Edit Profile Willmot, Gordon E. Compute Distance To: Compute Author ID: willmot.gordon-e Published as: Willmont, Cordon E.; Willmot, G.; Willmot, G. E.; Willmot, Gordon; Willmot, Gordon E. External Links: MGP Documents Indexed: 98 Publications since 1983, including 8 Books all top 5 Co-Authors 25 single-authored 14 Landriault, David 9 Cai, Jun 9 Drekic, Steve 9 Woo, Jae-Kyung 8 Panjer, Harry H. 6 Klugman, Stuart A. 6 Lin, X. Sheldon 4 Cheung, Eric C. K. 4 Dickson, David C. M. 4 Lin, Xiaodong 3 Feng, Runhuan 3 Lee, Wing Yan 3 Xu, Di 2 Kim, Soyeun 2 Li, Bin 2 Pavlova, Kristina P. 2 Shi, Tianxiang 2 Stanford, David A. 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 Lawless, Jerald F. 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 11 Scandinavian Actuarial Journal 8 Journal of Applied Probability 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 Biometrika 2 Operations Research Letters 2 North American Actuarial Journal 1 Applied Mathematics and Computation 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 57 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 55 Statistics (62-XX) 53 Probability theory and stochastic processes (60-XX) 6 Operations research, mathematical programming (90-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 Integral equations (45-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 90 Publications have been cited 1,700 times in 995 Documents Cited by ▼ Year ▼ Loss models. From data to decisions. With assistance from: Gary G. Venter. Zbl 0905.62104Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 106 1998 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 105 2003 Analysis of a defective renewal equation arising in ruin theory. Zbl 1028.91556Lin, X. Sheldon; Willmot, Gordon E. 83 1999 Loss models. From data to decisions. 4th revised and updated ed. Zbl 1272.62002Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 82 2012 Loss models: From data to decisions. 3rd ed. Zbl 1159.62070Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 81 2008 The moments of the time of ruin, the surplus before ruin, and the deficit at ruin. Zbl 0971.91031Lin, X. Sheldon; Willmot, Gordon E. 77 2000 Loss models: from data to decisions. Solutions manual. 2nd ed. Zbl 1141.62343Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 72 2004 Lundberg approximations for compound distributions with insurance applications. Zbl 0962.62099Willmot, Gordon E.; Lin, X. Sheldon 72 2000 A generalized defective renewal equation for the surplus process perturbed by diffusion. Zbl 1074.91563Tsai, Cary Chi-Liang; Willmot, Gordon E. 60 2002 On the discounted penalty function in the renewal risk model with general interclaim times. Zbl 1119.91058Willmot, Gordon E. 51 2007 Ruin probabilities in the compound binomial model. Zbl 0778.62099Willmot, Gordon E. 51 1993 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 39 2010 A mixed Poisson-inverse-Gaussian regression model. Zbl 0679.62051Dean, C.; Lawless, J. F.; Willmot, G. E. 38 1989 On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution. Zbl 1152.91591Landriault, David; Willmot, Gordon 35 2008 On the expectation of total discounted operating costs up to default and its applications. Zbl 1173.91023Cai, Jun; Feng, Runhuan; Willmot, Gordon E. 32 2009 The density of the time to ruin in the classical Poisson risk model. Zbl 1097.62113Dickson, David C. M.; Willmot, Gordon E. 32 2005 The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function. Zbl 1103.91046Pavlova, Kristina P.; Willmot, Gordon E. 28 2004 Compound geometric residual lifetime distributions and the deficit at ruin. Zbl 1039.62097Willmot, Gordon E. 28 2002 The total claims distribution under inflationary conditions. Zbl 0679.62094Willmot, Gordon E. 28 1989 The Gerber-Shiu discounted penalty function in the stationary renewal risk model. Zbl 1072.91027Willmot, Gordon E.; Dickson, David C. M. 27 2003 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. 26 2004 Exact and approximate properties of the distribution of surplus before and after ruin. Zbl 0914.90074Willmot, Gordon E.; Lin, X. Sheldon 23 1998 On recursive evaluation of mixed Poisson probabilities and related quantities. Zbl 0796.62094Willmot, Gordon E. 23 1993 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. 