Thomas S. Salisbury

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All published works

Action	Title	Year	Authors
+ PDF Chat	The Riccati Tontine: How to Satisfy Regulators on Average	2024	Moshe A. Milevsky Thomas S. Salisbury
+ PDF Chat	The Riccati Tontine: How to Satisfy Regulators on Average	2024	Moshe A. Milevsky Thomas S. Salisbury
+ PDF Chat	A greedy algorithm for habit formation under multiplicative utility	2023	S. Kirusheva Thomas S. Salisbury
+	A greedy algorithm for habit formation under multiplicative utility	2023	S. Kirusheva Thomas S. Salisbury
+ PDF Chat	Refundable income annuities: Feasibility of money-back guarantees	2022	Moshe A. Milevsky Thomas S. Salisbury
+	Percolation of terraces, and enhancements for the orthant model	2022	Mark Holmes Thomas S. Salisbury
+	Retirement spending problem under Habit Formation Model	2022	S. Kirusheva H. Huang Thomas S. Salisbury
+ PDF Chat	A shape theorem for the orthant model	2021	Mark Holmes Thomas S. Salisbury
+	Phase transitions for degenerate random environments	2021	Mark Holmes Thomas S. Salisbury
+ PDF Chat	Refundable Income Annuities: Feasibility of Money-Back Guarantees	2021	Moshe A. Milevsky Thomas S. Salisbury
+	Optimal allocation to deferred income annuities	2021	F. Habib Huaxiong Huang A. Mauskopf Branislav Nikolic Thomas S. Salisbury
+	Refundable income annuities: Feasibility of money-back guarantees	2021	Moshe A. Milevsky Thomas S. Salisbury
+	Phase transitions for degenerate random environments.	2019	Mark Holmes Thomas S. Salisbury
+	A shape theorem for the orthant model	2019	Mark Holmes Thomas S. Salisbury
+	Optimal allocation to Deferred Income Annuities	2019	F. Habib Huaxiong Huang A. Mauskopf Branislav Nikolic Thomas S. Salisbury
+ PDF Chat	How round are the complementary components of planar Brownian motion?	2019	Nina Holden Şerban Nacu Yuval Peres Thomas S. Salisbury
+	Phase transitions for degenerate random environments	2019	Mark Holmes Thomas S. Salisbury
+	A shape theorem for the orthant model	2019	Mark Holmes Thomas S. Salisbury
+	The implied longevity curve: How long does the market think you are going to live?	2018	Moshe A. Milevsky Thomas S. Salisbury Alexander Chigodaev
+	Retirement spending and biological age	2018	Huaxiong Huang Moshe A. Milevsky Thomas S. Salisbury
+	The implied longevity curve: How long does the market think you are going to live?	2018	Moshe A. Milevsky Thomas S. Salisbury Alexander Chigodaev
+ PDF Chat	Optimal Allocation to Deferred Income Annuities	2018	Faisal Habib Huaxiong Huang A. Mauskopf Branislav Nikolic Thomas S. Salisbury
+ PDF Chat	Retirement spending and biological age	2017	Huaxiong Huang Moshe A. Milevsky Thomas S. Salisbury
+	Conditions for ballisticity and invariance principle for random walk in non-elliptic random environment	2017	Mark Holmes Thomas S. Salisbury
+ PDF Chat	Retirement Spending and Biological Age	2017	Huaxiong Huang Moshe A. Milevsky Thomas S. Salisbury
+	Conditions for ballisticity and invariance principle for random walk in non-elliptic random environment	2016	Mark Holmes Thomas S. Salisbury
+	Optimal retirement income tontines	2016	Moshe A. Milevsky Thomas S. Salisbury
+	Equitable retirement income tontines: Mixing cohorts without discriminating	2016	Moshe A. Milevsky Thomas S. Salisbury
+	How round are the complementary components of planar Brownian motion	2016	Nina Holden Şerban Nacu Yuval Peres Thomas S. Salisbury
+ PDF Chat	EQUITABLE RETIREMENT INCOME TONTINES: MIXING COHORTS WITHOUT DISCRIMINATING	2016	Moshe A. Milevsky Thomas S. Salisbury
+ PDF Chat	Forward Clusters for Degenerate Random Environments	2016	Mark Holmes Thomas S. Salisbury
+	Notes on oriented percolation	2016	Mark Holmes Thomas S. Salisbury
+	Equitable retirement income tontines: Mixing cohorts without discriminating	2016	Moshe A. Milevsky Thomas S. Salisbury
+	Optimal retirement income tontines	2016	Moshe A. Milevsky Thomas S. Salisbury
+	Conditions for ballisticity and invariance principle for random walk in non-elliptic random environment	2016	Mark Holmes Thomas S. Salisbury
