Edit Profile (opens in new tab) Willmot, Gordon E. Compute Distance To: Compute Author ID: willmot.gordon-e Published as: Willmot, Gordon E.; Willmot, G. E.; Willmot, Gordon; Willmont, Cordon E.; Willmot, G. more...less External Links: MGP Documents Indexed: 105 Publications since 1983, including 8 Books 1 Contribution as Editor Co-Authors: 43 Co-Authors with 81 Joint Publications 751 Co-Co-Authors all top 5 Co-Authors 25 single-authored 16 Landriault, David 14 Woo, Jae-Kyung 10 Drekic, Steve 9 Cai, Jun 8 Panjer, Harry H. 6 Klugman, Stuart A. 6 Lin, X. Sheldon 5 Cheung, Eric C. K. 5 Dickson, David C. M. 4 Lin, Xiaodong 3 Feng, Runhuan 3 Lee, Wing Yan 3 Stanford, David A. 3 Xu, Di 2 Kim, Soyeun 2 Li, Bin 2 Pavlova, Kristina P. 2 Shi, Tianxiang 2 Sundt, Bjørn Rosted 2 Tsai, Cary Chi-Liang 1 Cal, Jun 1 Dean, Caron 1 Guo, Ling 1 Hesselager, Ole 1 Huynh, Mirabelle 1 Jones, Bruce L. 1 Kaas, Rob 1 Laeven, Roger J. A. 1 Lau, Hayden 1 Lemieux, Christiane 1 Lin, Sheldon 1 Liu, Haibo 1 Loke, Sooie-Hoe 1 Moutanabbir, Khouzeima 1 Sprott, David A. 1 Stafford, James E. 1 Tang, Qihe 1 Teugels, Jozef L. 1 Wang, Ruodu 1 Wang, Shaun S. 1 Wei, Yunran 1 Wong, Jeff T. Y. 1 Yang, Hailiang all top 5 Serials 37 Insurance Mathematics & Economics 12 Scandinavian Actuarial Journal 8 Journal of Applied Probability 8 North American Actuarial Journal 7 Scandinavian Actuarial Journal 5 ASTIN Bulletin 4 Wiley Series in Probability and Statistics 3 Advances in Applied Probability 3 Statistics & Probability Letters 2 The Canadian Journal of Statistics 2 Applied Mathematics and Computation 2 Biometrika 2 Operations Research Letters 1 Journal of Econometrics 1 Mathematics of Operations Research 1 Probability in the Engineering and Informational Sciences 1 Methodology and Computing in Applied Probability 1 Applied Stochastic Models in Business and Industry 1 Lecture Notes in Statistics 1 European Actuarial Journal 1 Springer Actuarial 1 Wiley Series in Probability and Mathematical Statistics all top 5 Fields 65 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 60 Statistics (62-XX) 56 Probability theory and stochastic processes (60-XX) 6 Operations research, mathematical programming (90-XX) 2 Integral equations (45-XX) 1 History and biography (01-XX) 1 Ordinary differential equations (34-XX) 1 Partial differential equations (35-XX) 1 Difference and functional equations (39-XX) 1 Numerical analysis (65-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 95 Publications have been cited 1,978 times in 1,166 Documents Cited by ▼ Year ▼ Loss models. From data to decisions. 4th revised and updated ed. Zbl 1272.62002Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 123 2012 The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. Zbl 1103.91369Lin, X. Sheldon; Willmot, Gordon E.; Drekic, Steve 118 2003 Loss models. From data to decisions. With assistance from: Gary G. Venter. Zbl 0905.62104Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 109 1998 Loss models: From data to decisions. 3rd ed. Zbl 1159.62070Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 92 2008 Analysis of a defective renewal equation arising in ruin theory. Zbl 1028.91556Lin, X. Sheldon; Willmot, Gordon E. 91 1999 Loss models: from data to decisions. Solutions manual. 2nd ed. Zbl 1141.62343Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 89 2004 The moments of the time of ruin, the surplus before ruin, and the deficit at ruin. Zbl 0971.91031Lin, X. Sheldon; Willmot, Gordon E. 88 2000 A generalized defective renewal equation for the surplus process perturbed by diffusion. Zbl 1074.91563Tsai, Cary Chi-Liang; Willmot, Gordon E. 70 2002 Ruin probabilities in the compound binomial model. Zbl 0778.62099Willmot, Gordon E. 58 1993 On the discounted penalty function in the renewal risk model with general interclaim times. Zbl 1119.91058Willmot, Gordon E. 57 2007 Lundberg approximations for compound distributions with insurance applications. Zbl 0962.62099Willmot, Gordon E.; Lin, X. Sheldon 50 2000 The density of the time to ruin in the classical Poisson risk model. Zbl 1097.62113Dickson, David C. M.; Willmot, Gordon E. 44 2005 Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models. Zbl 