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Author ID: willmot.gordon-e Recent zbMATH articles by "Willmot, Gordon E."
Published as: Willmot, Gordon E.; Willmot, G. E.; Willmot, Gordon; Willmot, G.
External Links: MGP

Publications by Year

Citations contained in zbMATH Open

97 Publications have been cited 2,170 times in 1,271 Documents Cited by Year
Loss models. From data to decisions. 4th revised and updated ed. Zbl 1272.62002
Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E.
147
2012
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
124
2003
Loss models. From data to decisions. With assistance from: Gary G. Venter. Zbl 0905.62104
Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E.
114
1998
Loss models: From data to decisions. 3rd ed. Zbl 1159.62070
Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E.
101
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.
93
2000
Analysis of a defective renewal equation arising in ruin theory. Zbl 1028.91556
Lin, X. Sheldon; Willmot, Gordon E.
92
1999
Loss models: from data to decisions. Solutions manual. 2nd ed. Zbl 1141.62343
Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E.
92
2004
A generalized defective renewal equation for the surplus process perturbed by diffusion. Zbl 1074.91563
Tsai, Cary Chi-Liang; Willmot, Gordon E.
70
2002
Ruin probabilities in the compound binomial model. Zbl 0778.62099
Willmot, Gordon E.
59
1993
On the discounted penalty function in the renewal risk model with general interclaim times. Zbl 1119.91058
Willmot, Gordon E.
58
2007
Lundberg approximations for compound distributions with insurance applications. Zbl 0962.62099
Willmot, Gordon E.; Lin, X. Sheldon
58
2000
The density of the time to ruin in the classical Poisson risk model. Zbl 1097.62113
Dickson, David C. M.; Willmot, Gordon E.
48
2005
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
47
2010
On the class of Erlang mixtures with risk theoretic applications. Zbl 1480.91253
Willmot, Gordon E.; Woo, Jae-Kyung
45
2007
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
44
2008
A mixed Poisson-inverse-Gaussian regression model. Zbl 0679.62051
Dean, C.; Lawless, J. F.; Willmot, G. E.
42
1989
On the expectation of total discounted operating costs up to default and its applications. Zbl 1173.91023
Cai, Jun; Feng, Runhuan; Willmot, Gordon E.
38
2009
The Gerber-Shiu discounted penalty function in the stationary renewal risk model. Zbl 1072.91027
Willmot, Gordon E.; Dickson, David C. M.
34
2003
The total claims distribution under inflationary conditions. Zbl 0679.62094
Willmot, Gordon E.
32
1989
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.
32
2004
Compound geometric residual lifetime distributions and the deficit at ruin. Zbl 1039.62097
Willmot, Gordon E.
31
2002
The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function. Zbl 1103.91046
Pavlova, Kristina P.; Willmot, Gordon E.
31
2004
On recursive evaluation of mixed Poisson probabilities and related quantities. Zbl 0796.62094
Willmot, Gordon E.
28
1993
On the density and moments of the time of ruin with exponential claims. Zbl 1062.60007
Drekic, Steve; Willmot, Gordon E.
27
2003
Loss models. From data to decisions. 5th edition. Zbl 1409.62001
Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E.
26
2019
On some properties of a class of multivariate Erlang mixtures with insurance applications. Zbl 1390.62092
Willmot, Gordon E.; Woo, Jae-Kyung
25
2015
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.
24
2011
Exact and approximate properties of the distribution of surplus before and after ruin. Zbl 0914.90074
Willmot, Gordon E.; Lin, X. Sheldon
24
1998
Lundberg inequalities for renewal equations. Zbl 1003.60081
Willmot, Gordon E.; Cai, Jun; Lin, X. Sheldon
23
2001
Exponential and scale mixtures and equilibrium distributions. Zbl 1076.62559
Hesselager, Ole; Wang, Shaun; Willmot, Gordon E.
22
1998
Loss models. Further topics. Zbl 1273.62008
Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E.