+	How round are the complementary components of planar Brownian motion?	2016	Nina Holden Şerban Nacu Yuval Peres Thomas S. Salisbury
+ PDF Chat	Optimal retirement income tontines	2015	Moshe A. Milevsky Thomas S. Salisbury
+	Uniqueness for Volterra-type stochastic integral equations	2015	Leonid Mytnik Thomas S. Salisbury
+ PDF Chat	Equitable Retirement Income Tontines: Mixing Cohorts Without Discriminating	2015	Moshe A. Milevsky Thomas S. Salisbury
+	Uniqueness for Volterra-type stochastic integral equations	2015	Leonid Mytnik Thomas S. Salisbury
+ PDF Chat	Moment Densities of Super Brownian Motion, and a Harnack Estimate for a Class of X-harmonic Functions	2014	Thomas S. Salisbury Deniz Sezer
+ PDF Chat	Optimal initiation of a GLWB in a variable annuity: No Arbitrage approach	2014	Huaxiong Huang Moshe A. Milevsky Thomas S. Salisbury
+	Conditioning super-Brownian motion on its boundary statistics, and fragmentation	2013	Thomas S. Salisbury Deniz Sezer
+	Optimal Retirement Tontines for the 21st Century: With Reference to Mortality Derivatives in 1693	2013	Moshe A. Milevsky Thomas S. Salisbury
+ PDF Chat	Random Walks in Degenerate Random Environments	2013	Mark Holmes Thomas S. Salisbury
+	Speed calculations for random walks in degenerate random environments	2013	Mark Holmes Thomas S. Salisbury
+ PDF Chat	Valuation and Hedging of the Ruin‐Contingent Life Annuity (RCLA)	2013	Huaxiong Huang Moshe A. Milevsky Thomas S. Salisbury
+ PDF Chat	Non-existence of stabilizing policies for the critical push–pull network and generalizations	2013	Yoni Nazarathy Leonardo Rojas‐Nandayapa Thomas S. Salisbury
+ PDF Chat	Optimal Retirement Tontines for the 21st Century: With Reference to Mortality Derivatives in 1693	2013	Moshe A. Milevsky Thomas S. Salisbury
+ PDF Chat	Optimal Initiation of a GLWB in a Variable Annuity: No Arbitrage Approach	2013	Moshe A. Milevsky Huaxiong Huang Thomas S. Salisbury
+	Optimal initiation of a GLWB in a variable annuity: no arbitrage approach	2013	Huaxiong Huang Moshe A. Milevsky Thomas S. Salisbury
+	Speed calculations for random walks in degenerate random environments	2013	Mark Holmes Thomas S. Salisbury
+	Optimal Retirement Tontines for the 21st Century: With Reference to Mortality Derivatives in 1693	2013	Moshe A. Milevsky Thomas S. Salisbury
+ PDF Chat	Degenerate random environments	2012	Mark Holmes Thomas S. Salisbury
+	Non-Existence of Stabilizing Policies for the Critical Push-Pull Network and Generalizations	2012	Yoni Nazarathy Leonardo Rojas‐Nandayapa Thomas S. Salisbury
+	Moment densities of super-Brownian motion, and a Harnack estimate for a class of X-harmonic functions	2012	Thomas S. Salisbury Deniz Sezer
+	Optimal retirement consumption with a stochastic force of mortality	2012	Huaxiong Huang Moshe A. Milevsky Thomas S. Salisbury
+ PDF Chat	Optimal retirement consumption with a stochastic force of mortality	2012	Huaxiong Huang Moshe A. Milevsky Thomas S. Salisbury
+	A different perspective on retirement income sustainability: the blueprint for a ruin contingent life annuity (RCLA)	2012	Huaxiong Huang Moshe A. Milevsky Thomas S. Salisbury
+	Valuation and hedging of the ruin-contingent life annuity (RCLA)	2012	Huaxiong Huang Moshe A. Milevsky Thomas S. Salisbury
+	Optimal retirement consumption with a stochastic force of mortality	2012	Huaxiong Huang Moshe A. Milevsky Thomas S. Salisbury
+	Moment densities of super-Brownian motion, and a Harnack estimate for a class of X-harmonic functions	2012	Thomas S. Salisbury A. Deniz Sezer
+	Non-Existence of Stabilizing Policies for the Critical Push-Pull Network and Generalizations	2012	Yoni Nazarathy Leonardo Rojas‐Nandayapa Thomas S. Salisbury
+	A combinatorial result with applications to self-interacting random walks	2011	Mark Holmes Thomas S. Salisbury
+	Degenerate random environments	2011	Mark Holmes Thomas S. Salisbury
+	Random walks in degenerate random environments	2011	Mark Holmes Thomas S. Salisbury
