Edit Profile (opens in new tab) Willmot, Gordon E. Compute Distance To: Compute Author ID: willmot.gordon-e Published as: Willmot, Gordon E.; Willmot, G. E.; Willmot, Gordon; Willmont, Cordon E.; Willmot, G. External Links: MGP Documents Indexed: 103 Publications since 1983, including 8 Books 1 Contribution as Editor Co-Authors: 42 Co-Authors with 79 Joint Publications 701 Co-Co-Authors all top 5 Co-Authors 25 single-authored 16 Landriault, David 12 Woo, Jae-Kyung 10 Drekic, Steve 9 Cai, Jun 8 Panjer, Harry H. 6 Klugman, Stuart A. 6 Lin, X. Sheldon 5 Dickson, David C. M. 4 Cheung, Eric C. K. 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 Lemieux, Christiane 1 Lin, Sheldon 1 Liu, Haibo 1 Loke, Sooie-Hoe 1 Moutanabbir, Khouzeima 1 Sprott, David A. 1 Stafford, James E. 1 Tang, Qihe 1 Teugels, Jozef L. 1 Wang, Ruodu 1 Wang, Shaun S. 1 Wei, Yunran 1 Wong, Jeff T. Y. 1 Yang, Hailiang all top 5 Serials 37 Insurance Mathematics & Economics 11 Scandinavian Actuarial Journal 8 Journal of Applied Probability 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 Biometrika 2 Operations Research Letters 1 Applied Mathematics and Computation 1 Journal of Econometrics 1 Mathematics of Operations Research 1 Probability in the Engineering and Informational Sciences 1 Methodology and Computing in Applied Probability 1 Applied Stochastic Models in Business and Industry 1 Lecture Notes in Statistics 1 European Actuarial Journal 1 Springer Actuarial 1 Wiley Series in Probability and Mathematical Statistics all top 5 Fields 63 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 58 Statistics (62-XX) 56 Probability theory and stochastic processes (60-XX) 6 Operations research, mathematical programming (90-XX) 1 History and biography (01-XX) 1 Ordinary differential equations (34-XX) 1 Partial differential equations (35-XX) 1 Difference and functional equations (39-XX) 1 Integral equations (45-XX) 1 Numerical analysis (65-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 94 Publications have been cited 1,830 times in 1,088 Documents Cited by ▼ Year ▼ The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. Zbl 1103.91369Lin, X. Sheldon; Willmot, Gordon E.; Drekic, Steve 112 2003 Loss models. From data to decisions. 4th revised and updated ed. Zbl 1272.62002Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 107 2012 Loss models. From data to decisions. With assistance from: Gary G. Venter. Zbl 0905.62104Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 106 1998 Loss models: From data to decisions. 3rd ed. Zbl 1159.62070Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 88 2008 Analysis of a defective renewal equation arising in ruin theory. Zbl 1028.91556Lin, X. Sheldon; Willmot, Gordon E. 86 1999 Loss models: from data to decisions. Solutions manual. 2nd ed. Zbl 1141.62343Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 84 2004 The moments of the time of ruin, the surplus before ruin, and the deficit at ruin. Zbl 0971.91031Lin, X. Sheldon; Willmot, Gordon E. 81 2000 A generalized defective renewal equation for the surplus process perturbed by diffusion. Zbl 1074.91563Tsai, Cary Chi-Liang; Willmot, Gordon E. 64 2002 On the discounted penalty function in the renewal risk model with general interclaim times. Zbl 1119.91058Willmot, Gordon E. 55 2007 Ruin probabilities in the compound binomial model. Zbl 0778.62099Willmot, Gordon E. 53 1993 Lundberg approximations for compound distributions with insurance applications. Zbl 0962.62099Willmot, Gordon E.; Lin, X. Sheldon 49 2000 Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models. Zbl 1231.91157Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 40 2010 