Edit Profile (opens in new tab) Willmot, Gordon E. Co-Author Distance Author ID: willmot.gordon-e Published as: Willmot, Gordon E.; Willmot, G. E.; Willmot, Gordon; Willmot, G. more...less External Links: MGP Documents Indexed: 106 Publications since 1983, including 8 Books 1 Contribution as Editor Co-Authors: 43 Co-Authors with 82 Joint Publications 774 Co-Co-Authors all top 5 Co-Authors 25 single-authored 16 Landriault, David 14 Woo, Jae-Kyung 11 Drekic, Steve 9 Cai, Jun 8 Panjer, Harry H. 6 Klugman, Stuart A. 6 Lin, X. Sheldon 5 Cheung, Eric C. K. 5 Dickson, David C. M. 4 Lin, Xiaodong 3 Feng, Runhuan 3 Lee, Wing Yan 3 Stanford, David A. 3 Xu, Di 2 Kim, Soyeun 2 Li, Bin 2 Pavlova, Kristina P. 2 Shi, Tianxiang 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 Lau, Hayden 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 12 Scandinavian Actuarial Journal 8 Journal of Applied Probability 8 North American Actuarial Journal 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 Applied Mathematics and Computation 2 Biometrika 2 Operations Research Letters 1 INFOR 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 64 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 59 Statistics (62-XX) 57 Probability theory and stochastic processes (60-XX) 7 Operations research, mathematical programming (90-XX) 2 Integral equations (45-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 Numerical analysis (65-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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. 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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 all top 5 Cited in 31 Fields 885 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 676 Statistics (62-XX) 600 Probability theory and stochastic processes (60-XX) 44 Operations research, mathematical programming (90-XX) 42 Numerical analysis (65-XX) 34 Integral equations (45-XX) 27 Systems theory; control (93-XX) 20 Integral transforms, operational calculus (44-XX) 12 Computer science (68-XX) 8 Calculus of variations and optimal control; optimization (49-XX) 5 Partial differential equations (35-XX) 4 Combinatorics (05-XX) 4 Real functions (26-XX) 4 Special functions (33-XX) 4 Statistical mechanics, structure of matter (82-XX) 4 Biology and other natural sciences (92-XX) 3 Ordinary differential equations (34-XX) 2 Approximations and expansions (41-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Geophysics (86-XX) 2 Mathematics education (97-XX) 1 Number theory (11-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Difference and functional equations (39-XX) 1 Functional analysis (46-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 Quantum theory (81-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year