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Willmot, Gordon E.

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Author ID: willmot.gordon-e Recent zbMATH articles by "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

Publications by Year

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 0905.62104
Klugman, 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 1103.91369
Lin, X. Sheldon; Willmot, Gordon E.; Drekic, Steve
105
2003
Analysis of a defective renewal equation arising in ruin theory. Zbl 1028.91556
Lin, X. Sheldon; Willmot, Gordon E.
83
1999
Loss models. From data to decisions. 4th revised and updated ed. Zbl 1272.62002
Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E.
82
2012
Loss models: From data to decisions. 3rd ed. Zbl 1159.62070
Klugman, 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 0971.91031
Lin, X. Sheldon; Willmot, Gordon E.
77
2000
Loss models: from data to decisions. Solutions manual. 2nd ed. Zbl 1141.62343
Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E.
72
2004
Lundberg approximations for compound distributions with insurance applications. Zbl 0962.62099
Willmot, Gordon E.; Lin, X. Sheldon
72
2000
A generalized defective renewal equation for the surplus process perturbed by diffusion. Zbl 1074.91563
Tsai, Cary Chi-Liang; Willmot, Gordon E.
60
2002
On the discounted penalty function in the renewal risk model with general interclaim times. Zbl 1119.91058
Willmot, Gordon E.
51
2007
Ruin probabilities in the compound binomial model. Zbl 0778.62099
Willmot, Gordon E.
51
1993
Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models. Zbl 1231.91157
Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung
39
2010
A mixed Poisson-inverse-Gaussian regression model. Zbl 0679.62051
Dean, 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 1152.91591
Landriault, David; Willmot, Gordon
35
2008
On the expectation of total discounted operating costs up to default and its applications. Zbl 1173.91023
Cai, Jun; Feng, Runhuan; Willmot, Gordon E.
32
2009
The density of the time to ruin in the classical Poisson risk model. Zbl 1097.62113
Dickson, David C. M.; Willmot, Gordon E.
32
2005
The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function. Zbl 1103.91046
Pavlova, Kristina P.; Willmot, Gordon E.
28
2004
Compound geometric residual lifetime distributions and the deficit at ruin. Zbl 1039.62097
Willmot, Gordon E.
28
2002
The total claims distribution under inflationary conditions. Zbl 0679.62094
Willmot, Gordon E.
28
1989
The Gerber-Shiu discounted penalty function in the stationary renewal risk model. Zbl 1072.91027
Willmot, Gordon E.; Dickson, David C. M.
27
2003
On the distribution of the deficit at ruin when claims are phase-type. Zbl 1142.62088
Drekic, 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 0914.90074
Willmot, Gordon E.; Lin, X. Sheldon
23
1998
On recursive evaluation of mixed Poisson probabilities and related quantities. Zbl 0796.62094
Willmot, Gordon E.
23
1993
Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions. Zbl 1229.91161
Landriault, David; Shi, Tianxiang; Willmot, Gordon E.
21
2011
On the density and moments of the time of ruin with exponential claims. Zbl 1062.60007
Drekic, Steve; Willmot, Gordon E.
21
2003
Exponential and scale mixtures and equilibrium distributions. Zbl 1076.62559
Hesselager, Ole; Wang, Shaun; Willmot, Gordon E.
21
1998
Lundberg inequalities for renewal equations. Zbl 1003.60081
Willmot, Gordon E.; Cai, Jun; Lin, X. Sheldon
19
2001
Refinements and distributional generalizations of Lundberg’s inequality. Zbl 0814.62070
Willmot, Gordon E.
19
1994
Loss models. Further topics. Zbl 1273.62008
Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E.
17
2013
On the moments of the surplus process perturbed by diffusion. Zbl 1063.91051
Tsai, Cary Chi-Liang; Willmot, Gordon E.