1231.91157Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 44 2010 On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution. Zbl 1152.91591Landriault, David; Willmot, Gordon 42 2008 A mixed Poisson-inverse-Gaussian regression model. Zbl 0679.62051Dean, C.; Lawless, J. F.; Willmot, G. E. 40 1989 On the expectation of total discounted operating costs up to default and its applications. Zbl 1173.91023Cai, Jun; Feng, Runhuan; Willmot, Gordon E. 36 2009 The Gerber-Shiu discounted penalty function in the stationary renewal risk model. Zbl 1072.91027Willmot, Gordon E.; Dickson, David C. M. 33 2003 The total claims distribution under inflationary conditions. Zbl 0679.62094Willmot, Gordon E. 32 1989 Compound geometric residual lifetime distributions and the deficit at ruin. Zbl 1039.62097Willmot, Gordon E. 31 2002 On the distribution of the deficit at ruin when claims are phase-type. Zbl 1142.62088Drekic, Steve; Dickson, David C. M.; Stanford, David A.; Willmot, Gordon E. 31 2004 The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function. Zbl 1103.91046Pavlova, Kristina P.; Willmot, Gordon E. 31 2004 On recursive evaluation of mixed Poisson probabilities and related quantities. Zbl 0796.62094Willmot, Gordon E. 28 1993 On the density and moments of the time of ruin with exponential claims. Zbl 1062.60007Drekic, Steve; Willmot, Gordon E. 26 2003 On some properties of a class of multivariate Erlang mixtures with insurance applications. Zbl 1390.62092Willmot, Gordon E.; Woo, Jae-Kyung 24 2015 Exact and approximate properties of the distribution of surplus before and after ruin. Zbl 0914.90074Willmot, Gordon E.; Lin, X. Sheldon 23 1998 Loss models. Further topics. Zbl 1273.62008Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 22 2013 Loss models. From data to decisions. 5th edition. Zbl 1409.62001Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 22 2019 Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions. Zbl 1229.91161Landriault, David; Shi, Tianxiang; Willmot, Gordon E. 22 2011 Exponential and scale mixtures and equilibrium distributions. Zbl 1076.62559Hesselager, Ole; Wang, Shaun; Willmot, Gordon E. 21 1998 Refinements and distributional generalizations of Lundberg’s inequality. Zbl 0814.62070Willmot, Gordon E. 20 1994 Lundberg inequalities for renewal equations. Zbl 1003.60081Willmot, Gordon E.; Cai, Jun; Lin, X. Sheldon 20 2001 Equilibrium compound distributions and stop-loss moments. Zbl 1144.91031Willmot, Gordon E.; Drekic, Steve; Cai, Jun 19 2005 On the moments of the surplus process perturbed by diffusion. Zbl 1063.91051Tsai, Cary Chi-Liang; Willmot, Gordon E. 18 2002 Gerber-Shiu analysis with a generalized penalty function. Zbl 1226.60123Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 18 2010 A note on a class of delayed renewal risk processes. Zbl 1114.60068Willmot, Gordon E. 17 2004 A Laplace transform representation in a class of renewal queueing and risk processes. Zbl 0942.60086Willmot, Gordon E. 15 1999 Difference equation approaches in evaluation of compound distributions. Zbl 0613.62020Willmot, G. E.; Panjer, H. H. 14 1987 Simplified bounds on the tails of compound distributions. Zbl 0882.60088Willmot, G. E.; Lin, Xiaodong 14 1997 On higher-order properties of compound geometric distributions. Zbl 1013.62008Willmot, Gordon E. 13 2002 Lundberg bounds on the tails of compound distributions. Zbl 0812.60084Willmot, Gordon E.; Lin, Xiaodong 12 1994 Further use of Shiu’s approach to the evaluation of ultimate ruin probabilities. Zbl 0675.62075Willmot, Gordon E. 12 1988 On the analysis of a general class of dependent risk processes. Zbl 1284.91277Willmot, Gordon E.; Woo, Jae-Kyung 12 2012 Statistical independence and fractional age assumptions. With discussion and a reply by the author. Zbl 1080.62549Willmot, Gordon E. 12 1997 Asymptotic tail behaviour of Poisson mixtures with applications. Zbl 0696.60085Willmot, Gordon E. 11 1990 The compound Poisson surplus model with interest and liquid reserves: Analysis of the Gerber-Shiu discounted penalty function. Zbl 1170.91407Cai, Jun; Feng, Runhuan; Willmot, Gordon E. 11 2009 Surplus analysis of Sparre Andersen insurance risk processes. Zbl 1391.91006Willmot, Gordon