22
2013
On the moments of the surplus process perturbed by diffusion. Zbl 1063.91051
Tsai, Cary Chi-Liang; Willmot, Gordon E.
21
2002
Refinements and distributional generalizations of Lundberg’s inequality. Zbl 0814.62070
Willmot, Gordon E.
20
1994
Equilibrium compound distributions and stop-loss moments. Zbl 1144.91031
Willmot, Gordon E.; Drekic, Steve; Cai, Jun
20
2005
Gerber-Shiu analysis with a generalized penalty function. Zbl 1226.60123
Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung
18
2010
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 1483.91199
Landriault, David; Willmot, Gordon E.
18
2009
A note on a class of delayed renewal risk processes. Zbl 1114.60068
Willmot, Gordon E.
17
2004
A Laplace transform representation in a class of renewal queueing and risk processes. Zbl 0942.60086
Willmot, Gordon E.
15
1999
Difference equation approaches in evaluation of compound distributions. Zbl 0613.62020
Willmot, G. E.; Panjer, H. H.
14
1987
Simplified bounds on the tails of compound distributions. Zbl 0882.60088
Willmot, G. E.; Lin, Xiaodong
14
1997
On higher-order properties of compound geometric distributions. Zbl 1013.62008
Willmot, Gordon E.
14
2002
Characterization, robustness, and aggregation of signed Choquet integrals. Zbl 1455.91072
Wang, Ruodu; Wei, Yunran; Willmot, Gordon E.
13
2020
Further use of Shiu’s approach to the evaluation of ultimate ruin probabilities. Zbl 0675.62075
Willmot, Gordon E.
12
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.
12
2009
Statistical independence and fractional age assumptions. With discussion and a reply by the author. Zbl 1080.62549
Willmot, Gordon E.
12
1997
Lundberg bounds on the tails of compound distributions. Zbl 0812.60084
Willmot, Gordon E.; Lin, Xiaodong
12
1994
Asymptotic tail behaviour of Poisson mixtures with applications. Zbl 0696.60085
Willmot, Gordon E.
12
1990
Surplus analysis of Sparre Andersen insurance risk processes. Zbl 1391.91006
Willmot, Gordon E.; Woo, Jae-Kyung
12
2017
On the analysis of a general class of dependent risk processes. Zbl 1284.91277
Willmot, Gordon E.; Woo, Jae-Kyung
12
2012
Aging and other distributional properties of discrete compound geometric distributions. Zbl 1025.62006
Willmot, Gordon E.; Cai, Jun
10
2001
Limiting tail behaviour of some discrete compound distributions. Zbl 0686.62092
Willmot, Gordon E.
9
1989
On a partial integrodifferential equation of Seal’s type. Zbl 1318.91124
Willmot, Gordon E.
9
2015
A remark on the Poisson-Pascal and some other contagious distributions. Zbl 0662.62011
Willmot, Gordon E.
8
1988
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
8
2010
On evaluation of the conditional distribution of the deficit at the time of ruin. Zbl 0958.91029
Willmot, Gordon E.
8
2000
On classes of lifetime distributions with unknown age. Zbl 0980.62009
Willmot, Gordon E.; Cai, Jun
8
2000
Symbolic calculation of the moments of the time of ruin. Zbl 1087.91028
Drekic, Steve; Stafford, James E.; Willmot, Gordon E.
8
2004
On the moments of the time of ruin with applications to phase-type claims. Zbl 1085.62507
Drekic, Steve; Willmot, Gordon E.
8
2005
The deficit at ruin in the stationary renewal risk model. Zbl 1092.62115
Willmot, Gordon E.; Dickson, 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
8
2004
Monotonicity and aging properties of random sums. Zbl 1076.60034
Cai, Jun; Willmot, Gordon E.
8
2005
On evaluation of the Delaporte distribution and related distributions. Zbl 0721.62019
Willmot, Gordon E.; Sundt, Bjørn
8
1989
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.