The density of the time to ruin in the classical Poisson risk model. Zbl 1097.62113Dickson, David C. M.; Willmot, Gordon E. 40 2005 A mixed Poisson-inverse-Gaussian regression model. Zbl 0679.62051Dean, C.; Lawless, J. F.; Willmot, G. E. 39 1989 On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution. Zbl 1152.91591Landriault, David; Willmot, Gordon 39 2008 On the expectation of total discounted operating costs up to default and its applications. Zbl 1173.91023Cai, Jun; Feng, Runhuan; Willmot, Gordon E. 32 2009 The total claims distribution under inflationary conditions. Zbl 0679.62094Willmot, Gordon E. 31 1989 The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function. Zbl 1103.91046Pavlova, Kristina P.; Willmot, Gordon E. 30 2004 On the distribution of the deficit at ruin when claims are phase-type. Zbl 1142.62088Drekic, Steve; Dickson, David C. M.; Stanford, David A.; Willmot, Gordon E. 30 2004 Compound geometric residual lifetime distributions and the deficit at ruin. Zbl 1039.62097Willmot, Gordon E. 29 2002 The Gerber-Shiu discounted penalty function in the stationary renewal risk model. Zbl 1072.91027Willmot, Gordon E.; Dickson, David C. M. 29 2003 On the density and moments of the time of ruin with exponential claims. Zbl 1062.60007Drekic, Steve; Willmot, Gordon E. 26 2003 On recursive evaluation of mixed Poisson probabilities and related quantities. Zbl 0796.62094Willmot, Gordon E. 24 1993 Exact and approximate properties of the distribution of surplus before and after ruin. Zbl 0914.90074Willmot, Gordon E.; Lin, X. Sheldon 23 1998 Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions. Zbl 1229.91161Landriault, David; Shi, Tianxiang; Willmot, Gordon E. 22 2011 On some properties of a class of multivariate Erlang mixtures with insurance applications. Zbl 1390.62092Willmot, Gordon E.; Woo, Jae-Kyung 21 2015 Refinements and distributional generalizations of Lundberg’s inequality. Zbl 0814.62070Willmot, Gordon E. 20 1994 Lundberg inequalities for renewal equations. Zbl 1003.60081Willmot, Gordon E.; Cai, Jun; Lin, X. Sheldon 20 2001 Loss models. Further topics. Zbl 1273.62008Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 19 2013 Exponential and scale mixtures and equilibrium distributions. Zbl 1076.62559Hesselager, Ole; Wang, Shaun; Willmot, Gordon E. 19 1998 On the moments of the surplus process perturbed by diffusion. Zbl 1063.91051Tsai, Cary Chi-Liang; Willmot, Gordon E. 18 2002 Gerber-Shiu analysis with a generalized penalty function. Zbl 1226.60123Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 17 2010 Equilibrium compound distributions and stop-loss moments. Zbl 1144.91031Willmot, Gordon E.; Drekic, Steve; Cai, Jun 16 2005 A Laplace transform representation in a class of renewal queueing and risk processes. Zbl 0942.60086Willmot, Gordon E. 15 1999 A note on a class of delayed renewal risk processes. Zbl 1114.60068Willmot, Gordon E. 14 2004 Difference equation approaches in evaluation of compound distributions. Zbl 0613.62020Willmot, G. E.; Panjer, H. H. 14 1987 Loss models. From data to decisions. 5th edition. Zbl 1409.62001Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 14 2019 Simplified bounds on the tails of compound distributions. Zbl 0882.60088Willmot, G. E.; Lin, Xiaodong 13 1997 Further use of Shiu’s approach to the evaluation of ultimate ruin probabilities. Zbl 0675.62075Willmot, Gordon E. 12 1988 On higher-order properties of compound geometric distributions. Zbl 1013.62008Willmot, Gordon E. 12 2002 Lundberg bounds on the tails of compound distributions. Zbl 0812.60084Willmot, Gordon E.; Lin, Xiaodong 12 1994 Statistical independence and fractional age