Cheung, Eric C. K.; Liu, Haibo; Willmot, Gordon E. Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps. (English) Zbl 1427.91077 Appl. Math. Comput. 331, 358-377 (2018). MSC: 91B05 60K10 91G05 PDF BibTeX XML Cite \textit{E. C. K. Cheung} et al., Appl. Math. Comput. 331, 358--377 (2018; Zbl 1427.91077) Full Text: DOI OpenURL
Landriault, David; Willmot, Gordon E.; Xu, Di Analysis of IBNR claims in renewal insurance models. (English) Zbl 1402.91205 Scand. Actuar. J. 2017, No. 7, 628-650 (2017). MSC: 91B30 62P05 60K10 PDF BibTeX XML Cite \textit{D. Landriault} et al., Scand. Actuar. J. 2017, No. 7, 628--650 (2017; Zbl 1402.91205) Full Text: DOI OpenURL
Landriault, David; Li, Bin; Loke, Sooie-Hoe; Willmot, Gordon E.; Xu, Di A note on the convexity of ruin probabilities. (English) Zbl 1394.91221 Insur. Math. Econ. 74, 1-6 (2017). MSC: 91B30 60K10 93E20 PDF BibTeX XML Cite \textit{D. Landriault} et al., Insur. Math. Econ. 74, 1--6 (2017; Zbl 1394.91221) Full Text: DOI OpenURL
Lee, Wing Yan; Willmot, Gordon E. The moments of the time to ruin in dependent sparre Andersen models with Coxian claim sizes. (English) Zbl 1401.91161 Scand. Actuar. J. 2016, No. 6, 550-564 (2016). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{W. Y. Lee} and \textit{G. E. Willmot}, Scand. Actuar. J. 2016, No. 6, 550--564 (2016; Zbl 1401.91161) Full Text: DOI OpenURL
Kim, So-Yeun; Willmot, Gordon E. On the analysis of ruin-related quantities in the delayed renewal risk model. (English) Zbl 1348.91158 Insur. Math. Econ. 66, 77-85 (2016). MSC: 91B30 60K10 60K05 62P05 PDF BibTeX XML Cite \textit{S.-Y. Kim} and \textit{G. E. Willmot}, Insur. Math. Econ. 66, 77--85 (2016; Zbl 1348.91158) Full Text: DOI OpenURL
Huynh, Mirabelle; Landriault, David; Shi, Tianxiang; Willmot, Gordon E. On a risk model with claim investigation. (English) Zbl 1348.91151 Insur. Math. Econ. 65, 37-45 (2015). MSC: 91B30 62P05 60K25 PDF BibTeX XML Cite \textit{M. Huynh} et al., Insur. Math. Econ. 65, 37--45 (2015; Zbl 1348.91151) Full Text: DOI OpenURL
Willmot, Gordon E. On a partial integrodifferential equation of Seal’s type. (English) Zbl 1318.91124 Insur. Math. Econ. 62, 54-61 (2015). MSC: 91B30 35Q91 35R09 45K05 PDF BibTeX XML Cite \textit{G. E. Willmot}, Insur. Math. Econ. 62, 54--61 (2015; Zbl 1318.91124) Full Text: DOI OpenURL
Landriault, David; Lee, Wing Yan; Willmot, Gordon E.; Woo, Jae-Kyung A note on deficit analysis in dependency models involving Coxian claim amounts. (English) Zbl 1401.91157 Scand. Actuar. J. 2014, No. 5, 405-423 (2014). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{D. Landriault} et al., Scand. Actuar. J. 2014, No. 5, 405--423 (2014; Zbl 1401.91157) Full Text: DOI Link OpenURL
Lee, Wing Yan; Willmot, Gordon E. On the moments of the time to ruin in dependent Sparre Andersen models with emphasis on Coxian interclaim times. (English) Zbl 1306.91079 Insur. Math. Econ. 59, 1-10 (2014). MSC: 91B30 PDF BibTeX XML Cite \textit{W. Y. Lee} and \textit{G. E. Willmot}, Insur. Math. Econ. 59, 1--10 (2014; Zbl 1306.91079) Full Text: DOI OpenURL
Landriault, David; Lemieux, Christiane; Willmot, Gordon E. An adaptive premium policy with a Bayesian motivation in the classical risk model. (English) Zbl 1284.91246 Insur. Math. Econ. 51, No. 2, 370-378 (2012). MSC: 91B30 PDF BibTeX XML Cite \textit{D. Landriault} et al., Insur. Math. Econ. 51, No. 2, 370--378 (2012; Zbl 1284.91246) Full Text: DOI OpenURL
Willmot, Gordon E.; Woo, Jae-Kyung On the analysis of a general class of dependent risk processes. (English) Zbl 1284.91277 Insur. Math. Econ. 51, No. 1, 134-141 (2012). MSC: 91B30 60K10 62H20 PDF BibTeX XML Cite \textit{G. E. Willmot} and \textit{J.-K. Woo}, Insur. Math. Econ. 51, No. 1, 134--141 (2012; Zbl 1284.91277) Full Text: DOI OpenURL
Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung On orderings and bounds in a generalized Sparre Andersen risk model. (English) Zbl 1274.60050 Appl. Stoch. Models Bus. Ind. 27, No. 1, 51-60 (2011). MSC: 60E15 91B30 PDF BibTeX XML Cite \textit{E. C. K. Cheung} et al., Appl. Stoch. Models Bus. Ind. 27, No. 1, 51--60 (2011; Zbl 1274.60050) Full Text: DOI OpenURL
Landriault, David; Shi, Tianxiang; Willmot, Gordon E. Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions. (English) Zbl 1229.91161 Insur. Math. Econ. 49, No. 3, 371-379 (2011). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{D. Landriault} et al., Insur. Math. Econ. 49, No. 3, 371--379 (2011; Zbl 1229.91161) Full Text: DOI OpenURL
Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models. (English) Zbl 1231.91157 Insur. Math. Econ. 46, No. 1, 117-126 (2010). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{E. C. K. Cheung} et al., Insur. Math. Econ. 46, No. 1, 117--126 (2010; Zbl 1231.91157) Full Text: DOI OpenURL
Willmot, Gordon E.; Woo, Jae-Kyung Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts. (English) Zbl 1231.91250 Insur. Math. Econ. 46, No. 1, 32-41 (2010). MSC: 91B30 60K05 62P05 PDF BibTeX XML Cite \textit{G. E. Willmot} and \textit{J.-K. Woo}, Insur. Math. Econ. 46, No. 1, 32--41 (2010; Zbl 1231.91250) Full Text: DOI OpenURL
Landriault, David; Willmot, Gordon E. On the joint distributions of the time to ruin, the surplus prior to ruin, and the deficit at ruin in the classical risk model. (English) Zbl 1483.91199 N. Am. Actuar. J. 13, No. 2, 252-270 (2009). MSC: 91G05 PDF BibTeX XML Cite \textit{D. Landriault} and \textit{G. E. Willmot}, N. Am. Actuar. J. 13, No. 2, 252--270 (2009; Zbl 1483.91199) Full Text: DOI OpenURL
Cai, Jun; Feng, Runhuan; Willmot, Gordon E. Analysis of the compound Poisson surplus model with liquid reserves, interest and dividends. (English) Zbl 1205.91079 Astin Bull. 39, No. 1, 225-247 (2009). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{J. Cai} et al., ASTIN Bull. 39, No. 1, 225--247 (2009; Zbl 1205.91079) Full Text: DOI OpenURL
Cai, Jun; Feng, Runhuan; Willmot, Gordon E. The compound Poisson surplus model with interest and liquid reserves: Analysis of the Gerber-Shiu discounted penalty function. (English) Zbl 1170.91407 Methodol. Comput. Appl. Probab. 11, No. 3, 401-423 (2009). MSC: 91B30 91B70 PDF BibTeX XML Cite \textit{J. Cai} et al., Methodol. Comput. Appl. Probab. 11, No. 3, 401--423 (2009; Zbl 1170.91407) Full Text: DOI OpenURL
Cai, Jun; Feng, Runhuan; Willmot, Gordon E. On the expectation of total discounted operating costs up to default and its applications. (English) Zbl 1173.91023 Adv. Appl. Probab. 41, No. 2, 495-522 (2009). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 91B70 91G20 PDF BibTeX XML Cite \textit{J. Cai} et al., Adv. Appl. Probab. 41, No. 2, 495--522 (2009; Zbl 1173.91023) Full Text: DOI OpenURL
Landriault, David; Willmot, Gordon On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution. (English) Zbl 1152.91591 Insur. Math. Econ. 42, No. 2, 600-608 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{D. Landriault} and \textit{G. Willmot}, Insur. Math. Econ. 42, No. 2, 600--608 (2008; Zbl 1152.91591) Full Text: DOI OpenURL
Willmot, Gordon E.; Woo, Jae-Kyung On the class of Erlang mixtures with risk theoretic applications. (English) Zbl 1480.91253 N. Am. Actuar. J. 11, No. 2, 99-115 (2007). MSC: 91G05 62P05 60E05 PDF BibTeX XML Cite \textit{G. E. Willmot} and \textit{J.-K. Woo}, N. Am. Actuar. J. 11, No. 2, 99--115 (2007; Zbl 1480.91253) Full Text: DOI OpenURL
Willmot, Gordon E. On the discounted penalty function in the renewal risk model with general interclaim times. (English) Zbl 1119.91058 Insur. Math. Econ. 41, No. 1, 17-31 (2007). MSC: 91B30 PDF BibTeX XML Cite \textit{G. E. Willmot}, Insur. Math. Econ. 41, No. 1, 17--31 (2007; Zbl 1119.91058) Full Text: DOI OpenURL