8
2018
A temporal approach to the Parisian risk model. Zbl 1396.60045
Li, Bin; Willmot, Gordon E.; Wong, Jeff T. Y.
8
2018
On a class of approximations for ruin and waiting time probabilities. Zbl 0911.90172
Willmot, Gordon E.
7
1998
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 transient analysis of the \(M^X/M/\infty\) queue. Zbl 0991.90040
Willmot, Gordon E.; Drekic, Steve
6
2001
Approximations for stop-loss premiums. Zbl 0624.62097
Teugels, Jozef L.; Willmot, G.
6
1987
On series expansions for scale functions and other ruin-related quantities. Zbl 1447.91142
Landriault, David; Willmot, Gordon E.
6
2020
On the analysis of a class of loss models incorporating time dependence. Zbl 1280.91149
Guo, Ling; Landriault, David; Willmot, Gordon E.
6
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
6
2011
A note on the equilibrium M/G/1 queue length. Zbl 0642.60081
Willmot, Gordon E.
5
1988
A non-exponential generalization of an inequality arising in queueing and insurance risk. Zbl 0848.60082
Willmot, Gordon E.
5
1996
On the relationship between bounds on the tails of compound distributions. Zbl 0893.62106
Willmot, Gordon E.
5
1997
Time-dependent analysis of some infinite server queues with bulk Poisson arrivals. Zbl 07683554
Willmot, Gordon E.; Drekic, Steve
5
2009
Transient analysis of some infinite server queues. Zbl 1270.60109
Willmot, Gordon E.; Drekic, Steve
4
2002
Bounds for compound distributions based on mean residual lifetimes and equilibrium distributions. Zbl 0924.62110
Willmot, Gordon E.
4
1997
On the construction of a parameter orthogonal to the mean. Zbl 0711.62015
Willmot, Gordon E.
4
1990
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
4
2014
Analysis of the compound Poisson surplus model with liquid reserves, interest and dividends. Zbl 1205.91079
Cai, Jun; Feng, Runhuan; Willmot, Gordon E.
4
2009
An adaptive premium policy with a Bayesian motivation in the classical risk model. Zbl 1284.91246
Landriault, David; Lemieux, Christiane; Willmot, Gordon E.
4
2012
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.
4
2016
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
The preservation of classes of discrete distributions under convolution and mixing. Zbl 1090.60014
Pavlova, Kristina P.; Cai, Jun; Willmot, Gordon E.
3
2006
On posterior probabilities and moments in mixed Poisson processes. Zbl 0711.62093
Willmot, Gordon E.; Sundt, Bjørn
3
1989
Bounds on the tails of convolutions of compound distributions. Zbl 0853.62082
Willmot, Gordon E.; Lin, Xiaodong
3
1996
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.
3
2014
Analysis of IBNR claims in renewal insurance models. Zbl 1402.91205
Landriault, David; Willmot, Gordon E.; Xu, Di
3
2017
Distributional analysis of a generalization of the Pólya process. Zbl 1231.60077
Willmot, Gordon E.
2
2010
A note on parameters orthogonal to the mean. Zbl 0825.62355
Willmot, G. E.; Sprott, D. A.
2
1994
A note on order statistics in the mixed Erlang case. Zbl 1398.62118
Landriault, David; Moutanabbir, Khouzeima; Willmot, Gordon E.
2
2015
The proper distribution function of the deficit in the delayed renewal risk model. Zbl 1277.60142
Kim, So-Yeun; Willmot, Gordon E.
2
2011
Upper bounds for the tail of the compound negative binomial distribution. Zbl 0888.62105
Willmot, Gordon E.; Lin, Xiaodong
1
1997
On a risk model with claim investigation. Zbl 1348.91151
Huynh, Mirabelle; Landriault, David; Shi, Tianxiang; Willmot, Gordon E.
