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51

On the Distribution of the Deficit at Ruin when Claims are Phase-type

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

Journal:

Scandinavian Actuarial Journal

Year:

2004

Language:

english

File:

PDF, 144 KB

english, 2004

52

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

53

The proper distribution function of the deficit in the delayed renewal risk model

Kim, So-Yeun, Willmot, Gordon E.

Journal:

Scandinavian Actuarial Journal

Year:

2011

Language:

english

File:

PDF, 205 KB

english, 2011

54

[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

55

[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

56

On the analysis of time dependent claims in a class of birth process claim count models

Landriault, David, Willmot, Gordon E., Xu, Di

Journal:

Insurance: Mathematics and Economics

Year:

2014

Language:

english

File:

PDF, 400 KB

english, 2014

57

Parameter Orthogonality for a Family of Discrete Distributions

Willmot, Gordon E.

Journal:

Journal of the American Statistical Association

Year:

1988

Language:

english

File:

PDF, 470 KB

english, 1988

58

A note on deficit analysis in dependency models involving Coxian claim amounts

Landriault, David, Lee, Wing Yan, Willmot, Gordon E., Woo, Jae-Kyung

Journal:

Scandinavian Actuarial Journal

Year:

2014

Language:

english

File:

PDF, 319 KB

english, 2014

59

A Non-Exponential Generalization of an Inequality Arising in Queueing and Insurance Risk

Gordon E. Willmot

Journal:

Journal of Applied Probability

Year:

1996

Language:

english

File:

PDF, 665 KB

english, 1996

60

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

61

On Higher-Order Properties of Compound Geometric Distributions

Gordon E. Willmot

Journal:

Journal of Applied Probability

Year:

2002

Language:

english

File:

PDF, 1.53 MB

english, 2002

62

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

63

On the Density and Moments of the Time of Ruin with Exponential Claims

Drekic, Steve, Willmot, Gordon E.

Journal:

Year:

2003

Language:

english

File:

PDF, 284 KB

english, 2003

64

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

Language:

english

File:

PDF, 224 KB

english, 2009

65

A laplace transform representation in a class of renewal queueing and risk processes

Willmot, Gordon E.

Journal:

Journal of Applied Probability

Year:

1999

Language:

english

File:

PDF, 186 KB

english, 1999

66

Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps

Cheung, Eric C.K., Liu, Haibo, Willmot, Gordon E.

Journal:

Applied Mathematics and Computation

Year:

2018

Language:

english

File:

PDF, 1.17 MB

english, 2018

67

Lundberg bounds on the tails of compound distributions

Willmot, Gordon E., Lin, Xiaodong

Journal:

Journal of Applied Probability

Year:

1994

Language:

english

File:

PDF, 1.14 MB

english, 1994

68

A remark on the poisson-pascal and some other contagious distributions

Gordon E. Willmot

Journal:

Statistics & Probability Letters

Year:

1988

Language:

english

File:

PDF, 230 KB

english, 1988

69

Compound poisson models in actuarial risk theory

Harry H. Panjer, Gordon E. Willmot

Journal:

Journal of Econometrics

Year:

1983

Language:

english

File:

PDF, 660 KB

english, 1983

70

A note on a class of delayed renewal risk processes

Gordon E. Willmot

Journal:

Insurance: Mathematics and Economics

Year:

2004

Language:

english

File:

PDF, 94 KB

english, 2004

71

Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts

Gordon E. Willmot, Jae-Kyung Woo

Journal:

Insurance: Mathematics and Economics

Year:

2010

Language:

english

File:

PDF, 1.82 MB

english, 2010

72

Distributional analysis of a generalization of the Polya process

Gordon E. Willmot

Journal:

Insurance: Mathematics and Economics

Year:

2010

Language:

english

File:

PDF, 229 KB

english, 2010

73

The Gerber–Shiu discounted penalty function in the stationary renewal risk model

Gordon E. Willmot, David C.M. Dickson

Journal:

Insurance: Mathematics and Economics

Year:

2003

Language:

english

File:

PDF, 108 KB

english, 2003

74

The preservation of classes of discrete distributions under convolution and mixing

Kristina P. Pavlova, Jun Cai, Gordon E. Willmot

Journal:

Insurance: Mathematics and Economics

Year:

2006

Language:

english

File:

PDF, 230 KB

english, 2006

75

On a class of approximations for ruin and waiting time probabilities

Gordon E. Willmot

Journal:

Operations Research Letters

Year:

1998

Language:

english

File:

PDF, 89 KB

english, 1998

76

On the analysis of a general class of dependent risk processes

Gordon E. Willmot, Jae-Kyung Woo

Journal:

Insurance: Mathematics and Economics

Year:

2012

Language:

english

File:

PDF, 258 KB

english, 2012

77

[Wiley Series in Probability and Statistics] Loss Models (From Data to Decisions) || Discrete Distributions and Processes

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

Year:

2008

Language:

english

File:

PDF, 2.82 MB

english, 2008

78

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

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

Year:

2008

Language:

english

File:

