26 citations · 73 across the 29 of their papers we have counts for
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q-fin.PM2022
Retirement spending problem under Habit Formation Model
S. Kirusheva, H. Huang, T. S. Salisbury
In this paper we consider the problem of optimizing lifetime consumption under a habit formation model. Our work differs from previous results, because we incorporate mortality and…
math.PR2022
Percolation of terraces, and enhancements for the orthant model
Mark Holmes, Thomas S. Salisbury
We study a model of an i.i.d.~random environment in general dimensions , where each site is equipped with one of two environments. The model comes with a parameter whic…