| Loss models: from data to decisions SA Klugman, HH Panjer, GE Willmot John Wiley & Sons, 2012 | 3210 | 2012 |
| Insurance risk models HH Panjer, GE Willmot Society of Acturaries, 1992 | 739 | 1992 |
| Lundberg approximations for compound distributions with insurance applications GE Willmot, XS Lin Springer Science & Business Media, 2001 | 369 | 2001 |
| The classical risk model with a constant dividend barrier: analysis of the Gerber–Shiu discounted penalty function XS Lin, GE Willmot, S Drekic Insurance: Mathematics and Economics 33 (3), 551-566, 2003 | 338 | 2003 |
| The Poisson-inverse Gaussian distribution as an alternative to the negative binomial GE Willmot Scandinavian Actuarial Journal 1987 (3-4), 113-127, 1987 | 276 | 1987 |
| A mixed poisson–inverse‐gaussian regression model C Dean, JF Lawless, GE Willmot Canadian Journal of Statistics 17 (2), 171-181, 1989 | 247 | 1989 |
| Analysis of a defective renewal equation arising in ruin theory XS Lin, GE Willmot Insurance: Mathematics and Economics 25 (1), 63-84, 1999 | 240 | 1999 |
| The moments of the time of ruin, the surplus before ruin, and the deficit at ruin XS Lin, GE Willmot Insurance: Mathematics and Economics 27 (1), 19-44, 2000 | 229 | 2000 |
| Ruin probabilities in the compound binomial model GE Willmot Insurance: Mathematics and Economics 12 (2), 133-142, 1993 | 193 | 1993 |
| A generalized defective renewal equation for the surplus process perturbed by diffusion CCL Tsai, GE Willmot Insurance: Mathematics and Economics 30 (1), 51-66, 2002 | 170 | 2002 |
| On the class of Erlang mixtures with risk theoretic applications GE Willmot, JK Woo North American Actuarial Journal 11 (2), 99-115, 2007 | 124 | 2007 |
| The density of the time to ruin in the classical Poisson risk model DCM Dickson, GE Willmot ASTIN Bulletin: The Journal of the IAA 35 (1), 45-60, 2005 | 121 | 2005 |
| On the discounted penalty function in the renewal risk model with general interclaim times GE Willmot Insurance: Mathematics and Economics 41 (1), 17-31, 2007 | 114 | 2007 |
| Sundt and Jewell's family of discrete distributions G Willmot ASTIN Bulletin: The Journal of the IAA 18 (1), 17-29, 1988 | 103 | 1988 |
| On recursive evaluation of mixed Poisson probabilities and related quantities GE Willmot Scandinavian Actuarial Journal 1993 (2), 114-133, 1993 | 102 | 1993 |
| Structural properties of Gerber–Shiu functions in dependent Sparre Andersen models ECK Cheung, D Landriault, GE Willmot, JK Woo Insurance: Mathematics and Economics 46 (1), 117-126, 2010 | 101 | 2010 |
| The discrete stationary renewal risk model and the Gerber–Shiu discounted penalty function KP Pavlova, GE Willmot Insurance: Mathematics and Economics 35 (2), 267-277, 2004 | 97 | 2004 |
| The Gerber–Shiu discounted penalty function in the stationary renewal risk model GE Willmot, DCM Dickson Insurance: Mathematics and Economics 32 (3), 403-411, 2003 | 93 | 2003 |
| Risk modelling with the mixed Erlang distribution GE Willmot, XS Lin Applied Stochastic Models in Business and Industry 27 (1), 2-16, 2011 | 91 | 2011 |
| On the Gerber–Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution D Landriault, G Willmot Insurance: Mathematics and Economics 42 (2), 600-608, 2008 | 90 | 2008 |