PDF, 1.04 MB

english, 2008

79

[Wiley Series in Probability and Statistics] Loss Models (From Data to Decisions) || Basic Distributional Quantities

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

Year:

2008

Language:

english

File:

PDF, 1.65 MB

english, 2008

80

[Wiley Series in Probability and Statistics] Loss Models (From Data to Decisions) || Random Variables

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

Year:

2008

Language:

english

File:

PDF, 787 KB

english, 2008

81

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

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

Year:

2008

Language:

english

File:

PDF, 518 KB

english, 2008

82

[Wiley Series in Probability and Statistics] Loss Models (From Data to Decisions) || Model Selection

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

Year:

2008

Language:

english

File:

PDF, 1.82 MB

english, 2008

83

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

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

Year:

2008

Language:

english

File:

PDF, 1.65 MB

english, 2008

84

[Wiley Series in Probability and Statistics] Loss Models (From Data to Decisions) || Parameter Estimation

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

Year:

2008

Language:

english

File:

PDF, 3.19 MB

english, 2008

85

[Lecture Notes in Statistics] Lundberg Approximations for Compound Distributions with Insurance Applications Volume 156 || The severity of ruin

Willmot, Gordon E., Lin, X. Sheldon

Year:

2001

Language:

english

File:

PDF, 1.71 MB

english, 2001

86

[Lecture Notes in Statistics] Lundberg Approximations for Compound Distributions with Insurance Applications Volume 156 || Renewal risk processes

Willmot, Gordon E., Lin, X. Sheldon

Year:

2001

Language:

english

File:

PDF, 1.86 MB

english, 2001

87

On the analysis of a class of loss models incorporating time dependence

Ling Guo, David Landriault, Gordon E. Willmot

Journal:

European Actuarial Journal

Year:

2013

Language:

english

File:

PDF, 357 KB

english, 2013

88

Parameter Orthogonality for a Family of Discrete Distributions

Gordon E. Willmot

Journal:

Journal of the American Statistical Association

Year:

1988

Language:

english

File:

PDF, 797 KB

english, 1988

89

Exponential and scale mixtures and equilibrium distributions

Hesselager, Ole, Wang, Shaun, Willmot, Gordon

Journal:

Scandinavian Actuarial Journal

Year:

1998

Language:

english

File:

PDF, 659 KB

english, 1998

90

On the moments of the time to ruin in dependent Sparre Andersen models with emphasis on Coxian interclaim times

Lee, Wing Yan, Willmot, Gordon E.

Journal:

Insurance: Mathematics and Economics

Year:

2014

Language:

english

File:

PDF, 456 KB

english, 2014

91

On evaluation of the Delaporte distribution and related distributions

Willmot, Gordon E., Sundt, Bjørn

Journal:

Scandinavian Actuarial Journal

Year:

1989

Language:

english

File:

PDF, 479 KB

english, 1989

92

On the Moments of the Time of Ruin with Applications to Phase-Type Claims

Drekic, Steve, Willmot, Gordon E.

Journal:

North American Actuarial Journal

Year:

2005

Language:

english

File:

PDF, 365 KB

english, 2005

93

On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model

Landriault, David, Willmot, Gordon E.

Journal:

North American Actuarial Journal

Year:

2009

Language:

english

File:

PDF, 318 KB

english, 2009

94

On mixing, compounding, and tail properties of a class of claim number distributions

Willmot, Gordon E.

Journal:

Scandinavian Actuarial Journal

Year:

2013

Language:

english

File:

PDF, 400 KB

english, 2013

95

SOME DISTRIBUTIONAL PROPERTIES OF A CLASS OF COUNTING DISTRIBUTIONS WITH CLAIMS ANALYSIS APPLICATIONS

Willmot, Gordon E., Woo, Jae-Kyung

Journal:

Year:

2013

Language:

english

File:

PDF, 339 KB

english, 2013

96

On a partial integrodifferential equation of Seal’s type

Willmot, Gordon E.

Journal:

Insurance: Mathematics and Economics

Year:

2015

Language:

english

File:

PDF, 410 KB

english, 2015

97

The total claims distribution under inflationary conditions

Willmot, Gordon E.

Journal:

Scandinavian Actuarial Journal

Year:

1989

Language:

english

File:

PDF, 508 KB

english, 1989

98

ON SOME PROPERTIES OF A CLASS OF MULTIVARIATE ERLANG MIXTURES WITH INSURANCE APPLICATIONS

Willmot, Gordon E., Woo, Jae-Kyung

Journal:

Year:

2015

Language:

english

File:

PDF, 326 KB

english, 2015

99

On Evaluation of the Conditional Distribution of the Deficit at the Time of Ruin

Willmot, Gordon E.

Journal:

Scandinavian Actuarial Journal

Year:

2000

Language:

english

File:

PDF, 249 KB

english, 2000

100

On a risk model with claim investigation

Huynh, Mirabelle, Landriault, David, Shi, Tianxiang, Willmot, Gordon E.

Journal:

Insurance: Mathematics and Economics

Year:

2015

Language:

english

File:

PDF, 330 KB

english, 2015