assumptions. With discussion and a reply by the author. Zbl 1080.62549Willmot, Gordon E. 12 1997 On the analysis of a general class of dependent risk processes. Zbl 1284.91277Willmot, Gordon E.; Woo, Jae-Kyung 11 2012 Asymptotic tail behaviour of Poisson mixtures with applications. Zbl 0696.60085Willmot, Gordon E. 10 1990 The compound Poisson surplus model with interest and liquid reserves: Analysis of the Gerber-Shiu discounted penalty function. Zbl 1170.91407Cai, Jun; Feng, Runhuan; Willmot, Gordon E. 9 2009 Surplus analysis of Sparre Andersen insurance risk processes. Zbl 1391.91006Willmot, Gordon E.; Woo, Jae-Kyung 8 2017 A remark on the Poisson-Pascal and some other contagious distributions. Zbl 0662.62011Willmot, Gordon E. 8 1988 Limiting tail behaviour of some discrete compound distributions. Zbl 0686.62092Willmot, Gordon E. 8 1989 On evaluation of the conditional distribution of the deficit at the time of ruin. Zbl 0958.91029Willmot, Gordon E. 8 2000 On evaluation of the Delaporte distribution and related distributions. Zbl 0721.62019Willmot, Gordon E.; Sundt, Bjørn 8 1989 On applications of residual lifetimes of compound geometric convolutions. Zbl 1092.62018Willmot, Gordon E.; Cal, Jun 8 2004 The deficit at ruin in the stationary renewal risk model. Zbl 1092.62115Willmont, Cordon E.; Dikson, David C. M.; Drekic, Steve; Stanford, David A. 8 2004 Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts. Zbl 1231.91250Willmot, Gordon E.; Woo, Jae-Kyung 7 2010 On classes of lifetime distributions with unknown age. Zbl 0980.62009Willmot, Gordon E.; Cai, Jun 7 2000 Symbolic calculation of the moments of the time of ruin. Zbl 1087.91028Drekic, Steve; Stafford, James E.; Willmot, Gordon E. 7 2004 Aging and other distributional properties of discrete compound geometric distributions. Zbl 1025.62006Willmot, Gordon E.; Cai, Jun 7 2001 Monotonicity and aging properties of random sums. Zbl 1076.60034Cai, Jun; Willmot, Gordon E. 7 2005 On the moments of the time of ruin with applications to phase-type claims. Zbl 1085.62507Drekic, Steve; Willmot, Gordon E. 7 2005 A note on deficit analysis in dependency models involving Coxian claim amounts. Zbl 1401.91157Landriault, David; Lee, Wing Yan; Willmot, Gordon E.; Woo, Jae-Kyung 7 2014 Approximations for stop-loss premiums. Zbl 0624.62097Teugels, Jozef L.; Willmot, G. 6 1987 On a partial integrodifferential equation of Seal’s type. Zbl 1318.91124Willmot, Gordon E. 6 2015 On a class of approximations for ruin and waiting time probabilities. Zbl 0911.90172Willmot, Gordon E. 6 1998 On the analysis of a class of loss models incorporating time dependence. Zbl 1280.91149Guo, Ling; Landriault, David; Willmot, Gordon E. 5 2013 On orderings and bounds in a generalized Sparre Andersen risk model. Zbl 1274.60050Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 5 2011 On the relationship between bounds on the tails of compound distributions. Zbl 0893.62106Willmot, Gordon E. 5 1997 A non-exponential generalization of an inequality arising in queueing and insurance risk. Zbl 0848.60082Willmot, Gordon E. 5 1996 A note on the equilibrium M/G/1 queue length. Zbl 0642.60081Willmot, Gordon E. 4 1988 On the analysis of time dependent claims in a class of birth process claim count models. Zbl 1304.91118Landriault, David; Willmot, Gordon E.; Xu, Di 4 2014 Bounds for compound distributions based on mean residual lifetimes and equilibrium distributions. Zbl 0924.62110Willmot, Gordon E. 4 1997 On the construction of a parameter orthogonal to the mean. Zbl 0711.62015Willmot, Gordon E. 4 1990 A temporal approach to the Parisian risk model. Zbl 1396.60045Li, Bin; Willmot, Gordon E.; Wong, Jeff