17
2002
Equilibrium compound distributions and stop-loss moments. Zbl 1144.91031
Willmot, Gordon E.; Drekic, Steve; Cai, Jun
16
2005
On some properties of a class of multivariate Erlang mixtures with insurance applications. Zbl 1390.62092
Willmot, Gordon E.; Woo, Jae-Kyung
15
2015
Gerber-Shiu analysis with a generalized penalty function. Zbl 1226.60123
Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung
15
2010
Difference equation approaches in evaluation of compound distributions. Zbl 0613.62020
Willmot, G. E.; Panjer, H. H.
15
1987
A note on a class of delayed renewal risk processes. Zbl 1114.60068
Willmot, Gordon E.
14
2004
A Laplace transform representation in a class of renewal queueing and risk processes. Zbl 0942.60086
Willmot, Gordon E.
14
1999
Simplified bounds on the tails of compound distributions. Zbl 0882.60088
Willmot, G. E.; Lin, Xiaodong
12
1997
Lundberg bounds on the tails of compound distributions. Zbl 0812.60084
Willmot, Gordon E.; Lin, Xiaodong
12
1994
On higher-order properties of compound geometric distributions. Zbl 1013.62008
Willmot, Gordon E.
11
2002
Statistical independence and fractional age assumptions. With discussion and a reply by the author. Zbl 1080.62549
Willmot, Gordon E.
11
1997
Further use of Shiu’s approach to the evaluation of ultimate ruin probabilities. Zbl 0675.62075
Willmot, Gordon E.
11
1988
On the analysis of a general class of dependent risk processes. Zbl 1284.91277
Willmot, Gordon E.; Woo, Jae-Kyung
10
2012
Asymptotic tail behaviour of Poisson mixtures with applications. Zbl 0696.60085
Willmot, Gordon E.
9
1990
A remark on the Poisson-Pascal and some other contagious distributions. Zbl 0662.62011
Willmot, Gordon E.
9
1988
The compound Poisson surplus model with interest and liquid reserves: Analysis of the Gerber-Shiu discounted penalty function. Zbl 1170.91407
Cai, Jun; Feng, Runhuan; Willmot, Gordon E.
8
2009
The deficit at ruin in the stationary renewal risk model. Zbl 1092.62115
Willmont, Cordon E.; Dikson, David C. M.; Drekic, Steve; Stanford, David A.
8
2004
On evaluation of the Delaporte distribution and related distributions. Zbl 0721.62019
Willmot, Gordon E.; Sundt, Bjørn
8
1989
A note on deficit analysis in dependency models involving Coxian claim amounts. Zbl 1401.91157
Landriault, 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 1231.91250
Willmot, Gordon E.; Woo, Jae-Kyung
7
2010
On the moments of the time of ruin with applications to phase-type claims. Zbl 1085.62507
Drekic, Steve; Willmot, Gordon E.
7
2005
On applications of residual lifetimes of compound geometric convolutions. Zbl 1092.62018
Willmot, Gordon E.; Cal, Jun
7
2004
Aging and other distributional properties of discrete compound geometric distributions. Zbl 1025.62006
Willmot, Gordon E.; Cai, Jun
7
2001
On classes of lifetime distributions with unknown age. Zbl 0980.62009
Willmot, Gordon E.; Cai, Jun
7
2000
Limiting tail behaviour of some discrete compound distributions. Zbl 0686.62092
Willmot, Gordon E.
7
1989
Monotonicity and aging properties of random sums. Zbl 1076.60034
Cai, Jun; Willmot, Gordon E.
6
2005
Symbolic calculation of the moments of the time of ruin. Zbl 1087.91028
Drekic, Steve; Stafford, James E.; Willmot, Gordon E.
6
2004
On evaluation of the conditional distribution of the deficit at the time of ruin. Zbl 0958.91029
Willmot, Gordon E.
6
2000
On a class of approximations for ruin and waiting time probabilities. Zbl 0911.90172
Willmot, Gordon E.
6
1998
Approximations for stop-loss premiums. Zbl 0624.62097
Teugels, Jozef L.; Willmot, G.