E.; Woo, Jae-Kyung 10 2017 The deficit at ruin in the stationary renewal risk model. Zbl 1092.62115Willmont, Cordon E.; Dikson, David C. M.; Drekic, Steve; Stanford, David A. 8 2004 Aging and other distributional properties of discrete compound geometric distributions. Zbl 1025.62006Willmot, Gordon E.; Cai, Jun 8 2001 On a partial integrodifferential equation of Seal’s type. Zbl 1318.91124Willmot, Gordon E. 8 2015 On evaluation of the Delaporte distribution and related distributions. Zbl 0721.62019Willmot, Gordon E.; Sundt, Bjørn 8 1989 A remark on the Poisson-Pascal and some other contagious distributions. Zbl 0662.62011Willmot, Gordon E. 8 1988 Limiting tail behaviour of some discrete compound distributions. Zbl 0686.62092Willmot, Gordon E. 8 1989 Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts. Zbl 1231.91250Willmot, Gordon E.; Woo, Jae-Kyung 8 2010 On evaluation of the conditional distribution of the deficit at the time of ruin. Zbl 0958.91029Willmot, Gordon E. 8 2000 On classes of lifetime distributions with unknown age. Zbl 0980.62009Willmot, Gordon E.; Cai, Jun 8 2000 Symbolic calculation of the moments of the time of ruin. Zbl 1087.91028Drekic, Steve; Stafford, James E.; Willmot, Gordon E. 8 2004 On applications of residual lifetimes of compound geometric convolutions. Zbl 1092.62018Willmot, Gordon E.; Cal, Jun 8 2004 Monotonicity and aging properties of random sums. Zbl 1076.60034Cai, Jun; Willmot, Gordon E. 8 2005 Characterization, robustness, and aggregation of signed Choquet integrals. Zbl 1455.91072Wang, Ruodu; Wei, Yunran; Willmot, Gordon E. 7 2020 A note on deficit analysis in dependency models involving Coxian claim amounts. Zbl 1401.91157Landriault, David; Lee, Wing Yan; Willmot, Gordon E.; Woo, Jae-Kyung 7 2014 On the moments of the time of ruin with applications to phase-type claims. Zbl 1085.62507Drekic, Steve; Willmot, Gordon E. 7 2005 Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps. Zbl 1427.91077Cheung, Eric C. K.; Liu, Haibo; Willmot, Gordon E. 6 2018 A temporal approach to the Parisian risk model. Zbl 1396.60045Li, Bin; Willmot, Gordon E.; Wong, Jeff T. Y. 6 2018 Approximations for stop-loss premiums. Zbl 0624.62097Teugels, Jozef L.; Willmot, G. 6 1987 On a class of approximations for ruin and waiting time probabilities. Zbl 0911.90172Willmot, Gordon E. 6 1998 On the class of Erlang mixtures with risk theoretic applications. Zbl 1480.91253Willmot, Gordon E.; Woo, Jae-Kyung 6 2007 On the analysis of a class of loss models incorporating time dependence. Zbl 1280.91149Guo, Ling; Landriault, David; Willmot, Gordon E. 6 2013 A note on the equilibrium M/G/1 queue length. Zbl 0642.60081Willmot, Gordon E. 5 1988 A non-exponential generalization of an inequality arising in queueing and insurance risk. Zbl 0848.60082Willmot, Gordon E. 5 1996 On orderings and bounds in a generalized Sparre Andersen risk model. Zbl 1274.60050Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 5 2011 On the relationship between bounds on the tails of compound distributions. Zbl 0893.62106Willmot, Gordon E. 5 1997 On the analysis of time dependent claims in a class of birth process claim count models. Zbl 1304.91118Landriault, David; Willmot, Gordon E.; Xu, Di 4 2014 On the construction of a parameter orthogonal to the mean. Zbl 0711.62015Willmot, Gordon E. 4 1990 An adaptive premium policy with a Bayesian motivation in the classical risk model. Zbl 1284.91246Landriault, David; Lemieux, Christiane; Willmot, Gordon E. 4 2012 Bounds for compound distributions based on mean residual lifetimes and equilibrium distributions. Zbl 0924.62110Willmot, Gordon E. 4 1997 The preservation of classes of discrete distributions under convolution and mixing. Zbl 1090.60014Pavlova, Kristina P.; Cai, Jun; Willmot, Gordon E. 3 2006 Compound Poisson models in actuarial risk theory. Zbl 0525.62097Panjer, Harry H.; Willmot, Gordon E. 3 1983 On the moments of the time to ruin in dependent Sparre Andersen models with emphasis on Coxian interclaim times. Zbl 1306.91079Lee, Wing Yan; Willmot, Gordon E. 3 2014 On the probabilities of the log-zero-Poisson distribution. Zbl 0632.62012Willmot, Gordon E. 3 1987 On posterior probabilities and