T. Y. 4 2018 Characterization, robustness, and aggregation of signed Choquet integrals. Zbl 1455.91072Wang, Ruodu; Wei, Yunran; Willmot, Gordon E. 4 2020 Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps. Zbl 1427.91077Cheung, Eric C. K.; Liu, Haibo; Willmot, Gordon E. 4 2018 On the probabilities of the log-zero-Poisson distribution. Zbl 0632.62012Willmot, Gordon E. 3 1987 Analysis of the compound Poisson surplus model with liquid reserves, interest and dividends. Zbl 1205.91079Cai, Jun; Feng, Runhuan; Willmot, Gordon E. 3 2009 An adaptive premium policy with a Bayesian motivation in the classical risk model. Zbl 1284.91246Landriault, David; Lemieux, Christiane; Willmot, Gordon E. 3 2012 Compound Poisson models in actuarial risk theory. Zbl 0525.62097Panjer, Harry H.; Willmot, Gordon E. 3 1983 On the transient analysis of the \(M^X/M/\infty\) queue. Zbl 0991.90040Willmot, Gordon E.; Drekic, Steve 3 2001 On posterior probabilities and moments in mixed Poisson processes. Zbl 0711.62093Willmot, Gordon E.; Sundt, Bjørn 3 1989 Bounds on the tails of convolutions of compound distributions. Zbl 0853.62082Willmot, Gordon E.; Lin, Xiaodong 3 1996 The proper distribution function of the deficit in the delayed renewal risk model. Zbl 1277.60142Kim, So-Yeun; Willmot, Gordon E. 2 2011 Distributional analysis of a generalization of the Pólya process. Zbl 1231.60077Willmot, Gordon E. 2 2010 A note on parameters orthogonal to the mean. Zbl 0825.62355Willmot, G. E.; Sprott, D. A. 2 1994 The preservation of classes of discrete distributions under convolution and mixing. Zbl 1090.60014Pavlova, Kristina P.; Cai, Jun; Willmot, Gordon E. 2 2006 Transient analysis of some infinite server queues. Zbl 1270.60109Willmot, Gordon E.; Drekic, Steve 2 2002 The moments of the time to ruin in dependent sparre Andersen models with Coxian claim sizes. Zbl 1401.91161Lee, Wing Yan; Willmot, Gordon E. 2 2016 On the class of Erlang mixtures with risk theoretic applications. Zbl 1480.91253Willmot, Gordon E.; Woo, Jae-Kyung 2 2007 On a risk model with claim investigation. Zbl 1348.91151Huynh, Mirabelle; Landriault, David; Shi, Tianxiang; Willmot, Gordon E. 1 2015 On the analysis of ruin-related quantities in the delayed renewal risk model. Zbl 1348.91158Kim, So-Yeun; Willmot, Gordon E. 1 2016 On the moments of the time to ruin in dependent Sparre Andersen models with emphasis on Coxian interclaim times. Zbl 1306.91079Lee, Wing Yan; Willmot, Gordon E. 1 2014 Upper bounds for the tail of the compound negative binomial distribution. Zbl 0888.62105Willmot, Gordon E.; Lin, Xiaodong 1 1997 On series expansions for scale functions and other ruin-related quantities. Zbl 1447.91142Landriault, David; Willmot, Gordon E. 1 2020 Analysis of IBNR claims in renewal insurance models. Zbl 1402.91205Landriault, David; Willmot, Gordon E.; Xu, Di 1 2017 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 1483.91199Landriault, David; Willmot, Gordon E. 1 2009 Characterization, robustness, and aggregation of signed Choquet integrals. Zbl 1455.91072Wang, Ruodu; Wei, Yunran; Willmot, Gordon E. 4 2020 On series expansions for scale functions and other ruin-related quantities. Zbl 1447.91142Landriault, David; Willmot, Gordon E. 1 2020 Loss models. From data to decisions. 