6
1987
On a partial integrodifferential equation of Seal’s type. Zbl 1318.91124
Willmot, Gordon E.
5
2015
On the analysis of a class of loss models incorporating time dependence. Zbl 1280.91149
Guo, Ling; Landriault, David; Willmot, Gordon E.
5
2013
On orderings and bounds in a generalized Sparre Andersen risk model. Zbl 1274.60050
Cheung, 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 0848.60082
Willmot, Gordon E.
5
1996
Surplus analysis of Sparre Andersen insurance risk processes. Zbl 1391.91006
Willmot, Gordon E.; Woo, Jae-Kyung
4
2017
Bounds for compound distributions based on mean residual lifetimes and equilibrium distributions. Zbl 0924.62110
Willmot, Gordon E.
4
1997
On the relationship between bounds on the tails of compound distributions. Zbl 0893.62106
Willmot, Gordon E.
4
1997
On the construction of a parameter orthogonal to the mean. Zbl 0711.62015
Willmot, Gordon E.
4
1990
A note on the equilibrium M/G/1 queue length. Zbl 0642.60081
Willmot, Gordon E.
4
1988
Loss models. From data to decisions. 5th edition. Zbl 1409.62001
Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E.
3
2019
A temporal approach to the Parisian risk model. Zbl 1396.60045
Li, 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 1304.91118
Landriault, David; Willmot, Gordon E.; Xu, Di
3
2014
An adaptive premium policy with a Bayesian motivation in the classical risk model. Zbl 1284.91246
Landriault, David; Lemieux, Christiane; Willmot, Gordon E.
3
2012
On the transient analysis of the \(M^X/M/\infty\) queue. Zbl 0991.90040
Willmot, Gordon E.; Drekic, Steve
3
2001
Bounds on the tails of convolutions of compound distributions. Zbl 0853.62082
Willmot, Gordon E.; Lin, Xiaodong
3
1996
A note on parameters orthogonal to the mean. Zbl 0825.62355
Willmot, G. E.; Sprott, D. A.
3
1994
On posterior probabilities and moments in mixed Poisson processes. Zbl 0711.62093
Willmot, Gordon E.; Sundt, Bjørn
3
1989
On the probabilities of the log-zero-Poisson distribution. Zbl 0632.62012
Willmot, Gordon E.
3
1987
Compound Poisson models in actuarial risk theory. Zbl 0525.62097
Panjer, 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 1427.91077
Cheung, 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 1401.91161
Lee, 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 1306.91079
Lee, Wing Yan; Willmot, Gordon E.
2
2014
The proper distribution function of the deficit in the delayed renewal risk model. Zbl 1277.60142
Kim, So-Yeun; Willmot, Gordon E.
2
2011
Analysis of the compound Poisson surplus model with liquid reserves, interest and dividends. Zbl 1205.91079
Cai, Jun; Feng, Runhuan; Willmot, Gordon E.
2
2009
The preservation of classes of discrete distributions under convolution and mixing. Zbl 1090.60014
Pavlova, Kristina P.; Cai, Jun; Willmot, Gordon E.
2
2006
Transient analysis of some infinite server queues. Zbl 1270.60109
Willmot, Gordon E.; Drekic, Steve
2
2002
Analysis of IBNR claims in renewal insurance models. Zbl 1402.91205
Landriault, David; Willmot, Gordon E.; Xu, Di
1
2017
On the analysis of ruin-related quantities in the delayed renewal risk model. Zbl 1348.91158
Kim, So-Yeun; Willmot, Gordon E.
1
2016
On a risk model with claim investigation. Zbl 1348.91151
Huynh, Mirabelle; Landriault, David; Shi, Tianxiang; Willmot, Gordon E.
1
2015
Distributional analysis of a generalization of the Pólya process. Zbl 1231.60077
Willmot, Gordon E.
1
2010
Upper bounds for the tail of the compound negative binomial distribution. Zbl 0888.62105
Willmot, Gordon E.; Lin, Xiaodong
1
1997
Loss models. From data to decisions. 5th edition. Zbl 1409.62001
Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E.