moments in mixed Poisson processes. Zbl 0711.62093Willmot, Gordon E.; Sundt, Bjørn 3 1989 Bounds on the tails of convolutions of compound distributions. Zbl 0853.62082Willmot, Gordon E.; Lin, Xiaodong 3 1996 On the transient analysis of the \(M^X/M/\infty\) queue. Zbl 0991.90040Willmot, Gordon E.; Drekic, Steve 3 2001 Analysis of the compound Poisson surplus model with liquid reserves, interest and dividends. Zbl 1205.91079Cai, Jun; Feng, Runhuan; Willmot, Gordon E. 3 2009 The moments of the time to ruin in dependent sparre Andersen models with Coxian claim sizes. Zbl 1401.91161Lee, Wing Yan; Willmot, Gordon E. 2 2016 Analysis of IBNR claims in renewal insurance models. Zbl 1402.91205Landriault, David; Willmot, Gordon E.; Xu, Di 2 2017 On series expansions for scale functions and other ruin-related quantities. Zbl 1447.91142Landriault, David; Willmot, Gordon E. 2 2020 A note on parameters orthogonal to the mean. Zbl 0825.62355Willmot, G. E.; Sprott, D. A. 2 1994 Transient analysis of some infinite server queues. Zbl 1270.60109Willmot, Gordon E.; Drekic, Steve 2 2002 Distributional analysis of a generalization of the Pólya process. Zbl 1231.60077Willmot, Gordon E. 2 2010 The proper distribution function of the deficit in the delayed renewal risk model. Zbl 1277.60142Kim, So-Yeun; Willmot, Gordon E. 2 2011 On the joint distributions of the time to ruin, the surplus prior to ruin, and the deficit at ruin in the classical risk model. Zbl 1483.91199Landriault, David; Willmot, Gordon E. 2 2009 On a risk model with claim investigation. Zbl 1348.91151Huynh, Mirabelle; Landriault, David; Shi, Tianxiang; Willmot, Gordon E. 1 2015 A note on order statistics in the mixed Erlang case. Zbl 1398.62118Landriault, David; Moutanabbir, Khouzeima; Willmot, Gordon E. 1 2015 On the analysis of ruin-related quantities in the delayed renewal risk model. Zbl 1348.91158Kim, So-Yeun; Willmot, Gordon E. 1 2016 Upper bounds for the tail of the compound negative binomial distribution. Zbl 0888.62105Willmot, Gordon E.; Lin, Xiaodong 1 1997 Characterization, robustness, and aggregation of signed Choquet integrals. Zbl 1455.91072Wang, Ruodu; Wei, Yunran; Willmot, Gordon E. 7 2020 On series expansions for scale functions and other ruin-related quantities. Zbl 1447.91142Landriault, David; Willmot, Gordon E. 2 2020 Loss models. From data to decisions. 5th edition. Zbl 1409.62001Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 22 2019 Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps. Zbl 1427.91077Cheung, Eric C. K.; Liu, Haibo; Willmot, Gordon E. 6 2018 A temporal approach to the Parisian risk model. Zbl 1396.60045Li, Bin; Willmot, Gordon E.; Wong, Jeff T. Y. 6 2018 Surplus analysis of Sparre Andersen insurance risk processes. Zbl 1391.91006Willmot, Gordon E.; Woo, Jae-Kyung 10 2017 Analysis of IBNR claims in renewal insurance models. Zbl 1402.91205Landriault, David; Willmot, Gordon E.; Xu, Di 2 2017 The moments of the time to ruin in dependent sparre Andersen models with Coxian claim sizes. Zbl 1401.91161Lee, Wing Yan; Willmot, Gordon E. 2 2016 On the analysis of ruin-related quantities in the delayed renewal risk model. Zbl 1348.91158Kim, So-Yeun; Willmot, Gordon E. 1 2016 On some properties of a class of multivariate Erlang mixtures with insurance applications. Zbl 1390.62092Willmot, Gordon E.; Woo, Jae-Kyung 24 2015 On a partial integrodifferential equation of Seal’s type. Zbl 1318.91124Willmot, Gordon E. 8 2015 On a risk model with claim investigation. Zbl 1348.91151Huynh, Mirabelle; Landriault, David; Shi, Tianxiang; Willmot, Gordon E. 1 2015 A note on order statistics in the mixed Erlang case. Zbl 1398.62118Landriault, David; Moutanabbir, Khouzeima; Willmot, Gordon E. 1 2015 A note on deficit analysis in dependency models involving Coxian claim amounts. Zbl 1401.91157Landriault, David; Lee, Wing Yan; Willmot, Gordon E.; Woo, Jae-Kyung 7 2014 On the analysis of time dependent claims in a class of birth process claim count models. Zbl 1304.91118Landriault, David; Willmot, Gordon E.; Xu, Di 4 2014 On the moments of the time to ruin in dependent Sparre Andersen models with emphasis on Coxian interclaim times. Zbl 1306.91079Lee, Wing Yan; Willmot, Gordon E. 3 2014 Loss models. Further topics. Zbl 1273.62008Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 22 2013 On the analysis of a class of loss models incorporating time dependence. Zbl 1280.91149Guo, Ling; Landriault, David; Willmot, Gordon E. 6 2013 Loss models. From data to decisions. 