Dickson, David C. M.; Drekic, Steve; Stanford, David A.; Willmot, Gordon E. Discussion of: “Lundberg-type bounds for the joint distribution of surplus immediately before and at ruin under the Sparre Andersen model”. (English) Zbl 1479.91319 N. Am. Actuar. J. 10, No. 1, 111-112 (2006). MSC: 91G05 PDF BibTeX XML Cite \textit{D. C. M. Dickson} et al., N. Am. Actuar. J. 10, No. 1, 111--112 (2006; Zbl 1479.91319) Full Text: DOI OpenURL
Drekic, Steve; Willmot, Gordon E. On the moments of the time of ruin with applications to phase-type claims. (English) Zbl 1085.62507 N. Am. Actuar. J. 9, No. 2, 17-30 (2005). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{S. Drekic} and \textit{G. E. Willmot}, N. Am. Actuar. J. 9, No. 2, 17--30 (2005; Zbl 1085.62507) Full Text: DOI OpenURL
Willmot, Gordon E. A note on a class of delayed renewal risk processes. (English) Zbl 1114.60068 Insur. Math. Econ. 34, No. 2, 251-257 (2004). Reviewer: Waltraud Kahle (Magdeburg) MSC: 60K05 60K10 91B30 PDF BibTeX XML Cite \textit{G. E. Willmot}, Insur. Math. Econ. 34, No. 2, 251--257 (2004; Zbl 1114.60068) Full Text: DOI OpenURL
Pavlova, Kristina P.; Willmot, Gordon E. The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function. (English) Zbl 1103.91046 Insur. Math. Econ. 35, No. 2, 267-277 (2004). Reviewer: Vangelis Grigoroudis (Chania) MSC: 91B30 PDF BibTeX XML Cite \textit{K. P. Pavlova} and \textit{G. E. Willmot}, Insur. Math. Econ. 35, No. 2, 267--277 (2004; Zbl 1103.91046) Full Text: DOI OpenURL
Lin, X. Sheldon; Willmot, Gordon E.; Drekic, Steve The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (English) Zbl 1103.91369 Insur. Math. Econ. 33, No. 3, 551-566 (2003). MSC: 91B30 34K60 60G55 PDF BibTeX XML Cite \textit{X. S. Lin} et al., Insur. Math. Econ. 33, No. 3, 551--566 (2003; Zbl 1103.91369) Full Text: DOI OpenURL
Willmot, Gordon E.; Dickson, David C. M. The Gerber-Shiu discounted penalty function in the stationary renewal risk model. (English) Zbl 1072.91027 Insur. Math. Econ. 32, No. 3, 403-411 (2003). Reviewer: Silvia Curteanu (Iaşi) MSC: 91B30 60K05 91B28 PDF BibTeX XML Cite \textit{G. E. Willmot} and \textit{D. C. M. Dickson}, Insur. Math. Econ. 32, No. 3, 403--411 (2003; Zbl 1072.91027) Full Text: DOI OpenURL
Tsai, Cary Chi-Liang; Willmot, Gordon E. On the moments of the surplus process perturbed by diffusion. (English) Zbl 1063.91051 Insur. Math. Econ. 31, No. 3, 327-350 (2002). Reviewer: Giacomo Bonanno (Davis) MSC: 91B30 60J70 PDF BibTeX XML Cite \textit{C. C. L. Tsai} and \textit{G. E. Willmot}, Insur. Math. Econ. 31, No. 3, 327--350 (2002; Zbl 1063.91051) Full Text: DOI OpenURL
Tsai, Cary Chi-Liang; Willmot, Gordon E. A generalized defective renewal equation for the surplus process perturbed by diffusion. (English) Zbl 1074.91563 Insur. Math. Econ. 30, No. 1, 51-66 (2002). Reviewer: Alexandra Rodkina (Kingston/Jamaica) MSC: 91B30 60J70 PDF BibTeX XML Cite \textit{C. C. L. Tsai} and \textit{G. E. Willmot}, Insur. Math. Econ. 30, No. 1, 51--66 (2002; Zbl 1074.91563) Full Text: DOI OpenURL
Lin, X. Sheldon; Willmot, Gordon E. The moments of the time of ruin, the surplus before ruin, and the deficit at ruin. (English) Zbl 0971.91031 Insur. Math. Econ. 27, No. 1, 19-44 (2000). Reviewer: Elias Shiu (Iowa City) MSC: 91B30 62P05 60K05 PDF BibTeX XML Cite \textit{X. S. Lin} and \textit{G. E. Willmot}, Insur. Math. Econ. 27, No. 1, 19--44 (2000; Zbl 0971.91031) Full Text: DOI OpenURL
Lin, X. Sheldon; Willmot, Gordon E. Analysis of a defective renewal equation arising in ruin theory. (English) Zbl 1028.91556 Insur. Math. Econ. 25, No. 1, 63-84 (1999). MSC: 91B30 60K05 PDF BibTeX XML Cite \textit{X. S. Lin} and \textit{G. E. Willmot}, Insur. Math. Econ. 25, No. 1, 63--84 (1999; Zbl 1028.91556) Full Text: DOI OpenURL