3
2019
A temporal approach to the Parisian risk model. Zbl 1396.60045
Li, 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 1427.91077
Cheung, Eric C. K.; Liu, Haibo; Willmot, Gordon E.
2
2018
Surplus analysis of Sparre Andersen insurance risk processes. Zbl 1391.91006
Willmot, Gordon E.; Woo, Jae-Kyung
4
2017
Analysis of IBNR claims in renewal insurance models. Zbl 1402.91205
Landriault, 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 1401.91161
Lee, Wing Yan; Willmot, Gordon E.
2
2016
On the analysis of ruin-related quantities in the delayed renewal risk model. Zbl 1348.91158
Kim, So-Yeun; Willmot, Gordon E.
1
2016
On some properties of a class of multivariate Erlang mixtures with insurance applications. Zbl 1390.62092
Willmot, Gordon E.; Woo, Jae-Kyung
15
2015
On a partial integrodifferential equation of Seal’s type. Zbl 1318.91124
Willmot, Gordon E.
5
2015
On a risk model with claim investigation. Zbl 1348.91151
Huynh, Mirabelle; Landriault, David; Shi, Tianxiang; Willmot, Gordon E.
1
2015
A note on deficit analysis in dependency models involving Coxian claim amounts. Zbl 1401.91157
Landriault, 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 1304.91118
Landriault, 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 1306.91079
Lee, Wing Yan; Willmot, Gordon E.
2
2014
Loss models. Further topics. Zbl 1273.62008
Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E.
17
2013
On the analysis of a class of loss models incorporating time dependence. Zbl 1280.91149
Guo, Ling; Landriault, David; Willmot, Gordon E.
5
2013
Loss models. From data to decisions. 4th revised and updated ed. Zbl 1272.62002
Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E.
82
2012
On the analysis of a general class of dependent risk processes. Zbl 1284.91277
Willmot, Gordon E.; Woo, Jae-Kyung
10
2012
An adaptive premium policy with a Bayesian motivation in the classical risk model. Zbl 1284.91246
Landriault, 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 1229.91161
Landriault, David; Shi, Tianxiang; Willmot, Gordon E.
21
2011
On orderings and bounds in a generalized Sparre Andersen risk model. Zbl 1274.60050
Cheung, 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 1277.60142
Kim, So-Yeun; Willmot, Gordon E.
2
2011
Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models. Zbl 1231.91157
Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung
39
2010
Gerber-Shiu analysis with a generalized penalty function. Zbl 1226.60123
Cheung, 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 1231.91250
Willmot, Gordon E.; Woo, Jae-Kyung
7
2010
Distributional analysis of a generalization of the Pólya process. Zbl 1231.60077
Willmot, Gordon E.
1
2010
On the expectation of total discounted operating costs up to default and its applications. Zbl 1173.91023
Cai, 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 1170.91407
Cai, Jun; Feng, Runhuan; Willmot, Gordon E.
8
2009
Analysis of the compound Poisson surplus model with liquid reserves, interest and dividends. Zbl 1205.91079
Cai, Jun; Feng, Runhuan; Willmot, Gordon E.
2
2009
Loss models: From data to decisions. 3rd ed. Zbl 1159.62070
Klugman, 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 1152.91591
Landriault, David; Willmot, Gordon
35
2008
On the discounted penalty function in the renewal risk model with general interclaim times. Zbl 1119.91058
Willmot, Gordon E.
51
2007
The preservation of classes of discrete distributions under convolution and mixing. Zbl 1090.60014
Pavlova, Kristina P.; Cai, Jun; Willmot, Gordon E.
2
2006
The density of the time to ruin in the classical Poisson risk model. Zbl 1097.62113
Dickson, David C. M.; Willmot, Gordon E.