4th revised and updated ed. Zbl 1272.62002Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 123 2012 On the analysis of a general class of dependent risk processes. Zbl 1284.91277Willmot, Gordon E.; Woo, Jae-Kyung 12 2012 An adaptive premium policy with a Bayesian motivation in the classical risk model. Zbl 1284.91246Landriault, David; Lemieux, Christiane; Willmot, Gordon E. 4 2012 Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions. Zbl 1229.91161Landriault, David; Shi, Tianxiang; Willmot, Gordon E. 22 2011 On orderings and bounds in a generalized Sparre Andersen risk model. Zbl 1274.60050Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 5 2011 The proper distribution function of the deficit in the delayed renewal risk model. Zbl 1277.60142Kim, So-Yeun; Willmot, Gordon E. 2 2011 Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models. Zbl 1231.91157Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 44 2010 Gerber-Shiu analysis with a generalized penalty function. Zbl 1226.60123Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 18 2010 Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts. Zbl 1231.91250Willmot, Gordon E.; Woo, Jae-Kyung 8 2010 Distributional analysis of a generalization of the Pólya process. Zbl 1231.60077Willmot, Gordon E. 2 2010 On the expectation of total discounted operating costs up to default and its applications. Zbl 1173.91023Cai, Jun; Feng, Runhuan; Willmot, Gordon E. 36 2009 The compound Poisson surplus model with interest and liquid reserves: Analysis of the Gerber-Shiu discounted penalty function. Zbl 1170.91407Cai, Jun; Feng, Runhuan; Willmot, Gordon E. 11 2009 Analysis of the compound Poisson surplus model with liquid reserves, interest and dividends. Zbl 1205.91079Cai, Jun; Feng, Runhuan; Willmot, Gordon E. 3 2009 On the joint distributions of the time to ruin, the surplus prior to ruin, and the deficit at ruin in the classical risk model. Zbl 1483.91199Landriault, David; Willmot, Gordon E. 2 2009 Loss models: From data to decisions. 3rd ed. Zbl 1159.62070Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 92 2008 On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution. Zbl 1152.91591Landriault, David; Willmot, Gordon 42 2008 On the discounted penalty function in the renewal risk model with general interclaim times. Zbl 1119.91058Willmot, Gordon E. 57 2007 On the class of Erlang mixtures with risk theoretic applications. Zbl 1480.91253Willmot, Gordon E.; Woo, Jae-Kyung 6 2007 The preservation of classes of discrete distributions under convolution and mixing. Zbl 1090.60014Pavlova, Kristina P.; Cai, Jun; Willmot, Gordon E. 3 2006 The density of the time to ruin in the classical Poisson risk model. Zbl 1097.62113Dickson, David C. M.; Willmot, Gordon E. 44 2005 Equilibrium compound distributions and stop-loss moments. Zbl 1144.91031Willmot, Gordon E.; Drekic, Steve; Cai, Jun 19 2005 Monotonicity and aging properties of random sums. Zbl 1076.60034Cai, Jun; Willmot, Gordon E. 8 2005 On the moments of the time of ruin with applications to phase-type claims. Zbl 1085.62507Drekic, Steve; Willmot, Gordon E. 7 2005 Loss models: from data to decisions. Solutions manual. 2nd ed. Zbl 1141.62343Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 89 2004 On the distribution of the deficit at ruin when claims are phase-type. Zbl 1142.62088Drekic, Steve; Dickson, David C. M.; Stanford, David A.; Willmot, Gordon E. 31 2004 The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function. Zbl 1103.91046Pavlova, Kristina P.; Willmot, Gordon E. 31 2004 A note on a class of delayed renewal risk processes. Zbl 1114.60068Willmot, Gordon E. 17 2004 The deficit at ruin in the stationary renewal risk model. Zbl 1092.62115Willmont, Cordon E.; Dikson, David C. M.; Drekic, Steve; Stanford, David A. 8 2004 Symbolic calculation of the moments of the time of ruin. Zbl 1087.91028Drekic, Steve; Stafford, James