5th edition. Zbl 1409.62001Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 14 2019 A temporal approach to the Parisian risk model. Zbl 1396.60045Li, Bin; Willmot, Gordon E.; Wong, Jeff T. Y. 4 2018 Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps. Zbl 1427.91077Cheung, Eric C. K.; Liu, Haibo; Willmot, Gordon E. 4 2018 Surplus analysis of Sparre Andersen insurance risk processes. Zbl 1391.91006Willmot, Gordon E.; Woo, Jae-Kyung 8 2017 Analysis of IBNR claims in renewal insurance models. Zbl 1402.91205Landriault, David; Willmot, Gordon E.; Xu, Di 1 2017 The moments of the time to ruin in dependent sparre Andersen models with Coxian claim sizes. Zbl 1401.91161Lee, Wing Yan; Willmot, Gordon E. 2 2016 On the analysis of ruin-related quantities in the delayed renewal risk model. Zbl 1348.91158Kim, So-Yeun; Willmot, Gordon E. 1 2016 On some properties of a class of multivariate Erlang mixtures with insurance applications. Zbl 1390.62092Willmot, Gordon E.; Woo, Jae-Kyung 21 2015 On a partial integrodifferential equation of Seal’s type. Zbl 1318.91124Willmot, Gordon E. 6 2015 On a risk model with claim investigation. Zbl 1348.91151Huynh, Mirabelle; Landriault, David; Shi, Tianxiang; Willmot, Gordon E. 1 2015 A note on deficit analysis in dependency models involving Coxian claim amounts. Zbl 1401.91157Landriault, David; Lee, Wing Yan; Willmot, Gordon E.; Woo, Jae-Kyung 7 2014 On the analysis of time dependent claims in a class of birth process claim count models. Zbl 1304.91118Landriault, David; Willmot, Gordon E.; Xu, Di 4 2014 On the moments of the time to ruin in dependent Sparre Andersen models with emphasis on Coxian interclaim times. Zbl 1306.91079Lee, Wing Yan; Willmot, Gordon E. 1 2014 Loss models. Further topics. Zbl 1273.62008Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 19 2013 On the analysis of a class of loss models incorporating time dependence. Zbl 1280.91149Guo, Ling; Landriault, David; Willmot, Gordon E. 5 2013 Loss models. From data to decisions. 4th revised and updated ed. Zbl 1272.62002Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 107 2012 On the analysis of a general class of dependent risk processes. Zbl 1284.91277Willmot, Gordon E.; Woo, Jae-Kyung 11 2012 An adaptive premium policy with a Bayesian motivation in the classical risk model. Zbl 1284.91246Landriault, David; Lemieux, Christiane; Willmot, Gordon E. 3 2012 Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions. Zbl 1229.91161Landriault, David; Shi, Tianxiang; Willmot, Gordon E. 22 2011 On orderings and bounds in a generalized Sparre Andersen risk model. Zbl 1274.60050Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 5 2011 The proper distribution function of the deficit in the delayed renewal risk model. Zbl 1277.60142Kim, So-Yeun; Willmot, Gordon E. 2 2011 Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models. Zbl 1231.91157Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 40 2010 Gerber-Shiu analysis with a generalized penalty function. Zbl 1226.60123Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 17 2010 Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts. Zbl 1231.91250Willmot, Gordon E.; Woo, Jae-Kyung 7 2010 Distributional analysis of a generalization of the Pólya process. Zbl 1231.60077Willmot, Gordon E. 2 2010 On the expectation of total discounted operating costs up to default and its applications. Zbl 1173.91023Cai, Jun; Feng, Runhuan; Willmot, Gordon E. 32 2009 The compound Poisson surplus model with interest and liquid reserves: Analysis of the Gerber-Shiu discounted penalty function. Zbl 1170.91407Cai, Jun; Feng, Runhuan; Willmot, Gordon E. 9 2009 Analysis of the compound Poisson surplus model with liquid reserves, interest and dividends. Zbl 1205.91079Cai, Jun; Feng, Runhuan; Willmot, Gordon E. 3 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 1483.91199Landriault, David; Willmot, Gordon E. 1 2009 Loss models: From data to decisions. 