+	A combinatorial result with applications to self-interacting random walks	2011	Mark Holmes Thomas S. Salisbury
+	Blowup and Conditionings of $\psi$-super Brownian Exit Measures	2011	Siva Athreya Thomas S. Salisbury
+	Random walks in degenerate random environments	2011	Mark Holmes Thomas S. Salisbury
+	Degenerate random environments	2011	Mark Holmes Thomas S. Salisbury
+	A combinatorial result with applications to self-interacting random walks	2011	Mark Holmes Thomas S. Salisbury
+	Blowup and Conditionings of $ψ$-super Brownian Exit Measures	2011	Siva Athreya Thomas S. Salisbury
+ PDF Chat	A Different Perspective on Retirement Income Sustainability: <i>The Blueprint for a Ruin Contingent Life Annuity (RCLA)</i>	2009	Huaxiong Huang Moshe A. Milevsky Thomas S. Salisbury
+ PDF Chat	Non-degenerate conditionings of the exit measures of super Brownian motion	2000	Thomas S. Salisbury John Verzani
+ PDF Chat	On the conditioned exit measures of super Brownian motion	1999	Thomas S. Salisbury John Verzani
+	On minimal parabolic functions and time-homogeneous parabolic ℎ-transforms	1999	Krzysztof Burdzy Thomas S. Salisbury
+	Non-degenerate conditionings of the exit measures of super-Brownian motion	1998	Thomas S. Salisbury John Verzani
+	On the conditioned exit measures of super-Brownian motion	1998	Thomas S. Salisbury John Verzani
+	On the conditioned exit measures of super-Brownian motion	1998	Thomas S. Salisbury John Verzani
+	Non-degenerate conditionings of the exit measures of super-Brownian motion	1998	Thomas S. Salisbury John Verzani
+	On minimal parabolic functions and time-homogeneous parabolic h-transforms	1997	Krzysztof Burdzy Thomas S. Salisbury
+	On minimal parabolic functions and time-homogeneous parabolic h-transforms	1997	Krzysztof Burdzy Thomas S. Salisbury
+	Energy, and Intersections of Markov Chains	1996	Thomas S. Salisbury
+ PDF Chat	Martin boundaries of sectorial domains	1993	M. Cranston Thomas S. Salisbury
+ PDF Chat	2D Brownian motion in a system of traps: application of conformal transformations	1992	Krzysztof Burdzy R Hoyst Thomas S. Salisbury
+	Book Review: Multidimensional Brownian excursions and potential theory	1989	Thomas S. Salisbury
+ PDF Chat	Connecting Brownian Paths	1988	Burgess Davis Thomas S. Salisbury
+ PDF Chat	On the Itô excursion process	1986	Thomas S. Salisbury
+ PDF Chat	A Martin Boundary in the Plane	1986	Thomas S. Salisbury
+ PDF Chat	A Martin boundary in the plane	1986	Thomas S. Salisbury
+	An Increasing Diffusion	1986	Thomas S. Salisbury
+	Construction of strong Markov processes through excursions, and a related Martin boundary	1983	Thomas S. Salisbury

Common Coauthors

Coauthor	Papers Together
Moshe A. Milevsky	30
Mark Holmes	23
Huaxiong Huang	16
John Verzani	6
Krzysztof Burdzy	4
A. Mauskopf	3
Nina Holden	3
S. Kirusheva	3
Deniz Sezer	3
Leonardo Rojas‐Nandayapa	3
Şerban Nacu	3
Branislav Nikolic	3
Yuval Peres	3
Yoni Nazarathy	3
F. Habib	2
Siva Athreya	2
Alexander Chigodaev	2
Leonid Mytnik	2
Faisal Habib	1
A. Deniz Sezer	1
H. Huang	1
R Hoyst	1
Burgess Davis	1
M. Cranston	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Degenerate random environments	2012	Mark Holmes Thomas S. Salisbury	8
+ PDF Chat	Annuitization and asset allocation	2007	Moshe A. Milevsky Virginia R. Young	8
+ PDF Chat	Forward Clusters for Degenerate Random Environments	2016	Mark Holmes Thomas S. Salisbury	7
+ PDF Chat	Oriented Percolation in Two Dimensions	1984	Richard Durrett	7
+	Random walks in degenerate random environments	2011	Mark Holmes Thomas S. Salisbury	7
+ PDF Chat	ACTUARIAL FAIRNESS AND SOLIDARITY IN POOLED ANNUITY FUNDS	2014	Catherine Donnelly	6
+ PDF Chat	The lifetime of conditioned Brownian motion	1983	M. Cranston Terry R. McConnell	6
+ PDF Chat	Random Walks in Degenerate Random Environments	2013	Mark Holmes Thomas S. Salisbury	6
+	Estimates of the site percolation probability exponents for some directed lattices	1983	K De’Bell J W Essam	5
+	Improved upper bounds for the critical probability of oriented percolation in two dimensions	1994	Paul Balister Béla Bollobás Alan Stacey	5
