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Brief Bio
THOMAS S. SALISBURY
received his BSc in 1979 from McGill University,
and his PhD in mathematics in 1983 from the University of British Columbia.
After a postdoctoral position at Purdue University,
he moved to York University, in whose department of
Mathematics and Statistics he is a Professor and former department chair.
His research area is probability theory, specifically
Brownian motion and related Markov processes,
including their applications to actuarial finance.
He was co-editor-in-chief of the Canadian Mathematical Bulletin.
Other service on editorial boards has included that of
Probability Theory and Related Fields.
He is a fellow of the Institute of Mathematical Statistics (IMS) and
of the Fields Institute.
He teaches financial engineering at York, is director of analytics
Quantitative Wealth Management Analytics group (QWeMA), and
leads the Finsurance project at MITACS.
He chaired the task force that initiated the 2007 revision of the Ontario
grade 12 curriculum, and subsequently served on the
Ontario Minister of Education's curriculum council.
He has served terms as Deputy Director of the Fields Institute,
and as President of the Canadian Mathematical Society.
His research is supported by NSERC, MITACS, and the IFID centre.
Current research projects (finance)
- Guaranteed lifetime withdrawal benefits: hedging, pricing, and optimal management on the part of account holders (with H. Huang and M.A. Milevsky).
- Behaviour of portfolios incorporating life settlements.
Current research projects (probability)
- Random walks in random environments (with M. Holmes).
- Super Brownian motion (with S. Athreya, D. Sezer, L. Mytnik).
- Brownian geometry (with Y. Peres, S. Nacu).