critical push-pull network and generalizations

Yoni Nazarathy,Leonardo Rojas-Nandayapa,Thomas S. Salisbury

Oper. Res. Lett., no. 3 (2013): 265-270

Cited by2EIBibtex

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Thomas S. SalisburyBinding

Papers52 papers

Thomas S. Salisbury