21 2011 On the density and moments of the time of ruin with exponential claims. Zbl 1062.60007Drekic, Steve; Willmot, Gordon E. 21 2003 Exponential and scale mixtures and equilibrium distributions. Zbl 1076.62559Hesselager, Ole; Wang, Shaun; Willmot, Gordon E. 21 1998 Lundberg inequalities for renewal equations. Zbl 1003.60081Willmot, Gordon E.; Cai, Jun; Lin, X. Sheldon 19 2001 Refinements and distributional generalizations of Lundberg’s inequality. Zbl 0814.62070Willmot, Gordon E. 19 1994 Loss models. Further topics. Zbl 1273.62008Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 17 2013 On the moments of the surplus process perturbed by diffusion. Zbl 1063.91051Tsai, Cary Chi-Liang; Willmot, Gordon E. 17 2002 Equilibrium compound distributions and stop-loss moments. Zbl 1144.91031Willmot, Gordon E.; Drekic, Steve; Cai, Jun 16 2005 On some properties of a class of multivariate Erlang mixtures with insurance applications. Zbl 1390.62092Willmot, Gordon E.; Woo, Jae-Kyung 15 2015 Gerber-Shiu analysis with a generalized penalty function. Zbl 1226.60123Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 15 2010 Difference equation approaches in evaluation of compound distributions. Zbl 0613.62020Willmot, G. E.; Panjer, H. H. 15 1987 A note on a class of delayed renewal risk processes. Zbl 1114.60068Willmot, Gordon E. 14 2004 A Laplace transform representation in a class of renewal queueing and risk processes. Zbl 0942.60086Willmot, Gordon E. 14 1999 Simplified bounds on the tails of compound distributions. Zbl 0882.60088Willmot, G. E.; Lin, Xiaodong 12 1997 Lundberg bounds on the tails of compound distributions. Zbl 0812.60084Willmot, Gordon E.; Lin, Xiaodong 12 1994 On higher-order properties of compound geometric distributions. Zbl 1013.62008Willmot, Gordon E. 11 2002 Statistical independence and fractional age assumptions. With discussion and a reply by the author. Zbl 1080.62549Willmot, Gordon E. 11 1997 Further use of Shiu’s approach to the evaluation of ultimate ruin probabilities. Zbl 0675.62075Willmot, Gordon E. 11 1988 On the analysis of a general class of dependent risk processes. Zbl 1284.91277Willmot, Gordon E.; Woo, Jae-Kyung 10 2012 Asymptotic tail behaviour of Poisson mixtures with applications. Zbl 0696.60085Willmot, Gordon E. 9 1990 A remark on the Poisson-Pascal and some other contagious distributions. Zbl 0662.62011Willmot, Gordon E. 9 1988 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. 8 2009 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 On evaluation of the Delaporte distribution and related distributions. Zbl 0721.62019Willmot, Gordon E.; Sundt, Bjørn 8 1989 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 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 7 2010 On the moments of the time of ruin with applications to phase-type claims. Zbl 1085.62507Drekic, Steve; Willmot, Gordon E. 7 2005 On applications of residual lifetimes of compound geometric convolutions. Zbl 1092.62018Willmot, Gordon E.; Cal, Jun 7 2004 Aging and other distributional properties of discrete compound geometric distributions. Zbl 1025.62006Willmot, Gordon E.; Cai, Jun 7 2001 On classes of lifetime distributions with unknown age. Zbl 0980.62009Willmot, Gordon E.; Cai, Jun 7 2000 Limiting tail behaviour of some discrete compound distributions. Zbl 0686.62092Willmot, Gordon E. 7 1989 Monotonicity and aging properties of random sums. Zbl 1076.60034Cai, Jun; Willmot, Gordon E. 6 2005 Symbolic calculation of the moments of the time of ruin. Zbl 1087.91028Drekic, Steve; Stafford, James E.; Willmot, Gordon E. 6 2004 On evaluation of the conditional distribution of the deficit at the time of ruin. Zbl 0958.91029Willmot, Gordon E. 6 2000 On a class of approximations for ruin and waiting time probabilities. Zbl 0911.90172Willmot, Gordon E. 6 1998 Approximations for stop-loss premiums. Zbl 0624.62097Teugels, Jozef L.; Willmot, G. 6 1987 On a partial integrodifferential equation of Seal’s type. Zbl 1318.91124Willmot, Gordon E. 5 2015 On the analysis of a class of loss models incorporating time dependence. Zbl 1280.91149Guo, Ling; Landriault, David; Willmot, Gordon