3rd ed. Zbl 1159.62070Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 88 2008 On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution. Zbl 1152.91591Landriault, David; Willmot, Gordon 39 2008 On the discounted penalty function in the renewal risk model with general interclaim times. Zbl 1119.91058Willmot, Gordon E. 55 2007 On the class of Erlang mixtures with risk theoretic applications. Zbl 1480.91253Willmot, Gordon E.; Woo, Jae-Kyung 2 2007 The preservation of classes of discrete distributions under convolution and mixing. Zbl 1090.60014Pavlova, Kristina P.; Cai, Jun; Willmot, Gordon E. 2 2006 The density of the time to ruin in the classical Poisson risk model. Zbl 1097.62113Dickson, David C. M.; Willmot, Gordon E. 40 2005 Equilibrium compound distributions and stop-loss moments. Zbl 1144.91031Willmot, Gordon E.; Drekic, Steve; Cai, Jun 16 2005 Monotonicity and aging properties of random sums. Zbl 1076.60034Cai, Jun; Willmot, Gordon E. 7 2005 On the moments of the time of ruin with applications to phase-type claims. Zbl 1085.62507Drekic, Steve; Willmot, Gordon E. 7 2005 Loss models: from data to decisions. Solutions manual. 2nd ed. Zbl 1141.62343Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 84 2004 The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function. Zbl 1103.91046Pavlova, Kristina P.; Willmot, Gordon E. 30 2004 On the distribution of the deficit at ruin when claims are phase-type. Zbl 1142.62088Drekic, Steve; Dickson, David C. M.; Stanford, David A.; Willmot, Gordon E. 30 2004 A note on a class of delayed renewal risk processes. Zbl 1114.60068Willmot, Gordon E. 14 2004 On applications of residual lifetimes of compound geometric convolutions. Zbl 1092.62018Willmot, Gordon E.; Cal, Jun 8 2004 The deficit at ruin in the stationary renewal risk model. Zbl 1092.62115Willmont, Cordon E.; Dikson, David C. M.; Drekic, Steve; Stanford, David A. 8 2004 Symbolic calculation of the moments of the time of ruin. Zbl 1087.91028Drekic, Steve; Stafford, James E.; Willmot, Gordon E. 7 2004 The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. Zbl 1103.91369Lin, X. Sheldon; Willmot, Gordon E.; Drekic, Steve 112 2003 The Gerber-Shiu discounted penalty function in the stationary renewal risk model. Zbl 1072.91027Willmot, Gordon E.; Dickson, David C. M. 29 2003 On the density and moments of the time of ruin with exponential claims. Zbl 1062.60007Drekic, Steve; Willmot, Gordon E. 26 2003 A generalized defective renewal equation for the surplus process perturbed by diffusion. Zbl 1074.91563Tsai, Cary Chi-Liang; Willmot, Gordon E. 64 2002 Compound geometric residual lifetime distributions and the deficit at ruin. Zbl 1039.62097Willmot, Gordon E. 29 2002 On the moments of the surplus process perturbed by diffusion. Zbl 1063.91051Tsai, Cary Chi-Liang; Willmot, Gordon E. 18 2002 On higher-order properties of compound geometric distributions. Zbl 1013.62008Willmot, Gordon E. 12 2002 Transient analysis of some infinite server queues. Zbl 1270.60109Willmot, Gordon E.; Drekic, Steve 2 2002 Lundberg inequalities for renewal equations. Zbl 1003.60081Willmot, Gordon E.; Cai, Jun; Lin, X. Sheldon 20 2001 Aging and other distributional properties of discrete compound geometric distributions. Zbl 1025.62006Willmot, Gordon E.; Cai, Jun 7 2001 On the transient analysis of the \(M^X/M/\infty\) queue. Zbl 0991.90040Willmot, Gordon E.; Drekic, Steve 3 2001 The moments of the time of ruin, the surplus before ruin, and the deficit at ruin. Zbl 0971.91031Lin, X. Sheldon; Willmot, Gordon E. 81 2000 Lundberg approximations for compound distributions with insurance applications. Zbl 0962.62099Willmot, Gordon E.; Lin, X. Sheldon 49 2000 On evaluation of the conditional distribution of the deficit at the time of ruin. Zbl 0958.91029Willmot, Gordon E. 8 2000 On classes of lifetime distributions with unknown age. Zbl 0980.62009Willmot, Gordon E.; Cai, Jun 7 2000 Analysis of a defective renewal equation arising in ruin theory. Zbl 1028.91556Lin, X. Sheldon; Willmot, Gordon E. 86 1999 A Laplace transform representation in a class of renewal queueing and risk processes. Zbl 0942.60086Willmot, Gordon E. 15 1999 Loss models. From data to decisions. With assistance from: Gary G. Venter. Zbl 0905.62104Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. 