Loss models: from data to decisions SA Klugman, HH Panjer, GE Willmot John Wiley & Sons, 2012 | 2426 | 2012 |

Insurance risk models HH Panjer, GE Willmot | 650 | 1992 |

Lundberg approximations for compound distributions with insurance applications GE Willmot, XS Lin, XS Lin Springer Science & Business Media, 2001 | 309 | 2001 |

The classical risk model with a constant dividend barrier: analysis of the Gerber–Shiu discounted penalty function XS Lin, GE Willmot, S Drekic Insurance: Mathematics and Economics 33 (3), 551-566, 2003 | 301 | 2003 |

Industrial organization and manufacturing competitiveness in developing countries J Humphrey Kidlington (United Kingdom) Elsevier Science, 1995 | 239* | 1995 |

Analysis of a defective renewal equation arising in ruin theory XS Lin, GE Willmot Insurance: Mathematics and Economics 25 (1), 63-84, 1999 | 213 | 1999 |

The Poisson-inverse Gaussian distribution as an alternative to the negative binomial GE Willmot Scandinavian Actuarial Journal 1987 (3-4), 113-127, 1987 | 199 | 1987 |

The moments of the time of ruin, the surplus before ruin, and the deficit at ruin XS Lin, GE Willmot Insurance: Mathematics and Economics 27 (1), 19-44, 2000 | 189 | 2000 |

A mixed poisson–inverse‐gaussian regression model C Dean, JF Lawless, GE Willmot Canadian Journal of Statistics 17 (2), 171-181, 1989 | 177 | 1989 |

Ruin probabilities in the compound binomial model GE Willmot Insurance: Mathematics and Economics 12 (2), 133-142, 1993 | 163 | 1993 |

A generalized defective renewal equation for the surplus process perturbed by diffusion CCL Tsai, GE Willmot Insurance: Mathematics and Economics 30 (1), 51-66, 2002 | 149 | 2002 |

On the discounted penalty function in the renewal risk model with general interclaim times GE Willmot Insurance: Mathematics and Economics 41 (1), 17-31, 2007 | 102 | 2007 |

The density of the time to ruin in the classical Poisson risk model DCM Dickson, GE Willmot ASTIN Bulletin: The Journal of the IAA 35 (1), 45-60, 2005 | 100 | 2005 |

On the class of Erlang mixtures with risk theoretic applications GE Willmot, JK Woo North American Actuarial Journal 11 (2), 99-115, 2007 | 98 | 2007 |

The discrete stationary renewal risk model and the Gerber–Shiu discounted penalty function KP Pavlova, GE Willmot Insurance: Mathematics and Economics 35 (2), 267-277, 2004 | 85 | 2004 |

On recursive evaluation of mixed Poisson probabilities and related quantities GE Willmot Scandinavian Actuarial Journal 1993 (2), 114-133, 1993 | 83 | 1993 |

Structural properties of Gerber–Shiu functions in dependent Sparre Andersen models ECK Cheung, D Landriault, GE Willmot, JK Woo Insurance: Mathematics and Economics 46 (1), 117-126, 2010 | 80 | 2010 |

Sundt and Jewell's family of discrete distributions G Willmot ASTIN Bulletin: The Journal of the IAA 18 (1), 17-29, 1988 | 80 | 1988 |

The Gerber–Shiu discounted penalty function in the stationary renewal risk model GE Willmot, DCM Dickson Insurance: Mathematics and Economics 32 (3), 403-411, 2003 | 79 | 2003 |

The total claims distribution under inflationary conditions GE Willmot Scandinavian Actuarial Journal 1989 (1), 1-12, 1989 | 77 | 1989 |