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1

[Lecture Notes in Statistics] Lundberg Approximations for Compound Distributions with Insurance Applications Volume 156 || Defective renewal equations

Willmot, Gordon E., Lin, X. Sheldon

Year:

2001

Language:

english

File:

PDF, 2.14 MB

english, 2001

2

A generalized defective renewal equation for the surplus process perturbed by diffusion

Cary Chi-Liang Tsai, Gordon E. Willmot

Journal:

Insurance: Mathematics and Economics

Year:

2002

Language:

english

File:

PDF, 144 KB

english, 2002

3

The moments of the time of ruin, the surplus before ruin, and the deficit at ruin

X.Sheldon Lin, Gordon E. Willmot

Journal:

Insurance: Mathematics and Economics

Year:

2000

Language:

english

File:

PDF, 180 KB

english, 2000

4

Analysis of a defective renewal equation arising in ruin theory

X.Sheldon Lin, Gordon E. Willmot

Journal:

Insurance: Mathematics and Economics

Year:

1999

Language:

english

File:

PDF, 165 KB

english, 1999

5

The Poisson-Inverse Gaussian distribution as an alternative to the negative binomial

Willmot, Gordon E.

Journal:

Scandinavian Actuarial Journal

Year:

1987

Language:

english

File:

PDF, 568 KB

english, 1987

6

A note on the convexity of ruin probabilities

Landriault, David, Li, Bin, Loke, Sooie-Hoe, Willmot, Gordon E., Xu, Di

Journal:

Insurance: Mathematics and Economics

Year:

2017

Language:

english

File:

PDF, 346 KB

english, 2017

7

Lundberg inequalities for renewal equations

Willmot, Gordon E., Cai, Jun, Lin, X. Sheldon

Journal:

Advances in Applied Probability

Year:

2001

Language:

english

File:

PDF, 153 KB

english, 2001

8

On the analysis of ruin-related quantities in the delayed renewal risk model

Kim, So-Yeun, Willmot, Gordon E.

Journal:

Insurance: Mathematics and Economics

Year:

2016

Language:

english

File:

PDF, 414 KB

english, 2016

9

[Wiley Series in Probability and Statistics] Loss Models (From Data to Decisions) || Characteristics of Actuarial Models

Klugman, Stuart A., Panjer, Harry H., Willmot, Gordon E.

Year:

2008

Language:

english

File:

PDF, 693 KB

english, 2008

10

Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions

David Landriault, Tianxiang Shi, Gordon E. Willmot

Journal:

Insurance: Mathematics and Economics

Year:

2011

Language:

english

File:

PDF, 258 KB

english, 2011

11

Structural properties of Gerber–Shiu functions in dependent Sparre Andersen models

Eric C.K. Cheung, David Landriault, Gordon E. Willmot, Jae-Kyung Woo

Journal:

Insurance: Mathematics and Economics

Year:

2010

Language:

english

File:

PDF, 1.83 MB

english, 2010

12

On Applications of Residual Lifetimes of Compound Geometric Convolutions

Gordon E. Willmot and Jun Cai

Journal:

Journal of Applied Probability

Year:

2004

Language:

english

File:

PDF, 323 KB

english, 2004

13

Compound geometric residual lifetime distributions and the deficit at ruin

Gordon E. Willmot

Journal:

Insurance: Mathematics and Economics

Year:

2002

Language:

english

File:

PDF, 187 KB

english, 2002

14

Equilibrium compound distributions and stop-loss moments

Willmot, Gordon E., Drekic *, Steve, Cai, Jun

Journal:

Scandinavian Actuarial Journal

Year:

2005

Language:

english

File:

PDF, 206 KB

english, 2005

15

Characterization, Robustness, and Aggregation of Signed Choquet Integrals

Wang, Ruodu, Wei, Yunran, Willmot, Gordon E.

Journal:

Mathematics of Operations Research

Year:

2020

File:

PDF, 815 KB

2020

16

Symbolic calculation of the moments of the time of ruin

Steve Drekic, James E. Stafford, Gordon E. Willmot

Journal:

Insurance: Mathematics and Economics

Year:

2004

Language:

english

File:

PDF, 169 KB

english, 2004

17

The moments of the time to ruin in dependent Sparre Andersen models with Coxian claim sizes

Lee, Wing Yan, Willmot, Gordon E.

