The following pages link to Gordon E. Willmot (Q194471):
Displaying 50 items.
- On the analysis of a class of loss models incorporating time dependence (Q362057) (← links)
- (Q578832) (redirect page) (← links)
- Approximations for stop-loss premiums (Q578833) (← links)
- Compound Poisson models in actuarial risk theory (Q585633) (← links)
- Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions (Q654814) (← links)
- Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts (Q659179) (← links)
- Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models (Q659190) (← links)
- Distributional analysis of a generalization of the Pólya process (Q661268) (← links)
- Surplus analysis of Sparre Andersen insurance risk processes (Q680027) (← links)
- Ruin probabilities in the compound binomial model (Q689578) (← links)
- The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function (Q704410) (← links)
- The compound Poisson surplus model with interest and liquid reserves: Analysis of the Gerber-Shiu discounted penalty function (Q835683) (← links)
- A note on a class of delayed renewal risk processes (Q868319) (← links)
- On a risk model with claim investigation (Q896741) (← links)
- A note on order statistics in the mixed Erlang case (Q900524) (← links)
- On the analysis of ruin-related quantities in the delayed renewal risk model (Q903333) (← links)
- On the discounted penalty function in the renewal risk model with general interclaim times (Q997079) (← links)
- On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution (Q998274) (← links)
- A remark on the Poisson-Pascal and some other contagious distributions (Q1113564) (← links)
- Further use of Shiu's approach to the evaluation of ultimate ruin probabilities (Q1122285) (← links)
- Limiting tail behaviour of some discrete compound distributions (Q1262682) (← links)
- On a class of approximations for ruin and waiting time probabilities (Q1267184) (← links)
- Exact and approximate properties of the distribution of surplus before and after ruin (Q1276462) (← links)
- Refinements and distributional generalizations of Lundberg's inequality (Q1341326) (← links)
- On the relationship between bounds on the tails of compound distributions (Q1381146) (← links)
- Bounds for compound distributions based on mean residual lifetimes and equilibrium distributions (Q1381471) (← links)
- Aging and other distributional properties of discrete compound geometric distributions (Q1413274) (← links)
- A generalized defective renewal equation for the surplus process perturbed by diffusion. (Q1413299) (← links)
- Compound geometric residual lifetime distributions and the deficit at ruin. (Q1413328) (← links)
- On the moments of the surplus process perturbed by diffusion. (Q1413363) (← links)
- The Gerber-Shiu discounted penalty function in the stationary renewal risk model. (Q1413408) (← links)
- The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (Q1423339) (← links)
- Symbolic calculation of the moments of the time of ruin. (Q1430676) (← links)
- The moments of the time of ruin, the surplus before ruin, and the deficit at ruin (Q1584582) (← links)
- Lundberg approximations for compound distributions with insurance applications (Q1589920) (← links)
- (Q1819486) (redirect page) (← links)
- Difference equation approaches in evaluation of compound distributions (Q1819487) (← links)
- Bounds on the tails of convolutions of compound distributions (Q1921980) (← links)
- Analysis of a defective renewal equation arising in ruin theory (Q1962817) (← links)
- Remarks on a generalized inverse Gaussian type integral with applications (Q2148080) (← links)
- Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps (Q2333191) (← links)
- On a partial integrodifferential equation of Seal's type (Q2347058) (← links)
- A note on the convexity of ruin probabilities (Q2397848) (← links)
- On the analysis of a general class of dependent risk processes (Q2444713) (← links)
- An adaptive premium policy with a Bayesian motivation in the classical risk model (Q2445348) (← links)
- Monotonicity and aging properties of random sums (Q2485550) (← links)
- The preservation of classes of discrete distributions under convolution and mixing (Q2492182) (← links)
- On the analysis of time dependent claims in a class of birth process claim count models (Q2513632) (← links)
- On the moments of the time to ruin in dependent Sparre Andersen models with emphasis on Coxian interclaim times (Q2514601) (← links)
- On Evaluation of the Conditional Distribution of the Deficit at the Time of Ruin (Q2703236) (← links)