32
2005
Equilibrium compound distributions and stop-loss moments. Zbl 1144.91031
Willmot, Gordon E.; Drekic, Steve; Cai, Jun
16
2005
On the moments of the time of ruin with applications to phase-type claims. Zbl 1085.62507
Drekic, Steve; Willmot, Gordon E.
7
2005
Monotonicity and aging properties of random sums. Zbl 1076.60034
Cai, Jun; Willmot, Gordon E.
6
2005
Loss models: from data to decisions. Solutions manual. 2nd ed. Zbl 1141.62343
Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E.
72
2004
The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function. Zbl 1103.91046
Pavlova, Kristina P.; Willmot, Gordon E.
28
2004
On the distribution of the deficit at ruin when claims are phase-type. Zbl 1142.62088
Drekic, Steve; Dickson, David C. M.; Stanford, David A.; Willmot, Gordon E.
26
2004
A note on a class of delayed renewal risk processes. Zbl 1114.60068
Willmot, Gordon E.
14
2004
The deficit at ruin in the stationary renewal risk model. Zbl 1092.62115
Willmont, Cordon E.; Dikson, David C. M.; Drekic, Steve; Stanford, David A.
8
2004
On applications of residual lifetimes of compound geometric convolutions. Zbl 1092.62018
Willmot, Gordon E.; Cal, Jun
7
2004
Symbolic calculation of the moments of the time of ruin. Zbl 1087.91028
Drekic, 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 1103.91369
Lin, X. Sheldon; Willmot, Gordon E.; Drekic, Steve
105
2003
The Gerber-Shiu discounted penalty function in the stationary renewal risk model. Zbl 1072.91027
Willmot, Gordon E.; Dickson, David C. M.
27
2003
On the density and moments of the time of ruin with exponential claims. Zbl 1062.60007
Drekic, Steve; Willmot, Gordon E.
21
2003
A generalized defective renewal equation for the surplus process perturbed by diffusion. Zbl 1074.91563
Tsai, Cary Chi-Liang; Willmot, Gordon E.
60
2002
Compound geometric residual lifetime distributions and the deficit at ruin. Zbl 1039.62097
Willmot, Gordon E.
28
2002
On the moments of the surplus process perturbed by diffusion. Zbl 1063.91051
Tsai, Cary Chi-Liang; Willmot, Gordon E.
17
2002
On higher-order properties of compound geometric distributions. Zbl 1013.62008
Willmot, Gordon E.
11
2002
Transient analysis of some infinite server queues. Zbl 1270.60109
Willmot, Gordon E.; Drekic, Steve
2
2002
Lundberg inequalities for renewal equations. Zbl 1003.60081
Willmot, Gordon E.; Cai, Jun; Lin, X. Sheldon
19
2001
Aging and other distributional properties of discrete compound geometric distributions. Zbl 1025.62006
Willmot, Gordon E.; Cai, Jun
7
2001
On the transient analysis of the \(M^X/M/\infty\) queue. Zbl 0991.90040
Willmot, Gordon E.; Drekic, Steve
3
2001
The moments of the time of ruin, the surplus before ruin, and the deficit at ruin. Zbl 0971.91031
Lin, X. Sheldon; Willmot, Gordon E.
77
2000
Lundberg approximations for compound distributions with insurance applications. Zbl 0962.62099
Willmot, Gordon E.; Lin, X. Sheldon
72
2000
On classes of lifetime distributions with unknown age. Zbl 0980.62009
Willmot, Gordon E.; Cai, Jun
7
2000
On evaluation of the conditional distribution of the deficit at the time of ruin. Zbl 0958.91029
Willmot, Gordon E.
6
2000
Analysis of a defective renewal equation arising in ruin theory. Zbl 1028.91556
Lin, X. Sheldon; Willmot, Gordon E.
83
1999
A Laplace transform representation in a class of renewal queueing and risk processes. Zbl 0942.60086
Willmot, Gordon E.
14
1999
Loss models. From data to decisions. With assistance from: Gary G. Venter. Zbl 0905.62104
Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E.
