Loss Models: From Data to Decisions
Stuart A. Klugman;Harry H. Panjer;Gordon E. Willmot.
(1998)
Insurance risk models
Patrick L. Brockett;Harry H. Panjer;Gordon E. Willmot.
(1992)
Lundberg Approximations for Compound Distributions with Insurance Applications
Gordon E. Willmot;X. Sheldon Lin.
(2011)
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.
Insurance Mathematics & Economics (2003)
Analysis of a defective renewal equation arising in ruin theory
X.Sheldon Lin;Gordon E. Willmot.
Insurance Mathematics & Economics (1999)
The Poisson-Inverse Gaussian distribution as an alternative to the negative binomial
Gordon E. Willmot.
Scandinavian Actuarial Journal (1987)
The moments of the time of ruin, the surplus before ruin, and the deficit at ruin
X.Sheldon Lin;Gordon E. Willmot.
Insurance Mathematics & Economics (2000)
A mixed poisson–inverse‐gaussian regression model
C. Dean;J. F. Lawless;G. E. Willmot.
Canadian Journal of Statistics-revue Canadienne De Statistique (1989)
Ruin probabilities in the compound binomial model
Gordon E. Willmot.
Insurance Mathematics & Economics (1993)
A generalized defective renewal equation for the surplus process perturbed by diffusion
Cary Chi-Liang Tsai;Gordon E. Willmot.
Insurance Mathematics & Economics (2002)
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