Willmot, Gordon E.; Cal, Jun On applications of residual lifetimes of compound geometric convolutions. (English) Zbl 1092.62018 J. Appl. Probab. 41, No. 3, 802-815 (2004). Reviewer: Manish C. Bhattacharjee (Newark/New Jersey) MSC: 62E10 62N05 60K25 60K30 PDFBibTeX XMLCite \textit{G. E. Willmot} and \textit{J. Cal}, J. Appl. Probab. 41, No. 3, 802--815 (2004; Zbl 1092.62018) Full Text: DOI
Willmot, Gordon E.; Cai, Jun; Lin, X. Sheldon Lundberg inequalities for renewal equations. (English) Zbl 1003.60081 Adv. Appl. Probab. 33, No. 3, 674-689 (2001). Reviewer: S.Kalpakam (Chennai) MSC: 60K25 60K30 PDFBibTeX XMLCite \textit{G. E. Willmot} et al., Adv. Appl. Probab. 33, No. 3, 674--689 (2001; Zbl 1003.60081) Full Text: DOI
Willmot, Gordon E. A Laplace transform representation in a class of renewal queueing and risk processes. (English) Zbl 0942.60086 J. Appl. Probab. 36, No. 2, 570-584 (1999). Reviewer: P.R.Parthasarathy (Madras) MSC: 60K25 60K30 PDFBibTeX XMLCite \textit{G. E. Willmot}, J. Appl. Probab. 36, No. 2, 570--584 (1999; Zbl 0942.60086) Full Text: DOI
Willmot, G. E.; Lin, Xiaodong Simplified bounds on the tails of compound distributions. (English) Zbl 0882.60088 J. Appl. Probab. 34, No. 1, 127-133 (1997). Reviewer: S.Kalpakam (Madras) MSC: 60K25 60K30 60E15 PDFBibTeX XMLCite \textit{G. E. Willmot} and \textit{X. Lin}, J. Appl. Probab. 34, No. 1, 127--133 (1997; Zbl 0882.60088) Full Text: DOI
Willmot, Gordon E.; Lin, Xiaodong Bounds on the tails of convolutions of compound distributions. (English) Zbl 0853.62082 Insur. Math. Econ. 18, No. 1, 29-33 (1996); erratum ibid. 18, 219 (1996). MSC: 62P05 60K30 PDFBibTeX XMLCite \textit{G. E. Willmot} and \textit{X. Lin}, Insur. Math. Econ. 18, No. 1, 29--33 (1996; Zbl 0853.62082) Full Text: DOI
Willmot, Gordon E. A non-exponential generalization of an inequality arising in queueing and insurance risk. (English) Zbl 0848.60082 J. Appl. Probab. 33, No. 1, 176-183 (1996). Reviewer: A.Dvurečenskij (Bratislava) MSC: 60K25 60K30 PDFBibTeX XMLCite \textit{G. E. Willmot}, J. Appl. Probab. 33, No. 1, 176--183 (1996; Zbl 0848.60082) Full Text: DOI