Journal:

Scandinavian Actuarial Journal

Year:

2014

Language:

english

File:

PDF, 432 KB

english, 2014

18

On higher-order properties of compound geometric distributions

Willmot, Gordon E.

Journal:

Journal of Applied Probability

Year:

2002

Language:

english

File:

PDF, 201 KB

english, 2002

19

On applications of residual lifetimes of compound geometric convolutions

Willmot, Gordon E., Cai, Jun

Journal:

Journal of Applied Probability

Year:

2004

Language:

english

File:

PDF, 146 KB

english, 2004

20

Lundberg Bounds on the Tails of Compound Distributions

Gordon E. Willmot and Xiaodong Lin

Journal:

Journal of Applied Probability

Year:

1994

Language:

english

File:

PDF, 994 KB

english, 1994

21

On higher-order properties of compound geometric distributions

Willmot, Gordon E.

Journal:

Journal of Applied Probability

Year:

2002

Language:

english

File:

PDF, 166 KB

english, 2002

22

On the moments of the surplus process perturbed by diffusion

Cary Chi-Liang Tsai, Gordon E. Willmot

Journal:

Insurance: Mathematics and Economics

Year:

2002

Language:

english

File:

PDF, 284 KB

english, 2002

23

A Note on the Convexity of Ruin Probabilities

Landriault, David, Li, Bin, Loke, Sooie-Hoe, Willmot, Gordon, Xu, Di

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 330 KB

english, 2017

24

Computational aspects of recursive evaluation of compound distributions

Harry H. Panjer, Gordon E. Willmot

Journal:

Insurance: Mathematics and Economics

Year:

1986

Language:

english

File:

PDF, 359 KB

english, 1986

25

The deficit at ruin in the stationary renewal risk model

Willmot, Gordon

Journal:

Scandinavian Actuarial Journal

Year:

2004

Language:

english

File:

PDF, 188 KB

english, 2004

26

The Density of the Time to Ruin in the Classical Poisson Risk Model

Dickson, David C.M., Willmot, Gordon E.

Journal:

Year:

2005

Language:

english

File:

PDF, 180 KB

english, 2005

27

“Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately before and at Ruin under the Sparre Andersen Model”, Andrew C. Y. Ng and Hailiang Yang, April 2005

Dickson, David C. M., Drekic, Steve, Stanford, David A., Willmot, Gordon E.

Journal:

North American Actuarial Journal

Year:

2006

Language:

english

File:

PDF, 78 KB

english, 2006

28

Gerber–Shiu analysis with a generalized penalty function

Cheung, Eric C.K., Landriault, David, Willmot, Gordon E., Woo, Jae-Kyung

Journal:

Scandinavian Actuarial Journal

Year:

2010

Language:

english

File:

PDF, 175 KB

english, 2010

29

Lundberg inequalities for renewal equations

Willmot, Gordon E., Cai, Jun, Lin, X. Sheldon

Journal:

Advances in Applied Probability

Year:

2001

Language:

english

File:

PDF, 152 KB

english, 2001

30

On the discounted penalty function in the renewal risk model with general interclaim times

Gordon E. Willmot

Journal:

Insurance: Mathematics and Economics

Year:

2007

Language:

english

File:

PDF, 314 KB

english, 2007

31

Ruin probabilities in the compound binomial model

Gordon E. Willmot

Journal:

Insurance: Mathematics and Economics

Year:

1993

Language:

english

File:

PDF, 575 KB

english, 1993

32

Bounds for compound distributions based on mean residual lifetimes and equilibrium distributions

Gordon E. Willmot

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 1.05 MB

english, 1997

33

Bounds on the tails of convolutions of compound distributions

Gordon E. Willmot, Xiaodong Lin

Journal:

Insurance: Mathematics and Economics

Year:

1996

Language:

english

File:

PDF, 379 KB

english, 1996

34

Monotonicity and aging properties of random sums

Jun Cai, Gordon E. Willmot

Journal:

Statistics & Probability Letters

Year:

2005

Language:

english

File:

PDF, 236 KB

english, 2005

35

On the expectation of total discounted operating costs up to default and its applications

Cai, Jun, Feng, Runhuan, Willmot, Gordon E.