106 1998 Exact and approximate properties of the distribution of surplus before and after ruin. Zbl 0914.90074Willmot, Gordon E.; Lin, X. Sheldon 23 1998 Exponential and scale mixtures and equilibrium distributions. Zbl 1076.62559Hesselager, Ole; Wang, Shaun; Willmot, Gordon E. 19 1998 On a class of approximations for ruin and waiting time probabilities. Zbl 0911.90172Willmot, Gordon E. 6 1998 Simplified bounds on the tails of compound distributions. Zbl 0882.60088Willmot, G. E.; Lin, Xiaodong 13 1997 Statistical independence and fractional age assumptions. With discussion and a reply by the author. Zbl 1080.62549Willmot, Gordon E. 12 1997 On the relationship between bounds on the tails of compound distributions. Zbl 0893.62106Willmot, Gordon E. 5 1997 Bounds for compound distributions based on mean residual lifetimes and equilibrium distributions. Zbl 0924.62110Willmot, Gordon E. 4 1997 Upper bounds for the tail of the compound negative binomial distribution. Zbl 0888.62105Willmot, Gordon E.; Lin, Xiaodong 1 1997 A non-exponential generalization of an inequality arising in queueing and insurance risk. Zbl 0848.60082Willmot, Gordon E. 5 1996 Bounds on the tails of convolutions of compound distributions. Zbl 0853.62082Willmot, Gordon E.; Lin, Xiaodong 3 1996 Refinements and distributional generalizations of Lundberg’s inequality. Zbl 0814.62070Willmot, Gordon E. 20 1994 Lundberg bounds on the tails of compound distributions. Zbl 0812.60084Willmot, Gordon E.; Lin, Xiaodong 12 1994 A note on parameters orthogonal to the mean. Zbl 0825.62355Willmot, G. E.; Sprott, D. A. 2 1994 Ruin probabilities in the compound binomial model. Zbl 0778.62099Willmot, Gordon E. 53 1993 On recursive evaluation of mixed Poisson probabilities and related quantities. Zbl 0796.62094Willmot, Gordon E. 24 1993 Asymptotic tail behaviour of Poisson mixtures with applications. Zbl 0696.60085Willmot, Gordon E. 10 1990 On the construction of a parameter orthogonal to the mean. Zbl 0711.62015Willmot, Gordon E. 4 1990 A mixed Poisson-inverse-Gaussian regression model. Zbl 0679.62051Dean, C.; Lawless, J. F.; Willmot, G. E. 39 1989 The total claims distribution under inflationary conditions. Zbl 0679.62094Willmot, Gordon E. 31 1989 Limiting tail behaviour of some discrete compound distributions. Zbl 0686.62092Willmot, Gordon E. 8 1989 On evaluation of the Delaporte distribution and related distributions. Zbl 0721.62019Willmot, Gordon E.; Sundt, Bjørn 8 1989 On posterior probabilities and moments in mixed Poisson processes. Zbl 0711.62093Willmot, Gordon E.; Sundt, Bjørn 3 1989 Further use of Shiu’s approach to the evaluation of ultimate ruin probabilities. Zbl 0675.62075Willmot, Gordon E. 12 1988 A remark on the Poisson-Pascal and some other contagious distributions. Zbl 0662.62011Willmot, Gordon E. 8 1988 A note on the equilibrium M/G/1 queue length. Zbl 0642.60081Willmot, Gordon E. 4 1988 Difference equation approaches in evaluation of compound distributions. Zbl 0613.62020Willmot, G. E.; Panjer, H. H. 14 1987 Approximations for stop-loss premiums. Zbl 0624.62097Teugels, Jozef L.; Willmot, G. 6 1987 On the probabilities of the