E. 5 2013 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 A non-exponential generalization of an inequality arising in queueing and insurance risk. Zbl 0848.60082Willmot, Gordon E. 5 1996 Surplus analysis of Sparre Andersen insurance risk processes. Zbl 1391.91006Willmot, Gordon E.; Woo, Jae-Kyung 4 2017 Bounds for compound distributions based on mean residual lifetimes and equilibrium distributions. Zbl 0924.62110Willmot, Gordon E. 4 1997 On the relationship between bounds on the tails of compound distributions. Zbl 0893.62106Willmot, Gordon E. 4 1997 On the construction of a parameter orthogonal to the mean. Zbl 0711.62015Willmot, Gordon E. 4 1990 A note on the equilibrium M/G/1 queue length. Zbl 0642.60081Willmot, Gordon E. 4 1988 Loss models. From data to decisions. 5th edition. Zbl 1409.62001Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 3 2019 A temporal approach to the Parisian risk model. Zbl 1396.60045Li, Bin; Willmot, Gordon E.; Wong, Jeff T. Y. 3 2018 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 3 2014 An adaptive premium policy with a Bayesian motivation in the classical risk model. Zbl 1284.91246Landriault, David; Lemieux, Christiane; Willmot, Gordon E. 3 2012 On the transient analysis of the \(M^X/M/\infty\) queue. Zbl 0991.90040Willmot, Gordon E.; Drekic, Steve 3 2001 Bounds on the tails of convolutions of compound distributions. Zbl 0853.62082Willmot, Gordon E.; Lin, Xiaodong 3 1996 A note on parameters orthogonal to the mean. Zbl 0825.62355Willmot, G. E.; Sprott, D. A. 3 1994 On posterior probabilities and moments in mixed Poisson processes. Zbl 0711.62093Willmot, Gordon E.; Sundt, Bjørn 3 1989 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 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. 2 2018 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 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. 2 2014 The proper distribution function of the deficit in the delayed renewal risk model. Zbl 1277.60142Kim, So-Yeun; Willmot, Gordon E. 2 2011 Analysis of the compound Poisson surplus model with liquid reserves, interest and dividends. Zbl 1205.91079Cai, Jun; Feng, Runhuan; Willmot, Gordon E. 2 2009 The preservation of classes of discrete distributions under convolution and mixing. Zbl 1090.60014Pavlova, Kristina P.; Cai, Jun; Willmot, Gordon E. 2 2006 Transient analysis of some infinite server queues. Zbl 1270.60109Willmot, Gordon E.; Drekic, Steve 2 2002 Analysis of IBNR claims in renewal insurance models. Zbl 1402.91205Landriault, David; Willmot, Gordon E.; Xu, Di 1 2017 On the analysis of ruin-related quantities in the delayed renewal risk model. Zbl 1348.91158Kim, So-Yeun; Willmot, Gordon E. 1 2016 On a risk model with claim investigation. Zbl 1348.91151Huynh, Mirabelle; Landriault, David; Shi, Tianxiang; Willmot, Gordon E. 1 2015 Distributional analysis of a generalization of the Pólya process. Zbl 1231.60077Willmot, Gordon E. 1 2010 Upper bounds for the tail of the compound negative binomial distribution. Zbl 0888.62105Willmot, Gordon E.; Lin, Xiaodong 1 1997 Loss models. From data to decisions. 5th edition. Zbl 1409.62001Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 3 2019 A temporal approach to the Parisian risk model. Zbl 1396.60045Li, Bin; Willmot, Gordon E.; Wong, Jeff T. Y. 3 2018 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. 2 2018 Surplus analysis of Sparre Andersen insurance risk processes. Zbl 1391.91006Willmot, Gordon E.; Woo, Jae-Kyung 4 2017 Analysis of IBNR claims in renewal insurance models. Zbl 1402.91205Landriault, David; Willmot, Gordon E.; Xu, Di 1 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 15 2015 On a partial integrodifferential equation of Seal’s type. Zbl 1318.91124Willmot, Gordon E. 5 2015 On a risk model with claim investigation. Zbl 1348.91151Huynh, Mirabelle; Landriault, David; Shi, Tianxiang; 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 3 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. 2 2014 Loss models. Further topics. Zbl 1273.62008Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 17 2013 On the analysis of a class of loss models incorporating time dependence. Zbl 1280.91149Guo, Ling; Landriault, David; Willmot, Gordon E. 5 2013 Loss models. From data to decisions. 