E.; Willmot, Gordon E. 8 2004 On applications of residual lifetimes of compound geometric convolutions. Zbl 1092.62018Willmot, Gordon E.; Cal, Jun 8 2004 The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. Zbl 1103.91369Lin, X. Sheldon; Willmot, Gordon E.; Drekic, Steve 118 2003 The Gerber-Shiu discounted penalty function in the stationary renewal risk model. Zbl 1072.91027Willmot, Gordon E.; Dickson, David C. M. 33 2003 On the density and moments of the time of ruin with exponential claims. Zbl 1062.60007Drekic, Steve; Willmot, Gordon E. 26 2003 A generalized defective renewal equation for the surplus process perturbed by diffusion. Zbl 1074.91563Tsai, Cary Chi-Liang; Willmot, Gordon E. 70 2002 Compound geometric residual lifetime distributions and the deficit at ruin. Zbl 1039.62097Willmot, Gordon E. 31 2002 On the moments of the surplus process perturbed by diffusion. Zbl 1063.91051Tsai, Cary Chi-Liang; Willmot, Gordon E. 18 2002 On higher-order properties of compound geometric distributions. Zbl 1013.62008Willmot, Gordon E. 13 2002 Transient analysis of some infinite server queues. Zbl 1270.60109Willmot, Gordon E.; Drekic, Steve 2 2002 Lundberg inequalities for renewal equations. Zbl 1003.60081Willmot, Gordon E.; Cai, Jun; Lin, X. Sheldon 20 2001 Aging and other distributional properties of discrete compound geometric distributions. Zbl 1025.62006Willmot, Gordon E.; Cai, Jun 8 2001 On the transient analysis of the \(M^X/M/\infty\) queue. Zbl 0991.90040Willmot, Gordon E.; Drekic, Steve 3 2001 The moments of the time of ruin, the surplus before ruin, and the deficit at ruin. Zbl 0971.91031Lin, X. Sheldon; Willmot, Gordon E. 88 2000 Lundberg approximations for compound distributions with insurance applications. Zbl 0962.62099Willmot, Gordon E.; Lin, X. Sheldon 50 2000 On evaluation of the conditional distribution of the deficit at the time of ruin. Zbl 0958.91029Willmot, Gordon E. 8 2000 On classes of lifetime distributions with unknown age. Zbl 0980.62009Willmot, Gordon E.; Cai, Jun 8 2000 Analysis of a defective renewal equation arising in ruin theory. Zbl 1028.91556Lin, X. Sheldon; Willmot, Gordon E. 91 1999 A Laplace transform representation in a class of renewal queueing and risk processes. Zbl 0942.60086Willmot, Gordon E. 15 1999 Loss models. From data to decisions. With assistance from: Gary G. Venter. Zbl 0905.62104Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 109 1998 Exact and approximate properties of the distribution of surplus before and after ruin. Zbl 0914.90074Willmot, Gordon E.; Lin, X. Sheldon 23 1998 Exponential and scale mixtures and equilibrium distributions. Zbl 1076.62559Hesselager, Ole; Wang, Shaun; Willmot, Gordon E. 21 1998 On a class of approximations for ruin and waiting time probabilities. Zbl 0911.90172Willmot, Gordon E. 6 1998 Simplified bounds on the tails of compound distributions. Zbl 0882.60088Willmot, G. E.; Lin, Xiaodong 14 1997 Statistical independence and fractional age assumptions. With discussion and a reply by the author. Zbl 1080.62549Willmot, Gordon E. 12 1997 On the relationship between bounds on the tails of compound distributions. Zbl 0893.62106Willmot, Gordon E. 5 1997 Bounds for compound distributions based on mean residual lifetimes and equilibrium distributions. Zbl 0924.62110Willmot, Gordon E. 4 1997 Upper bounds for the tail of the compound negative binomial distribution. Zbl 0888.62105Willmot, Gordon E.; Lin, Xiaodong 1 1997 A non-exponential generalization of an inequality arising in queueing and insurance risk. Zbl 0848.60082Willmot, Gordon E. 5 1996 Bounds on the tails of convolutions of compound distributions. Zbl 0853.62082Willmot, Gordon E.; Lin, Xiaodong 3 1996 Refinements and distributional generalizations of Lundberg’s inequality. Zbl 0814.62070Willmot, Gordon E. 20 1994 Lundberg bounds on the tails of compound distributions. Zbl 0812.60084Willmot, Gordon E.; Lin, Xiaodong 12 1994 A note on parameters orthogonal to the mean. Zbl 0825.62355Willmot, G. E.; Sprott, D. A. 2 1994 Ruin probabilities in the compound binomial model. Zbl 0778.62099Willmot, Gordon E. 58 1993 On recursive evaluation of mixed Poisson probabilities and related quantities. Zbl 