Journal:

Advances in Applied Probability

Year:

2009

File:

PDF, 235 KB

2009

36

On series expansions for scale functions and other ruin-related quantities

Landriault, David, Willmot, Gordon E.

Journal:

Scandinavian Actuarial Journal

Year:

2019

Language:

english

File:

PDF, 1.29 MB

english, 2019

37

A note on order statistics in the mixed Erlang case

Landriault, David, Moutanabbir, Khouzeima, Willmot, Gordon E.

Journal:

Statistics & Probability Letters

Year:

2015

Language:

english

File:

PDF, 347 KB

english, 2015

38

The classical risk model with a constant dividend barrier: analysis of the Gerber–Shiu discounted penalty function

X. Sheldon Lin, Gordon E. Willmot, Steve Drekic

Journal:

Insurance: Mathematics and Economics

Year:

2003

Language:

english

File:

PDF, 174 KB

english, 2003

39

The Compound Poisson Surplus Model with Interest and Liquid Reserves: Analysis of the Gerber–Shiu Discounted Penalty Function

Jun Cai, Runhuan Feng, Gordon E. Willmot

Journal:

Methodology and Computing in Applied Probability

Year:

2009

Language:

english

File:

PDF, 440 KB

english, 2009

40

On the relationship between bounds on the tails of compound distributions

Gordon E. Willmot

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 338 KB

english, 1997

41

Lundberg Inequalities for Renewal Equations

Gordon E. Willmot, Jun Cai and X. Sheldon Lin

Journal:

Advances in Applied Probability

Year:

2001

Language:

english

File:

PDF, 1.36 MB

english, 2001

42

Analysis of the Compound Poisson Surplus Model with Liquid Reserves, Interest and Dividends

CAI, Jun, FENG, Runhuan, WILLMOT, Gordon E.

Journal:

Year:

2009

Language:

english

File:

PDF, 597 KB

english, 2009

43

Refinements and distributional generalizations of Lundberg's inequality

Gordon E. Willmot

Journal:

Insurance: Mathematics and Economics

Year:

1994

Language:

english

File:

PDF, 963 KB

english, 1994

44

ON CLASSES OF LIFETIME DISTRIBUTIONS WITH UNKNOWN AGE

Willmot, Gordon E., Cai, Jun

Journal:

Probability in the Engineering and Informational Sciences

Year:

2000

Language:

english

File:

PDF, 88 KB

english, 2000

45

Surplus Analysis of Sparre Andersen Insurance Risk Processes ||

Willmot, Gordon E., Woo, Jae-Kyung

Year:

2017

Language:

english

File:

PDF, 2.89 MB

english, 2017

46

[Wiley Series in Probability and Statistics] Loss Models (From Data to Decisions) || Frequency and Severity with Coverage Modifications

Klugman, Stuart A., Panjer, Harry H., Willmot, Gordon E.

Year:

2008

Language:

english

File:

PDF, 1.09 MB

english, 2008

47

[Wiley Series in Probability and Statistics] Loss Models (From Data to Decisions) || Discrete-Time Ruin Models

Klugman, Stuart A., Panjer, Harry H., Willmot, Gordon E.

Year:

2008

Language:

english

File:

PDF, 619 KB

english, 2008

48

Optimal Reciprocal Reinsurance Treaties Under the Joint Survival Probability and the Joint Profitable Probability

Jun Cai, Ying Fang, Zhi Li, Gordon E. Willmot

Journal:

Journal of Risk and Insurance

Year:

2012

Language:

english

File:

PDF, 649 KB

english, 2012

49

Further use of Shiu's approach to the evaluation of ultimate ruin probabilities

Gordon E. Willmot

Journal:

Insurance: Mathematics and Economics

Year:

1988

Language:

english

File:

PDF, 457 KB

english, 1988

50

Asymptotic Tail Behaviour of Poisson Mixtures with Applications

Gordon E. Willmot

Journal:

Advances in Applied Probability

Year:

1990

Language:

english

File:

PDF, 1.07 MB

english, 1990

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