Gordon E. Willmot

Loss Models: From Data to Decisions

James D. Broffitt, Stuart A. Klugman, Harry H. Panjer et al. · Journal of the American Statistical Association · 1999 · 1.3K citations

Engineering, Loss Models, Deterioration Modeling +17

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 and Economics · 2003 · 224 citations

Economics, Financial Economics, Financial Risk Management +10

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

Gordon E. Willmot · Scandinavian Actuarial Journal · 1987 · 191 citations

Density Estimation, Engineering, Estimation Statistic +12

A mixed poisson–inverse‐gaussian regression model

C. B. Dean, Jerald F. Lawless, Gordon E. Willmot · Canadian Journal of Statistics · 1989 · 174 citations

Mixed Poisson–inverse‐gaussian Distribution, Bayesian Statistics, Density Estimation +14

Analysis of a defective renewal equation arising in ruin theory

X. Sheldon Lin, Gordon E. Willmot · Insurance Mathematics and Economics · 1999 · 161 citations

Ruin Theory