0796.62094Willmot, Gordon E. 28 1993 Asymptotic tail behaviour of Poisson mixtures with applications. Zbl 0696.60085Willmot, Gordon E. 11 1990 On the construction of a parameter orthogonal to the mean. Zbl 0711.62015Willmot, Gordon E. 4 1990 A mixed Poisson-inverse-Gaussian regression model. Zbl 0679.62051Dean, C.; Lawless, J. F.; Willmot, G. E. 40 1989 The total claims distribution under inflationary conditions. Zbl 0679.62094Willmot, Gordon E. 32 1989 On evaluation of the Delaporte distribution and related distributions. Zbl 0721.62019Willmot, Gordon E.; Sundt, Bjørn 8 1989 Limiting tail behaviour of some discrete compound distributions. Zbl 0686.62092Willmot, Gordon E. 8 1989 On posterior probabilities and moments in mixed Poisson processes. Zbl 0711.62093Willmot, Gordon E.; Sundt, Bjørn 3 1989 Further use of Shiu’s approach to the evaluation of ultimate ruin probabilities. Zbl 0675.62075Willmot, Gordon E. 12 1988 A remark on the Poisson-Pascal and some other contagious distributions. Zbl 0662.62011Willmot, Gordon E. 8 1988 A note on the equilibrium M/G/1 queue length. Zbl 0642.60081Willmot, Gordon E. 5 1988 Difference equation approaches in evaluation of compound distributions. Zbl 0613.62020Willmot, G. E.; Panjer, H. H. 14 1987 Approximations for stop-loss premiums. Zbl 0624.62097Teugels, Jozef L.; Willmot, G. 6 1987 On the probabilities of the log-zero-Poisson distribution. Zbl 0632.62012Willmot, Gordon E. 3 1987 Compound Poisson models in actuarial risk theory. Zbl 0525.62097Panjer, Harry H.; Willmot, Gordon E. 3 1983 all cited Publications top 5 cited Publications all top 5 Cited by 1,168 Authors 62 Willmot, Gordon E. 36 Cheung, Eric C. K. 35 Landriault, David 34 Zhang, Zhimin 31 Li, Shuanming 26 Yang, Hailiang 25 Woo, Jae-Kyung 23 Dickson, David C. M. 22 Marceau, Étienne 19 Gómez-Déniz, Emilio 18 Cossette, Hélène 17 Politis, Konstadinos 17 Yang, Hu 16 Albrecher, Hansjörg 16 Cai, Jun 16 Tsai, Cary Chi-Liang 15 Badescu, Andrei L. 15 Lin, X. Sheldon 15 Psarrakos, Georgios 15 Sendova, Kristina P. 14 Brazauskas, Vytaras 14 Drekic, Steve 14 Gerber, Hans U. 13 Calderín Ojeda, Enrique 13 Ren, Jiandong 12 Lu, Yi 12 Wu, Rong 11 Denuit, Michel M. 10 Hürlimann, Werner 10 Landsman, Zinoviy M. 10 Stanford, David A. 10 Yin, Chuancun 10 Yuen, Kam Chuen 9 Chadjiconstantinidis, Stathis 9 Feng, Runhuan 9 Sarabia, José María 9 Shiu, Elias S. W. 8 Avram, Florin 8 Bao, Zhenhua 8 Furman, Edward 8 Guo, Junyi 8 Hu, Yijun 8 Lefèvre, Claude 8 Léveillé, Ghislain 8 Miljkovic, Tatjana 8 Nadarajah, Saralees 8 Szynal, Dominik 8 Valdez, Emiliano A. 8 Wang, Ruodu 7 Ahn, Jae Youn 7 Frostig, Esther 7 Gatto, Riccardo 7 Palmowski, Zbigniew 7 Rabehasaina, Landy 7 Vázquez Polo, Francisco José 7 Vernic, Raluca 7 Xie, Jiehua 7 Zou, Wei 6 Antonio, Katrien 6 Bhati, Deepesh 6 Constantinescu, Corina D. 6 Egídio dos Reis, Alfredo D. 6 Frees, Edward W. 6 Hong, Liang 6 Hu, Xiang 6 Jones, Bruce L. 6 Kim, Joseph Hyun Tae 6 Li, Bin 6 Zitikis, Ričardas 5 Cha, Ji Hwan 5 Gajek, Lesław 5 Hernández-Bastida, Agustin 5 Jang, Jiwook 5 Karlis, Dimitris 5 Kim, Bara 5 Lee, Wing Yan 5 Liu, Guoxin 5 Liu, Zaiming 5 Makov, Udi E. 5 Papaioannou, Apostolos D. 5 Pitts, Susan M. 5 Shi, Peng 5 Shimizu, Yasutaka 5 Šiaulys, Jonas 5 Su, Jianxi 5 Sundt, Bjørn Rosted 5 Thonhauser, Stefan 5 Verbelen, Roel 5 Wu, Xueyuan 5 Xu, Di 5 Young, Virginia R. 4 Adékambi, Franck 4 Ahmad, Zubair 4 Ahn, Soohan 4 Badía, Francisco German 4 Bee, Marco 4 Beirlant, Jan 4 Boucher, Jean-Philippe 4 Chen, Mi 4 Chi, Yichun ...and 1,068 more Authors all top 5 Cited in 146 Serials 301 Insurance Mathematics & Economics 110 Scandinavian Actuarial Journal 87 North American Actuarial Journal 52 Communications in Statistics. Theory and Methods 42 Journal of Computational and Applied Mathematics 42 Statistics & Probability Letters 42 Methodology and Computing in Applied Probability 37 ASTIN Bulletin 25 Applied Mathematics and Computation 24 Journal of Applied Probability 17 European Actuarial Journal 14 Stochastic Models 13 Acta Mathematicae Applicatae Sinica. English Series 13 Queueing Systems 12 Communications in Statistics. Simulation and Computation 12 Journal of Statistical Computation and Simulation 10 Journal of Applied Statistics 10 