+ PDF Chat	Series expansions of the percolation probability on the directed triangular lattice	1996	Iwan Jensen A J Guttmann	5
+	Conditions for ballisticity and invariance principle for random walk in non-elliptic random environment	2017	Mark Holmes Thomas S. Salisbury	5
+ PDF Chat	Conditional gauge and potential theory for the Schrödinger operator	1988	M. Cranston Eugene B. Fabes Z. Zhao	4
+ PDF Chat	Lifetime of conditioned Brownian motion in Lipschitz domains	1985	M. Cranston	4
+ PDF Chat	On the conditioned exit measures of super Brownian motion	1999	Thomas S. Salisbury John Verzani	4
+ PDF Chat	A Law of Large Numbers for Random Walks in Random Environment	1999	Alain‐Sol Sznitman Martin Zerner	3
+ PDF Chat	Random Walks in Random Environment	2009	Ofer Zeitouni	3
+ PDF Chat	On extreme X-harmonic functions	2006	E. B. Dynkin	3
+ PDF Chat	Directed Percolation and Random Walk	2002	Geoffrey Grimmett Philipp Hiemer	3
+ PDF Chat	Conditioned super-Brownian motion	1993	Ludger Overbeck	3
+ PDF Chat	Hitting probabilities and potential theory for the brownian path-valued process	1994	Jean‐François Le Gall	3
+	Conditioned superprocesses and a semilinear heat equation	1993	Alison Etheridge	3
+ PDF Chat	Hölder domains and the boundary Harnack principle	1991	Rodrigo Bañuelos Richard F. Bass Krzysztof Burdzy	3
+	An Introduction to Branching Measure-Valued Processes	1994	E. B. Dynkin	3
+ PDF Chat	Pathwise construction of additive H-transforms of super-Brownian motion	1994	Ludger Overbeck	3
+	Random Walks and Random Environments: Volume 1: Random Walks	1995	P. M. Lee	3
+ PDF Chat	Optimal retirement income tontines	2015	Moshe A. Milevsky Thomas S. Salisbury	3
+	Measure-valued Markov branching processes conditioned on non-extinction	1990	Steven N. Evans Edwin Perkins	3
+ PDF Chat	A note on $X$-harmonic functions	2006	E. B. Dynkin	3
+ PDF Chat	A probabilistic approach to one class of nonlinear differential equations	1991	E. B. Dynkin	3
+	Two representations of a conditioned superprocess	1993	Steven N. Evans	3
+ PDF Chat	Optimal retirement consumption with a stochastic force of mortality	2012	Huaxiong Huang Moshe A. Milevsky Thomas S. Salisbury	3
+ PDF Chat	A backward Harnack inequality and Fatou theorem for nonnegative solutions of parabolic equations	1986	Eugene B. Fabes Nicola Garofalo Sandro Salsa	2
+	Boundary behavior of harmonic functions in non-tangentially accessible domains	1982	David Jerison Carlos E. Kenig	2
+	Non-negative solutions of linear parabolic equations	1968	D. G. Aronson	2
+ PDF Chat	On the variances of occupation times of conditioned Brownian motion	1996	Biao Zhang	2
+	Probability Theory and Combinatorial Optimization	1997	John Steele	2
+ PDF Chat	Conditional brownian motion and the boundary limits of harmonic functions	1957	J. L. Doob	2
+ PDF Chat	Solutions of nonlinear differential equations on a Riemannian manifold and their trace on the Martin boundary	1998	E. B. Dynkin С. Е. Кузнецов	2
+	Diffusions, Superdiffusions and Partial Differential Equations	2002	E. B. Dynkin	2
+	A note on correlations in randomly oriented graphs	2009	Svante Linusson	2
+ PDF Chat	Effective Polynomial Ballisticity Conditions for Random Walk in Random Environment	2013	Noam Berger Alexander Drewitz Alejandro F. Ramı́rez	2
+ PDF Chat	The zero-one law for planar random walks in i.i.d. random environments revisited	2007	Martin Zerner	2
+	Probability with martingales	1992	David N. Williams	2
+ PDF Chat	A conformal inequality related to the conditional gauge theorem	1990	Terry R. McConnell	2
+	Conditioned Brownian motion in planar domains	1988	Burgess Davis	2
+	On the term structure of interest rates	1978	L.Uri Dothan	2
+ PDF Chat	Ellipticity criteria for ballistic behavior of random walks in random environment	2013	David Campos Alejandro F. Ramı́rez	2
+	A decomposition of the (1 + β)-superprocess conditioned on survival	2003	Alison Etheridge David R.E. Williams	2
+ PDF Chat	On a Class Of Transient Random Walks in Random Environment	2001	Alain‐Sol Sznitman	2