4th revised and updated ed. Zbl 1272.62002Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 82 2012 On the analysis of a general class of dependent risk processes. Zbl 1284.91277Willmot, Gordon E.; Woo, Jae-Kyung 10 2012 An adaptive premium policy with a Bayesian motivation in the classical risk model. Zbl 1284.91246Landriault, David; Lemieux, Christiane; Willmot, Gordon E. 3 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. 21 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 39 2010 Gerber-Shiu analysis with a generalized penalty function. Zbl 1226.60123Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 15 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 7 2010 Distributional analysis of a generalization of the Pólya process. Zbl 1231.60077Willmot, Gordon E. 1 2010 On the expectation of total discounted operating costs up to default and its applications. Zbl 1173.91023Cai, Jun; Feng, Runhuan; Willmot, Gordon E. 32 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. 8 2009 Analysis of the compound Poisson surplus model with liquid reserves, interest and dividends. Zbl 1205.91079Cai, Jun; Feng, Runhuan; Willmot, Gordon E. 2 2009 Loss models: From data to decisions. 3rd ed. Zbl 1159.62070Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 81 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 35 2008 On the discounted penalty function in the renewal risk model with general interclaim times. Zbl 1119.91058Willmot, Gordon E. 51 2007 The preservation of classes of discrete distributions under convolution and mixing. Zbl 1090.60014Pavlova, Kristina P.; Cai, Jun; Willmot, Gordon E. 2 2006 The density of the time to ruin in the classical Poisson risk model. Zbl 1097.62113Dickson, David C. M.; Willmot, Gordon E. 32 2005 Equilibrium compound distributions and stop-loss moments. Zbl 1144.91031Willmot, Gordon E.; Drekic, Steve; Cai, Jun 16 2005 On the moments of the time of ruin with applications to phase-type claims. Zbl 1085.62507Drekic, Steve; Willmot, Gordon E. 7 2005 Monotonicity and aging properties of random sums. Zbl 1076.60034Cai, Jun; Willmot, Gordon E. 6 2005 Loss models: from data to decisions. Solutions manual. 2nd ed. Zbl 1141.62343Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 72 2004 The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function. Zbl 1103.91046Pavlova, Kristina P.; Willmot, Gordon E. 28 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. 26 2004 A note on a class of delayed renewal risk processes. Zbl 1114.60068Willmot, Gordon E. 14 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 On applications of residual lifetimes of compound geometric convolutions. Zbl 1092.62018Willmot, Gordon E.; Cal, Jun 7 2004 Symbolic calculation of the moments of the time of ruin. Zbl 1087.91028Drekic, Steve; Stafford, James E.; Willmot, Gordon E. 6 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 105 2003 The Gerber-Shiu discounted penalty function in the stationary renewal risk model. Zbl 1072.91027Willmot, Gordon E.; Dickson, David C. M. 27 2003 On the density and moments of the time of ruin with exponential claims. Zbl 1062.60007Drekic, Steve; Willmot, Gordon E. 21 2003 A generalized defective renewal equation for the surplus process perturbed by diffusion. Zbl 1074.91563Tsai, Cary Chi-Liang; Willmot, Gordon E. 60 2002 Compound geometric residual lifetime distributions and the deficit at ruin. Zbl 1039.62097Willmot, Gordon E. 28 2002 On the moments of the surplus process perturbed by diffusion. Zbl 1063.91051Tsai, Cary Chi-Liang; Willmot, Gordon E. 17 2002 On higher-order properties of compound geometric distributions. Zbl 1013.62008Willmot, Gordon E. 11 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 19 2001 Aging and other distributional properties of discrete compound geometric distributions. Zbl 1025.62006Willmot, Gordon E.; Cai, Jun 7 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. 