106
1998
Exact and approximate properties of the distribution of surplus before and after ruin. Zbl 0914.90074
Willmot, Gordon E.; Lin, X. Sheldon
23
1998
Exponential and scale mixtures and equilibrium distributions. Zbl 1076.62559
Hesselager, Ole; Wang, Shaun; Willmot, Gordon E.
21
1998
On a class of approximations for ruin and waiting time probabilities. Zbl 0911.90172
Willmot, Gordon E.
6
1998
Simplified bounds on the tails of compound distributions. Zbl 0882.60088
Willmot, G. E.; Lin, Xiaodong
12
1997
Statistical independence and fractional age assumptions. With discussion and a reply by the author. Zbl 1080.62549
Willmot, Gordon E.
11
1997
Bounds for compound distributions based on mean residual lifetimes and equilibrium distributions. Zbl 0924.62110
Willmot, Gordon E.
4
1997
On the relationship between bounds on the tails of compound distributions. Zbl 0893.62106
Willmot, Gordon E.
4
1997
Upper bounds for the tail of the compound negative binomial distribution. Zbl 0888.62105
Willmot, Gordon E.; Lin, Xiaodong
1
1997
A non-exponential generalization of an inequality arising in queueing and insurance risk. Zbl 0848.60082
Willmot, Gordon E.
5
1996
Bounds on the tails of convolutions of compound distributions. Zbl 0853.62082
Willmot, Gordon E.; Lin, Xiaodong
3
1996
Refinements and distributional generalizations of Lundberg’s inequality. Zbl 0814.62070
Willmot, Gordon E.
19
1994
Lundberg bounds on the tails of compound distributions. Zbl 0812.60084
Willmot, Gordon E.; Lin, Xiaodong
12
1994
A note on parameters orthogonal to the mean. Zbl 0825.62355
Willmot, G. E.; Sprott, D. A.
3
1994
Ruin probabilities in the compound binomial model. Zbl 0778.62099
Willmot, Gordon E.
51
1993
On recursive evaluation of mixed Poisson probabilities and related quantities. Zbl 0796.62094
Willmot, Gordon E.
23
1993
Asymptotic tail behaviour of Poisson mixtures with applications. Zbl 0696.60085
Willmot, Gordon E.
9
1990
On the construction of a parameter orthogonal to the mean. Zbl 0711.62015
Willmot, Gordon E.
4
1990
A mixed Poisson-inverse-Gaussian regression model. Zbl 0679.62051
Dean, C.; Lawless, J. F.; Willmot, G. E.
38
1989
The total claims distribution under inflationary conditions. Zbl 0679.62094
Willmot, Gordon E.
28
1989
On evaluation of the Delaporte distribution and related distributions. Zbl 0721.62019
Willmot, Gordon E.; Sundt, Bjørn
8
1989
Limiting tail behaviour of some discrete compound distributions. Zbl 0686.62092
Willmot, Gordon E.
7
1989
On posterior probabilities and moments in mixed Poisson processes. Zbl 0711.62093
Willmot, Gordon E.; Sundt, Bjørn
3
1989
Further use of Shiu’s approach to the evaluation of ultimate ruin probabilities. Zbl 0675.62075
Willmot, Gordon E.
11
1988
A remark on the Poisson-Pascal and some other contagious distributions. Zbl 0662.62011
Willmot, Gordon E.
9
1988
A note on the equilibrium M/G/1 queue length. Zbl 0642.60081
Willmot, Gordon E.
4
1988
Difference equation approaches in evaluation of compound distributions. Zbl 0613.62020
Willmot, G. E.; Panjer, H. H.
15
1987
Approximations for stop-loss premiums. Zbl 0624.62097
Teugels, Jozef L.; Willmot, G.
6
1987
On the probabilities of the log-zero-Poisson distribution. Zbl 0632.62012
Willmot, Gordon E.
3
1987
Compound Poisson models in actuarial risk theory. Zbl 0525.62097
Panjer, Harry H.; Willmot, Gordon E.
3
1983
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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
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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

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