Gordon Willmot
Gordon Willmot
Verified email at uwaterloo.ca - Homepage
Title
Cited by
Cited by
Year
Loss models: from data to decisions
SA Klugman, HH Panjer, GE Willmot
John Wiley & Sons, 2012
24262012
Insurance risk models
HH Panjer, GE Willmot
6501992
Lundberg approximations for compound distributions with insurance applications
GE Willmot, XS Lin, XS Lin
Springer Science & Business Media, 2001
3092001
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
3012003
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
2131999
The Poisson-inverse Gaussian distribution as an alternative to the negative binomial
GE Willmot
Scandinavian Actuarial Journal 1987 (3-4), 113-127, 1987
1991987
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
1892000
A mixed poisson–inverse‐gaussian regression model
C Dean, JF Lawless, GE Willmot
Canadian Journal of Statistics 17 (2), 171-181, 1989
1771989
Ruin probabilities in the compound binomial model
GE Willmot
Insurance: Mathematics and Economics 12 (2), 133-142, 1993
1631993
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
1492002
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
1022007
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
1002005
On the class of Erlang mixtures with risk theoretic applications
GE Willmot, JK Woo
North American Actuarial Journal 11 (2), 99-115, 2007
982007
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
852004
On recursive evaluation of mixed Poisson probabilities and related quantities
GE Willmot
Scandinavian Actuarial Journal 1993 (2), 114-133, 1993
831993
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
802010
Sundt and Jewell's family of discrete distributions
G Willmot
ASTIN Bulletin: The Journal of the IAA 18 (1), 17-29, 1988
801988
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
792003
The total claims distribution under inflationary conditions
GE Willmot
Scandinavian Actuarial Journal 1989 (1), 1-12, 1989
771989
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