77 2000 Lundberg approximations for compound distributions with insurance applications. Zbl 0962.62099Willmot, Gordon E.; Lin, X. Sheldon 72 2000 On classes of lifetime distributions with unknown age. Zbl 0980.62009Willmot, Gordon E.; Cai, Jun 7 2000 On evaluation of the conditional distribution of the deficit at the time of ruin. Zbl 0958.91029Willmot, Gordon E. 6 2000 Analysis of a defective renewal equation arising in ruin theory. Zbl 1028.91556Lin, X. Sheldon; Willmot, Gordon E. 83 1999 A Laplace transform representation in a class of renewal queueing and risk processes. Zbl 0942.60086Willmot, Gordon E. 14 1999 Loss models. From data to decisions. With assistance from: Gary G. Venter. Zbl 0905.62104Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 106 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 12 1997 Statistical independence and fractional age assumptions. With discussion and a reply by the author. Zbl 1080.62549Willmot, Gordon E. 11 1997 Bounds for compound distributions based on mean residual lifetimes and equilibrium distributions. Zbl 0924.62110Willmot, Gordon E. 4 1997 On the relationship between bounds on the tails of compound distributions. Zbl 0893.62106Willmot, 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. 19 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. 3 1994 Ruin probabilities in the compound binomial model. Zbl 0778.62099Willmot, Gordon E. 51 1993 On recursive evaluation of mixed Poisson probabilities and related quantities. Zbl 0796.62094Willmot, Gordon E. 23 1993 Asymptotic tail behaviour of Poisson mixtures with applications. Zbl 0696.60085Willmot, Gordon E. 9 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. 38 1989 The total claims distribution under inflationary conditions. Zbl 0679.62094Willmot, Gordon E. 28 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. 7 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. 11 1988 A remark on the Poisson-Pascal and some other contagious distributions. Zbl 0662.62011Willmot, Gordon E. 9 1988 A note on the equilibrium M/G/1 queue length. Zbl 0642.60081Willmot, Gordon E. 4 1988 Difference equation approaches in evaluation of compound distributions. Zbl 0613.62020Willmot, G. E.; Panjer, H. H. 15 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 1,020 Authors 57 Willmot, Gordon E. 34 Zhang, Zhimin 31 Landriault, David 28 Cheung, Eric C. K. 27 Li, Shuanming 24 Gómez-Déniz, Emilio 24 Yang, Hailiang 23 Marceau, Étienne 20 Dickson, David C. M. 19 Cossette, Hélène 18 Woo, Jae-Kyung 17 Cai, Jun 17 Yang, Hu 15 Lin, X. Sheldon 15 Politis, Konstadinos 14 Albrecher, Hansjörg 14 Badescu, Andrei L. 14 Psarrakos, Georgios 13 Gerber, Hans U. 13 Sendova, Kristina P. 13 Tsai, Cary Chi-Liang 12 Brazauskas, Vytaras 12 Calderín Ojeda, Enrique 11 Drekic, Steve 11 Wu, Rong 10 Garrido, José Luis 10 Hürlimann, Werner 10 Yin, Chuancun 10 Yuen, Kam Chuen 9 Denuit, Michel M. 9 Feng, Runhuan 9 Landsman, Zinoviy M. 9 Lu, Yi 9 Ren, Jiandong 9 Stanford, David A. 8 Avram, Florin 8 Bao, Zhenhua 8 Guo, Junyi 8 Hu, Yijun 8 Léveillé, Ghislain 8 Sarabia, José María 8 Shiu, Elias S. W. 8 Szynal, Dominik 7 Chadjiconstantinidis, Stathis 7 Frostig, Esther 7 Gatto, Riccardo 7 Lefèvre, Claude 7 Nadarajah, Saralees 7 Xie, Jiehua 7 Zou, Wei 6 Constantinescu, Corina D. 6 Egídio dos Reis, Alfredo D. 6 Jones, Bruce L. 6 Kim, Joseph Hyun Tae 6 Miljkovic, Tatjana 6 Palmowski, Zbigniew 6 Rabehasaina, Landy 6 Valdez, Emiliano A. 6 Vázquez Polo, Francisco José 6 Vernic, Raluca 5 Ahn, Jae Youn 5 Antonio, Katrien 5 Frees, Edward W. 5 Furman, Edward 5 Gajek, Lesław 5 Hernández-Bastida, Agustin 5 Jang, Jiwook 5 Karlis, Dimitris 5 Kim, Bara 5 Li, Bin 5 Liu, Zaiming 5 Makov, Udi E. 5 Papaioannou, Apostolos D. 5 Pitts, Susan M. 5 Sundt, Bjørn Rosted 5 Thonhauser, Stefan 5 Xu, Di 5 Zitikis, Ričardas 4 Ahn, Soohan 4 Bhati, Deepesh 4 Dean, Charmaine B. 4 Gao, Jianwei 4 Hong, Liang 4 Jiang, Wuyuan 4 Lee, Wing Yan 4 Liu, Chaolin 4 Ramsay, Colin M. 4 Sangüesa, Carmen 4 Scollnik, David P. M. 4 Shi, Peng 4 Shi, Tianxiang 4 Shimizu, Yasutaka 4 Šiaulys, Jonas 4 Tang, Qihe 4 Verbelen, Roel 4 Wang, Guojing 4 Wu, Xueyuan 4 Young, Virginia R. 4 Zhang, Chunsheng 4 Zhou, Ming ...and 920 more Authors all top 5 Cited in 126 Serials 285 Insurance Mathematics & Economics 104 Scandinavian Actuarial Journal 44 Statistics & Probability Letters 44 North American Actuarial Journal 41 