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Salisbury, Thomas S. - Department of Mathematics and Statistics, York University (Toronto)
The Real Option to Lapse and the Valuation of Death-Protected
Degenerate random environments. Mark Holmes
Insurance: Mathematics and Economics 38 (2006) 2138 Financial valuation of guaranteed minimum withdrawal benefits
Mortality Derivatives: Valuation and Hedging of the Ruin-Contingent Life Annuity (RCLA)
Milevsky and Salisbury (27 Feb 2004) Globe and Mail Contest Page 1 of 21
Asset Allocation and the Liquidity Premium for Illiquid Annuities
A combinatorial result with applications to self-interacting random walks.
INCOME PLANNING roundtable discussion
RANDOM WALKS IN DEGENERATE RANDOM ENVIRONMENTS. MARK HOLMES AND THOMAS S. SALISBURY
Yaari's LifeCycle Model in the 21st Century: Consumption Under a Stochastic Force of Mortality
CONDITIONING SUPER-BROWNIAN MOTION ON ITS BOUNDARY STATISTICS; FRAGMENTATION AND A CLASS OF WEAKLY EXTREME
BLOWUP AND CONDITIONINGS OF -SUPER BROWNIAN EXIT SIVA R. ATHREYA AND THOMAS S. SALISBURY
REPORT OF THE MINISTER'S TASK FORCE
RCLA (version 30 June 2008) Page 1 of 18