1
2015
On the analysis of ruin-related quantities in the delayed renewal risk model. Zbl 1348.91158
Kim, So-Yeun; Willmot, Gordon E.
1
2016
Finite-time ruin probabilities using bivariate Laguerre series. Zbl 1511.91114
Cheung, Eric C. K.; Lau, Hayden; Willmot, Gordon E.; Woo, Jae-Kyung
1
2023
Finite-time ruin probabilities using bivariate Laguerre series. Zbl 1511.91114
Cheung, Eric C. K.; Lau, Hayden; Willmot, Gordon E.; Woo, Jae-Kyung
1
2023
Characterization, robustness, and aggregation of signed Choquet integrals. Zbl 1455.91072
Wang, Ruodu; Wei, Yunran; Willmot, Gordon E.
13
2020
On series expansions for scale functions and other ruin-related quantities. Zbl 1447.91142
Landriault, David; Willmot, Gordon E.
6
2020
Loss models. From data to decisions. 5th edition. Zbl 1409.62001
Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E.
26
2019
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.
8
2018
A temporal approach to the Parisian risk model. Zbl 1396.60045
Li, Bin; Willmot, Gordon E.; Wong, Jeff T. Y.
8
2018
Surplus analysis of Sparre Andersen insurance risk processes. Zbl 1391.91006
Willmot, Gordon E.; Woo, Jae-Kyung
12
2017
Analysis of IBNR claims in renewal insurance models. Zbl 1402.91205
Landriault, David; Willmot, Gordon E.; Xu, Di
3
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.
4
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
25
2015
On a partial integrodifferential equation of Seal’s type. Zbl 1318.91124
Willmot, Gordon E.
9
2015
A note on order statistics in the mixed Erlang case. Zbl 1398.62118
Landriault, David; Moutanabbir, Khouzeima; Willmot, Gordon E.
2
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
4
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.
3
2014
Loss models. Further topics. Zbl 1273.62008
Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E.
22
2013
On the analysis of a class of loss models incorporating time dependence. Zbl 1280.91149
Guo, Ling; Landriault, David; Willmot, Gordon E.
6
2013
Loss models. From data to decisions. 4th revised and updated ed. Zbl 1272.62002
Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E.
147
2012
On the analysis of a general class of dependent risk processes. Zbl 1284.91277
Willmot, Gordon E.; Woo, Jae-Kyung
12
2012
An adaptive premium policy with a Bayesian motivation in the classical risk model. Zbl 1284.91246
Landriault, 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 1229.91161
Landriault, David; Shi, Tianxiang; Willmot, Gordon E.
24
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
6
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
47
2010
Gerber-Shiu analysis with a generalized penalty function. Zbl 1226.60123
Cheung, 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 1231.91250
Willmot, Gordon E.; Woo, Jae-Kyung
8
2010
Distributional analysis of a generalization of the Pólya process. Zbl 1231.60077
Willmot, Gordon E.
2
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.
38
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 1483.91199
Landriault, David; Willmot, Gordon E.
18
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.
12
2009
Time-dependent analysis of some infinite server queues with bulk Poisson arrivals. Zbl 07683554
Willmot, Gordon E.; Drekic, Steve
5
2009
Analysis of the compound Poisson surplus model with liquid reserves, interest and dividends. Zbl 1205.91079
Cai, Jun; Feng, Runhuan; Willmot, Gordon E.
4
2009
Loss models: From data to decisions. 3rd ed. Zbl 1159.62070
Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E.
101
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
44
2008
On the discounted penalty function in the renewal risk model with general interclaim times. Zbl 1119.91058
Willmot, Gordon E.
58
2007
On the class of Erlang mixtures with risk theoretic applications. Zbl 1480.91253
Willmot, Gordon E.; Woo, Jae-Kyung
45
2007
The preservation of classes of discrete distributions under convolution and mixing. Zbl 1090.60014
Pavlova, Kristina P.; Cai, Jun; Willmot, Gordon E.
