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

Business, Decision Sciences, Risk Management +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 · 225 citations

Business, Economics, Finance +11

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

Gordon E. Willmot · Scandinavian Actuarial Journal · 1987 · 195 citations

Natural Sciences, Mathematics, Actuarial Science +15

A mixed poisson–inverse‐gaussian regression model

C. B. Dean, Jerald F. Lawless, Gordon E. Willmot · Canadian Journal of Statistics · 1989 · 175 citations

Business, Biostatistics, Insurance +16

The moments of the time of ruin, the surplus before ruin, and the deficit at ruin

X. Sheldon Lin, Gordon E. Willmot · Insurance Mathematics and Economics · 2000 · 161 citations

Social Sciences, Business Economics, Economics +7