Author

Thomas S. Salisbury

Observed names: Salisbury, T. S., Salisbury, Thomas S., T S Salisbury, T. S. Salisbury, T. Salisbury, T.S. Salisbury, THOMAS S. SALISBURY, Thomas S Salisbury, Thomas Salisbury

Institution: York University

Observed institutions: Natural Sciences and Engineering Research Council of Canada, University of Calgary, York University, University of Washington, Purdue University West Lafayette, University of California San Diego, York University, University of York, Fields Institute for Research in Mathematical Sciences

ORCID: 0009-0002-1475-6338

Observed ORCID: 0009-0002-1475-6338

OpenAlex ID: A5069840106

Financial valuation of guaranteed minimum withdrawal benefits

2005 · Moshe A. Milevsky, Thomas S. Salisbury · Insurance Mathematics and Economics · 252

Optimal retirement income tontines

2015 · Moshe A. Milevsky, Thomas S. Salisbury · Insurance Mathematics and Economics · 113

Capacity and energy for multiparameter Markov processes

1989 · P. J. Fitzsimmons, Thomas S. Salisbury · French digital mathematics library (Numdam) · 67

Equitable Retirement Income Tontines: Mixing Cohorts Without Discriminating

2016 · Moshe A. Milevsky, Thomas S. Salisbury · Astin Bulletin · 66

PDF

Optimal retirement consumption with a stochastic force of mortality

2012 · Huaxiong Huang, Moshe A. Milevsky, et al. · Insurance Mathematics and Economics · 56

Asset Allocation and the Liquidity Premium for Illiquid Annuities

2003 · S. Browne, M. A. Milevsky, et al. · Journal of Risk & Insurance · 55

Construction of right processes from excursions

1986 · Thomas S. Salisbury · Probability Theory and Related Fields · 43

PDF

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

2013 · Yoni Nazarathy, Leonardo Rojas-Nandayapa, et al. · Operations Research Letters · 35

PDF

Equitable Retirement Income Tontines: Mixing Cohorts Without Discriminating

2015 · Moshe A. Milevsky, T. S. Salisbury · SSRN Electronic Journal · 27

On the conditioned exit measures of super Brownian motion

1999 · Thomas S. Salisbury, John Verzani · Probability Theory and Related Fields · 26

PDF

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

2014 · H. Huang, M.A. Milevsky, et al. · Insurance Mathematics and Economics · 25

On the Itô excursion process

1986 · Thomas S. Salisbury · Probability Theory and Related Fields · 25

PDF

Random Walks in Degenerate Random Environments

2013 · Mark Holmes, Thomas S. Salisbury · Canadian Journal of Mathematics · 22

PDF

Retirement spending and biological age

2017 · H. Huang, M.A. Milevsky, et al. · Journal of Economic Dynamics and Control · 20

Uniqueness for Volterra-type stochastic integral equations

2015 · Mytnik, Leonid, Salisbury, Thomas S. · arXiv (Cornell University) · 19

PDF

A combinatorial result with applications to self-interacting random walks

2011 · Mark Holmes, Thomas S. Salisbury · Journal of Combinatorial Theory Series A · 18

A Different Perspective on Retirement Income Sustainability: The Blueprint for a Ruin Contingent Life Annuity (RCLA)

2009 · Huaxiong Huang, Moshe Arye Milevsky, et al. · The journal of wealth management · 17

Non-degenerate conditionings of the exit measures of super Brownian motion

2000 · Thomas S. Salisbury, John Verzani · Stochastic Processes and their Applications · 16

PDF

Energy, and Intersections of Markov Chains

1996 · Thomas S. Salisbury · The IMA volumes in mathematics and its applications · 14

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

2013 · H. Huang, M. A. Milevsky, et al. · Journal of Risk & Insurance · 11

Degenerate random environments

2012 · Mark Holmes, Thomas S. Salisbury · Random Structures and Algorithms · 11

Martin boundaries of sectorial domains

1993 · Michael C. Cranston, Thomas S. Salisbury · Arkiv för matematik · 11

PDF

Refundable income annuities: Feasibility of money-back guarantees

2022 · Moshe A. Milevsky, Thomas S. Salisbury · Insurance Mathematics and Economics · 8

Forward Clusters for Degenerate Random Environments

2016 · MARK HOLMES, THOMAS S. SALISBURY · Combinatorics Probability Computing · 8

PDF

An Increasing Diffusion

1986 · Thomas S. Salisbury · Birkhäuser Boston eBooks · 8

Works count: 80

Citation count: 1,053

H-index: 17

I10-index: 22