3
2006
The density of the time to ruin in the classical Poisson risk model. Zbl 1097.62113
Dickson, David C. M.; Willmot, Gordon E.
48
2005
Equilibrium compound distributions and stop-loss moments. Zbl 1144.91031
Willmot, Gordon E.; Drekic, Steve; Cai, Jun
20
2005
On the moments of the time of ruin with applications to phase-type claims. Zbl 1085.62507
Drekic, Steve; Willmot, Gordon E.
8
2005
Monotonicity and aging properties of random sums. Zbl 1076.60034
Cai, Jun; Willmot, Gordon E.
8
2005
Loss models: from data to decisions. Solutions manual. 2nd ed. Zbl 1141.62343
Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E.
92
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.
32
2004
The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function. Zbl 1103.91046
Pavlova, Kristina P.; Willmot, Gordon E.
31
2004
A note on a class of delayed renewal risk processes. Zbl 1114.60068
Willmot, Gordon E.
17
2004
Symbolic calculation of the moments of the time of ruin. Zbl 1087.91028
Drekic, Steve; Stafford, James E.; Willmot, Gordon E.
8
2004
The deficit at ruin in the stationary renewal risk model. Zbl 1092.62115
Willmot, Gordon E.; Dickson, 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
8
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
124
2003
The Gerber-Shiu discounted penalty function in the stationary renewal risk model. Zbl 1072.91027
Willmot, Gordon E.; Dickson, David C. M.
34
2003
On the density and moments of the time of ruin with exponential claims. Zbl 1062.60007
Drekic, Steve; Willmot, Gordon E.
27
2003
A generalized defective renewal equation for the surplus process perturbed by diffusion. Zbl 1074.91563
Tsai, Cary Chi-Liang; Willmot, Gordon E.
70
2002
Compound geometric residual lifetime distributions and the deficit at ruin. Zbl 1039.62097
Willmot, Gordon E.
31
2002
On the moments of the surplus process perturbed by diffusion. Zbl 1063.91051
Tsai, Cary Chi-Liang; Willmot, Gordon E.
21
2002
On higher-order properties of compound geometric distributions. Zbl 1013.62008
Willmot, Gordon E.
14
2002
Transient analysis of some infinite server queues. Zbl 1270.60109
Willmot, Gordon E.; Drekic, Steve
4
2002
Lundberg inequalities for renewal equations. Zbl 1003.60081
Willmot, Gordon E.; Cai, Jun; Lin, X. Sheldon
23
2001
Aging and other distributional properties of discrete compound geometric distributions. Zbl 1025.62006
Willmot, Gordon E.; Cai, Jun
10
2001
On the transient analysis of the \(M^X/M/\infty\) queue. Zbl 0991.90040
Willmot, Gordon E.; Drekic, Steve
6
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.
93
2000
Lundberg approximations for compound distributions with insurance applications. Zbl 0962.62099
Willmot, Gordon E.; Lin, X. Sheldon
58
2000
On evaluation of the conditional distribution of the deficit at the time of ruin. Zbl 0958.91029
Willmot, Gordon E.
8
2000
On classes of lifetime distributions with unknown age. Zbl 0980.62009
Willmot, Gordon E.; Cai, Jun
8
2000
Analysis of a defective renewal equation arising in ruin theory. Zbl 1028.91556
Lin, X. Sheldon; Willmot, Gordon E.
92
1999
A Laplace transform representation in a class of renewal queueing and risk processes. Zbl 0942.60086
Willmot, Gordon E.
15
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.
114
1998
Exact and approximate properties of the distribution of surplus before and after ruin. Zbl 0914.90074
Willmot, Gordon E.; Lin, X. Sheldon
24
1998
Exponential and scale mixtures and equilibrium distributions. Zbl 1076.62559
Hesselager, Ole; Wang, Shaun; Willmot, Gordon E.