log-zero-Poisson distribution. Zbl 0632.62012Willmot, Gordon E. 3 1987 Compound Poisson models in actuarial risk theory. Zbl 0525.62097Panjer, Harry H.; Willmot, Gordon E. 3 1983 all cited Publications top 5 cited Publications all top 5 Cited by 1,062 Authors 60 Willmot, Gordon E. 35 Landriault, David 34 Cheung, Eric C. K. 34 Zhang, Zhimin 30 Li, Shuanming 26 Yang, Hailiang 23 Dickson, David C. M. 22 Marceau, Étienne 22 Woo, Jae-Kyung 19 Gómez-Déniz, Emilio 18 Cossette, Hélène 17 Yang, Hu 16 Cai, Jun 16 Politis, Konstadinos 16 Tsai, Cary Chi-Liang 15 Albrecher, Hansjörg 15 Badescu, Andrei L. 15 Lin, X. Sheldon 14 Brazauskas, Vytaras 14 Drekic, Steve 14 Gerber, Hans U. 14 Psarrakos, Georgios 14 Sendova, Kristina P. 13 Calderín Ojeda, Enrique 12 Lu, Yi 12 Wu, Rong 11 Denuit, Michel M. 11 Ren, Jiandong 10 Hürlimann, Werner 10 Landsman, Zinoviy M. 10 Stanford, David A. 10 Yin, Chuancun 10 Yuen, Kam Chuen 9 Feng, Runhuan 9 Shiu, Elias S. W. 8 Avram, Florin 8 Bao, Zhenhua 8 Chadjiconstantinidis, Stathis 8 Furman, Edward 8 Guo, Junyi 8 Hu, Yijun 8 Léveillé, Ghislain 8 Nadarajah, Saralees 8 Sarabia, José María 8 Szynal, Dominik 7 Ahn, Jae Youn 7 Frostig, Esther 7 Gatto, Riccardo 7 Lefèvre, Claude 7 Miljkovic, Tatjana 7 Rabehasaina, Landy 7 Valdez, Emiliano A. 7 Vázquez Polo, Francisco José 7 Xie, Jiehua 7 Zou, Wei 6 Antonio, Katrien 6 Constantinescu, Corina D. 6 Egídio dos Reis, Alfredo D. 6 Frees, Edward W. 6 Jones, Bruce L. 6 Kim, Joseph Hyun Tae 6 Li, Bin 6 Palmowski, Zbigniew 6 Vernic, Raluca 6 Wang, Ruodu 6 Zitikis, Ričardas 5 Bhati, Deepesh 5 Gajek, Lesław 5 Hernández-Bastida, Agustin 5 Hong, Liang 5 Hu, Xiang 5 Jang, Jiwook 5 Karlis, Dimitris 5 Kim, Bara 5 Lee, Wing Yan 5 Liu, Zaiming 5 Makov, Udi E. 5 Papaioannou, Apostolos D. 5 Pitts, Susan M. 5 Šiaulys, Jonas 5 Su, Jianxi 5 Sundt, Bjørn Rosted 5 Thonhauser, Stefan 5 Verbelen, Roel 5 Xu, Di 5 Young, Virginia R. 4 Ahn, Soohan 4 Beirlant, Jan 4 Boucher, Jean-Philippe 4 Cha, Ji Hwan 4 Chen, Mi 4 Chi, Yichun 4 Dean, Charmaine B. 4 Gao, Jianwei 4 Guillen, Montserrat 4 Jiang, Wuyuan 4 Liu, Chaolin 4 Lkabous, Mohamed Amine 4 Martin, Ryan R. 4 Oh, Rosy ...and 962 more Authors all top 5 Cited in 139 Serials 294 Insurance Mathematics & Economics 107 Scandinavian Actuarial Journal 84 North American Actuarial Journal 42 Journal of Computational and Applied Mathematics 42 Statistics & Probability Letters 36 Communications in Statistics. 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New Series 1 Tatra Mountains Mathematical Publications 1 Test 1 SIAM Journal on Scientific Computing 1 Mathematical Methods of Statistics 1 Computational and Applied Mathematics ...and 39 more Serials all top 5 Cited in 29 Fields 783 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 580 Statistics (62-XX) 515 Probability theory and stochastic processes (60-XX) 39 Numerical analysis (65-XX) 34 Operations research, mathematical programming (90-XX) 27 Integral equations (45-XX) 20 Systems theory; control (93-XX) 17 Integral transforms, operational calculus (44-XX) 11 Computer science (68-XX) 5 Partial differential equations (35-XX) 4 Special functions (33-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 3 Real functions (26-XX) 2 Ordinary differential equations (34-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Geophysics (86-XX) 1 Combinatorics (05-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Difference and functional equations (39-XX) 1 Approximations and expansions (41-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 Biology and other natural sciences (92-XX) 1 Information and communication theory, circuits (94-XX) 1 Mathematics education (97-XX) Citations by Year