Probability in the Engineering and Informational Sciences 9 Lithuanian Mathematical Journal 9 Scandinavian Actuarial Journal 9 Applied Stochastic Models in Business and Industry 8 Computational Statistics and Data Analysis 8 Applied Mathematics. Series B (English Edition) 8 Journal of Industrial and Management Optimization 7 Journal of Statistical Planning and Inference 7 Journal of the Korean Statistical Society 6 European Journal of Operational Research 6 Lobachevskii Journal of Mathematics 5 Advances in Applied Probability 5 Operations Research Letters 5 Statistical Papers 5 Journal of Mathematical Sciences (New York) 5 Lifetime Data Analysis 5 Modern Stochastics. Theory and Applications 4 Metrika 4 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 4 Annals of Operations Research 4 Applicationes Mathematicae 4 Extremes 4 Acta Mathematica Sinica. English Series 4 Advances in Difference Equations 4 Journal of Statistical Theory and Practice 3 Journal of Mathematical Analysis and Applications 3 Physica A 3 Annals of the Institute of Statistical Mathematics 3 Stochastic Analysis and Applications 3 Mathematical and Computer Modelling 3 Computational Statistics 3 Applied Mathematical Modelling 3 Stochastic Processes and their Applications 3 Mathematical Problems in Engineering 3 Finance and Stochastics 3 Mathematical Methods of Operations Research 3 Stochastics 3 Frontiers of Mathematics in China 3 The Annals of Applied Statistics 2 Automatica 2 Biometrical Journal 2 Biometrics 2 Journal of Econometrics 2 Journal of Multivariate Analysis 2 Mathematics and Computers in Simulation 2 Mathematics of Operations Research 2 Siberian Mathematical Journal 2 Acta Applicandae Mathematicae 2 Bulletin of the Iranian Mathematical Society 2 Computers & Operations Research 2 The Annals of Applied Probability 2 Computational and Applied Mathematics 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Abstract and Applied Analysis 2 International Journal of Theoretical and Applied Finance 2 International Journal of Modern Physics C 2 Journal of Systems Science and Complexity 2 Bulletin of the Malaysian Mathematical Sciences Society. Second Series 2 Asia-Pacific Financial Markets 2 Statistical Methodology 2 Statistics and Computing 2 Dependence Modeling 2 Journal of Statistical Distributions and Applications 2 Results in Applied Mathematics 1 The Canadian Journal of Statistics 1 Discrete Applied Mathematics 1 International Journal of Systems Science 1 Ukrainian Mathematical Journal 1 Theory of Probability and its Applications 1 International Statistical Review 1 Journal of the American Statistical Association 1 Metron 1 Statistica 1 Applied Mathematics and Mechanics. (English Edition) 1 Acta Mathematica Hungarica 1 Statistics 1 Applied Mathematics Letters 1 Economics Letters 1 Japan Journal of Industrial and Applied Mathematics 1 International Journal of Computer Mathematics 1 SIAM Review 1 Statistische Hefte 1 Indagationes Mathematicae. New Series ...and 46 more Serials all top 5 Cited in 30 Fields 822 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 629 Statistics (62-XX) 549 Probability theory and stochastic processes (60-XX) 39 Numerical analysis (65-XX) 36 Operations research, mathematical programming (90-XX) 29 Integral equations (45-XX) 22 Systems theory; control (93-XX) 17 Integral transforms, operational calculus (44-XX) 11 Computer science (68-XX) 6 Calculus of variations and optimal control; optimization (49-XX) 5 Partial differential equations (35-XX) 4 Special functions (33-XX) 4 Statistical mechanics, structure of matter (82-XX) 3 Combinatorics (05-XX) 3 Real functions (26-XX) 2 Ordinary differential equations (34-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Geophysics (86-XX) 2 Biology and other natural sciences (92-XX) 2 Mathematics education (97-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Difference and functional equations (39-XX) 1 Approximations and expansions (41-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) 1 General topology (54-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Optics, electromagnetic theory (78-XX) 1 Quantum theory (81-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year