22
1998
On a class of approximations for ruin and waiting time probabilities. Zbl 0911.90172
Willmot, Gordon E.
7
1998
Simplified bounds on the tails of compound distributions. Zbl 0882.60088
Willmot, G. E.; Lin, Xiaodong
14
1997
Statistical independence and fractional age assumptions. With discussion and a reply by the author. Zbl 1080.62549
Willmot, Gordon E.
12
1997
On the relationship between bounds on the tails of compound distributions. Zbl 0893.62106
Willmot, Gordon E.
5
1997
Bounds for compound distributions based on mean residual lifetimes and equilibrium distributions. Zbl 0924.62110
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.
20
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.
2
1994
Ruin probabilities in the compound binomial model. Zbl 0778.62099
Willmot, Gordon E.
59
1993
On recursive evaluation of mixed Poisson probabilities and related quantities. Zbl 0796.62094
Willmot, Gordon E.
28
1993
Asymptotic tail behaviour of Poisson mixtures with applications. Zbl 0696.60085
Willmot, Gordon E.
12
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.
42
1989
The total claims distribution under inflationary conditions. Zbl 0679.62094
Willmot, Gordon E.
32
1989
Limiting tail behaviour of some discrete compound distributions. Zbl 0686.62092
Willmot, Gordon E.
9
1989
On evaluation of the Delaporte distribution and related distributions. Zbl 0721.62019
Willmot, Gordon E.; Sundt, Bjørn
8
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.
12
1988
A remark on the Poisson-Pascal and some other contagious distributions. Zbl 0662.62011
Willmot, Gordon E.
8
1988
A note on the equilibrium M/G/1 queue length. Zbl 0642.60081
Willmot, Gordon E.
5
1988
Difference equation approaches in evaluation of compound distributions. Zbl 0613.62020
Willmot, G. E.; Panjer, H. H.
14
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
all top 5

Cited by 1,296 Authors

