Gordon E. Willmot

Management Science and Operations Research · 2000–2013

A researcher in the Science corpus: 17 papers; trusts 18 researchers and is trusted by 34 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 39 citations into it; #721 of 11,946 by trust here, #903 by citations
• Statistics and Probability — 29 citations into it; #1,577 of 12,932 by trust here, #1,728 by citations
• Demography — 22 citations into it; #159 of 4,236 by trust here, #302 by citations
• Finance — 15 citations into it; #7,438 of 10,518 by trust here, #9,027 by citations
• Artificial Intelligence — 10 citations into it; #11,910 of 35,345 by trust here, #21,316 by citations
• Economics and Econometrics — 7 citations into it; #11,947 of 23,481 by trust here, #15,581 by citations

Whom Gordon E. Willmot trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Tomasz Rolski
2. Paul Embrechts
3. Shuanming Li
4. Jun Cai
5. Rüdiger Frey
6. José Garrido
7. D. Dickson
8. Steve Drekic
9. Daniel Dufresne
10. H. Asa

Who trusts Gordon E. Willmot overall

1. Kristina P. Pavlova
2. D. Dickson
3. Simon C. K. Lee Asa
4. Eric C. K. Cheung
5. Shuanming Li
6. Andreas E. Kyprianou
7. David Landriault
8. Andrei L. Badescu
9. Roel Verbelen
10. X. Lin

Papers from Gordon E. Willmot's perspective

Ordered by how strongly the researchers Gordon E. Willmot trusts endorse each paper. Same corpus, a different order for every researcher.

1. Handbook of Mathematical Functions With Formulas, Graphs and Mathematical Tables (National Bureau of Standards Applied Mathematics Series No. 55)
2. Stochastic processes in insurance and finance
3. The moments of the time of ruin, the surplus before ruin, and the deficit at ruin
4. A decomposition of the ruin probability for the risk process perturbed by diffusion
5. Lundberg Approximations for Compound Distributions With Insurance Applications
6. Overshoots and undershoots of Lèvy processes
7. Kendall's advanced theory of statistics
8. On a risk model with dependence between interclaim arrivals and claim sizes
9. Dependent Risk Models with Bivariate Phase-Type Distributions (Journal of Applied Probability)
10. On the Gerber–Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution

Their papers

• The moments of the time of ruin, the surplus before ruin, and the deficit at ruin (2000) — 163 citations
• The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function (2003) — 240 citations
• On the Density and Moments of the Time of Ruin with Exponential Claims (2003) — 60 citations
• Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models (2010) — 89 citations
• On the Gerber–Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution (2008) — 78 citations
• A generalized defective renewal equation for the surplus process perturbed by diffusion (2002) — 116 citations
• The Gerber-Shiu discounted penalty function in the stationary renewal risk model (2003) — 61 citations
• On the Class of Erlang Mixtures with Risk Theoretic Applications (2007) — 104 citations
• Optimal Reciprocal Reinsurance Treaties Under the Joint Survival Probability and the Joint Profitable Probability (2013) — 77 citations
• Risk modelling with the mixed Erlang distribution (2011) — 77 citations
• On the discounted penalty function in the renewal risk model with general interclaim times (2007) — 110 citations
• The Density of the Time to Ruin in the Classical Poisson Risk Model (2005) — 89 citations
• On recursive evaluation of mixed poisson probabilities and related quantities (2011) — 54 citations
• Loss Models: From Data to Decisions, 2nd edition (2004) — 116 citations
• The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function (2004) — 65 citations
• Compound geometric residual lifetime distributions and the deficit at ruin (2002) — 51 citations
• Lundberg approximations for compound distributions with insurance applications (2001) — 177 citations