26 citations · 73 across the 29 of their papers we have counts for
5 papers · 1 filter
Conditions for ballisticity and invariance principle for random walk in non-elliptic random environment
Mark Holmes, Thomas S. Salisbury
We study the asymptotic behaviour of random walks in i.i.d. non-elliptic random environments on . Standard conditions (and proofs) for ballisticity and the central li…
Optimal retirement income tontines
Moshe A. Milevsky, Thomas S. Salisbury
Tontines were once a popular type of mortality-linked investment pool. They promised enormous rewards to the last survivors at the expense of those died early. And, while this desi…
Equitable retirement income tontines: Mixing cohorts without discriminating
M. A. Milevsky, T. S. Salisbury
There is growing interest in the design of pension annuities that insure against idiosyncratic longevity risk while pooling and sharing systematic risk. This is partially motivated…
How round are the complementary components of planar Brownian motion?
Nina Holden, Serban Nacu, Yuval Peres +1
Consider a Brownian motion in started from and run for time 1. Let denote the bounded connected components of . Let (re…
Notes on oriented percolation
Mark Holmes, Thomas S. Salisbury
These notes fill in results about oriented percolation that are required for the paper [3] ("Forward clusters for degenerate random environments"). Since these are essentially modi…