63 Willmot, Gordon E.
43 Zhang, Zhimin
37 Landriault, David
33 Li, Shuanming
28 Cheung, Eric C. K.
26 Woo, Jae-Kyung
26 Yang, Hailiang
24 Marceau, Étienne
23 Dickson, David C. M.
22 Gómez-Déniz, Emilio
20 Cossette, Hélène
18 Albrecher, Hansjörg
18 Politis, Konstadinos G.
17 Brazauskas, Vytaras
17 Sendova, Kristina P.
17 Yang, Hu
16 Badescu, Andrei L.
16 Psarrakos, Georgios
16 Tsai, Cary Chi-Liang
15 Drekic, Steve
15 Lin, X. Sheldon
14 Calderín Ojeda, Enrique
14 Gerber, Hans U.
13 Chadjiconstantinidis, Stathis
13 Ren, Jiandong
12 Cai, Jun
12 Denuit, Michel M.
12 Lu, Yi
12 Wang, Ruodu
12 Wu, Rong
10 Hürlimann, Werner
10 Landsman, Zinoviy M.
10 Stanford, David A.
10 Yin, Chuancun
10 Yuen, Kam Chuen
9 Ahn, Jae Youn
9 Feng, Runhuan
9 Hong, Liang
9 Hu, Yijun
9 Miljkovic, Tatjana
9 Nadarajah, Saralees
9 Shiu, Elias S. W.
9 Valdez, Emiliano A.
8 Avram, Florin
8 Bao, Zhenhua
8 Furman, Edward
8 Gatto, Riccardo
8 Guo, Junyi
8 Lefèvre, Claude
8 Léveillé, Ghislain
8 Palmowski, Zbigniew
8 Rabehasaina, Landy
8 Sarabia, José María
8 Szynal, Dominik
7 Frostig, Esther
7 Jones, Bruce L.
7 Kim, Joseph Hyun Tae
7 Vázquez Polo, Francisco José
7 Vernic, Raluca
7 Xie, Jiayi
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 Hu, Xiang
6 Li, Bin
6 Papaioannou, Apostolos D.
6 Thonhauser, Stefan
6 Zitikis, Ričardas
5 Badía, Francisco German
5 Cha, Ji Hwan
5 Eryılmaz, Serkan N.
5 Gajek, Lesław
5 Hernández-Bastida, Agustin
5 Jang, Jiwook
5 Jeong, Himchan
5 Karlis, Dimitris
5 Kim, Bara
5 Lee, Wing Yan
5 Liu, Guoxin
5 Liu, Zaiming
5 Lkabous, Mohamed Amine
5 Makov, Udi E.
5 Oh, Rosy
5 Pitts, Susan M.
5 Sangüesa, Carmen
5 Shi, Peng
5 Shi, Tianxiang
5 Shimizu, Yasutaka
5 Šiaulys, Jonas
5 Su, Jianxi
5 Sundt, Bjørn Rosted
5 Verbelen, Roel
5 Wu, Xueyuan
5 Xu, Di
5 Young, Virginia R.
5 Yuan, Haili
...and 1,196 more Authors
all top 5

Cited in 165 Serials

314 Insurance Mathematics & Economics
117 Scandinavian Actuarial Journal
93 North American Actuarial Journal
58 Communications in Statistics. Theory and Methods
48 Methodology and Computing in Applied Probability
45 Journal of Computational and Applied Mathematics
42 Statistics & Probability Letters
37 ASTIN Bulletin
28 Applied Mathematics and Computation
26 Journal of Applied Probability
18 Probability in the Engineering and Informational Sciences
18 European Actuarial Journal
15 Queueing Systems
15 Communications in Statistics. Simulation and Computation
15 Stochastic Models
13 Acta Mathematicae Applicatae Sinica. English Series
13 Journal of Statistical Computation and Simulation
10 Lithuanian Mathematical Journal
10 Journal of Applied Statistics
9 Advances in Applied Probability
9 Scandinavian Actuarial Journal
9 Applied Stochastic Models in Business and Industry
8 Journal of Statistical Planning and Inference
8 Computational Statistics and Data Analysis
8 Applied Mathematics. Series B (English Edition)
8 Journal of Industrial and Management Optimization
7 European Journal of Operational Research
7 Lobachevskii Journal of Mathematics
7 Journal of the Korean Statistical Society
6 Annals of Operations Research
6 Modern Stochastics. Theory and Applications
5 Operations Research Letters
5 Statistical Papers
5 Journal of Mathematical Sciences (New York)
5 Lifetime Data Analysis
4 Metrika
4 Annals of the Institute of Statistical Mathematics
4 Blätter (Deutsche Gesellschaft für Versicherungsmathematik)
4 Stochastic Processes and their Applications
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 INFOR
3 Stochastic Analysis and Applications
3 Mathematical and Computer Modelling
3 Computational Statistics
3 Applied Mathematical Modelling
3 Mathematical Problems in Engineering
3 Finance and Stochastics
3 Mathematical Finance
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 International Statistical Review
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 Statistica
2 Acta Applicandae Mathematicae
2 Bulletin of the Iranian Mathematical Society
2 Statistics
2 Computers & Operations Research
2 The Annals of Applied Probability
2 Computational and Applied Mathematics
2 International Transactions in Operational Research
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 Brazilian Journal of Probability and Statistics
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 Thailand Statistician
2 Statistics and Computing
2 Dependence Modeling
2 Journal of Statistical Distributions and Applications
2 Results in Applied Mathematics
1 The American Statistician
1 The Canadian Journal of Statistics
1 Discrete Applied Mathematics
1 International Journal of Systems Science
1 Journal of Computational Physics
1 Journal of Mathematical Biology
1 Mathematical Biosciences
1 Ukrainian Mathematical Journal
1 Theory of Probability and its Applications
1 Journal of the American Statistical Association
1 Metron
...and 65 more Serials

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