Journal of Computational and Applied Mathematics 34 ASTIN Bulletin 33 Communications in Statistics. Theory and Methods 33 Methodology and Computing in Applied Probability 22 Journal of Applied Probability 17 Applied Mathematics and Computation 15 European Actuarial Journal 14 Stochastic Models 13 Acta Mathematicae Applicatae Sinica. English Series 12 Queueing Systems 12 Journal of Statistical Computation and Simulation 9 Scandinavian Actuarial Journal 9 Applied Stochastic Models in Business and Industry 8 Lithuanian Mathematical Journal 8 Applied Mathematics. Series B (English Edition) 7 Journal of Statistical Planning and Inference 7 Computational Statistics and Data Analysis 7 Probability in the Engineering and Informational Sciences 7 Journal of Industrial and Management Optimization 7 Journal of the Korean Statistical Society 6 Communications in Statistics. Simulation and Computation 6 European Journal of Operational Research 6 Journal of Applied Statistics 5 Advances in Applied Probability 5 Statistical Papers 5 Journal of Mathematical Sciences (New York) 5 Lifetime Data Analysis 4 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 4 Operations Research Letters 4 Extremes 4 Acta Mathematica Sinica. English Series 4 Modern Stochastics. Theory and Applications 3 Journal of Mathematical Analysis and Applications 3 Metrika 3 Annals of the Institute of Statistical Mathematics 3 Stochastic Analysis and Applications 3 Mathematical and Computer Modelling 3 Annals of Operations Research 3 Stochastic Processes and their Applications 3 Applicationes Mathematicae 3 Finance and Stochastics 3 Mathematical Methods of Operations Research 3 Advances in Difference Equations 3 Frontiers of Mathematics in China 3 The Annals of Applied Statistics 2 Automatica 2 Biometrical Journal 2 Biometrics 2 Journal of Econometrics 2 Mathematics and Computers in Simulation 2 Siberian Mathematical Journal 2 Acta Applicandae Mathematicae 2 Applied Mathematics Letters 2 The Annals of Applied Probability 2 Computational Statistics 2 Applied Mathematical Modelling 2 Mathematical Problems in Engineering 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 Asia-Pacific Financial Markets 2 Statistical Methodology 2 Journal of Statistical Theory and Practice 2 Statistics and Computing 2 Dependence Modeling 2 Journal of Statistical Distributions and Applications 1 The Canadian Journal of Statistics 1 Discrete Applied Mathematics 1 International Journal of Systems Science 1 Physica A 1 Ukrainian Mathematical Journal 1 Theory of Probability and its Applications 1 International Statistical Review 1 Journal of Multivariate Analysis 1 Metron 1 Applied Mathematics and Mechanics. (English Edition) 1 Acta Mathematica Hungarica 1 Bulletin of the Iranian Mathematical Society 1 Statistics 1 Computers & Operations Research 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 1 Tatra Mountains Mathematical Publications 1 Mathematical Methods of Statistics 1 Computational and Applied Mathematics 1 Top 1 Complexity 1 Journal of Applied Analysis 1 Differential Equations and Dynamical Systems 1 Mathematical Finance ...and 26 more Serials all top 5 Cited in 29 Fields 712 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 534 Statistics (62-XX) 487 Probability theory and stochastic processes (60-XX) 38 Numerical analysis (65-XX) 31 Operations research, mathematical programming (90-XX) 23 Integral equations (45-XX) 20 Systems theory; control (93-XX) 14 Integral transforms, operational calculus (44-XX) 9 Computer science (68-XX) 5 Partial differential equations (35-XX) 4 Special functions (33-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 3 Real functions (26-XX) 2 Ordinary differential equations (34-XX) 2 Approximations and expansions (41-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Geophysics (86-XX) 1 General and overarching topics; collections (00-XX) 1 Combinatorics (05-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Difference and functional equations (39-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 Biology and other natural sciences (92-XX) 1 Information and communication theory, circuits (94-XX) 1 Mathematics education (97-XX) Citations by Year