| On the class of Erlang mixtures with risk theoretic applications GE Willmot, JK Woo North American Actuarial Journal 11 (2), 99-115, 2007 | 119 | 2007 |
| 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 | 97 | 2010 |
| On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency B Avanzi, ECK Cheung, B Wong, JK Woo Insurance: Mathematics and Economics 52 (1), 98-113, 2013 | 92 | 2013 |
| On some properties of a class of multivariate Erlang mixtures with insurance applications GE Willmot, JK Woo ASTIN Bulletin: The Journal of the IAA 45 (1), 151-173, 2015 | 45 | 2015 |
| Gerber–Shiu analysis with a generalized penalty function ECK Cheung, D Landriault, GE Willmot, JK Woo Scandinavian Actuarial Journal 2010 (3), 185-199, 2010 | 37 | 2010 |
| A note on discounted compound renewal sums under dependency JK Woo, ECK Cheung Insurance: Mathematics and Economics 52 (2), 170-179, 2013 | 36 | 2013 |
| On the analysis of a general class of dependent risk processes GE Willmot, JK Woo Insurance: Mathematics and Economics 51 (1), 134-141, 2012 | 34 | 2012 |
| Surplus analysis of Sparre Andersen insurance risk processes GE Willmot, JK Woo Springer, 2017 | 21 | 2017 |
| Some remarks on delayed renewal risk models JK Woo ASTIN Bulletin: The Journal of the IAA 40 (1), 199-219, 2010 | 20 | 2010 |
| A note on deficit analysis in dependency models involving Coxian claim amounts D Landriault, WY Lee, GE Willmot, JK Woo Scandinavian Actuarial Journal 2014 (5), 405-423, 2014 | 19 | 2014 |
| A generalized penalty function for a class of discrete renewal processes JK Woo Scandinavian Actuarial Journal 2012 (2), 130-152, 2012 | 17 | 2012 |
| Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts GE Willmot, JK Woo Insurance: Mathematics and Economics 46 (1), 32-41, 2010 | 16* | 2010 |
| Optimal dividend and capital injection strategy with a penalty payment at ruin: Restricted dividend payments R Xu, JK Woo Insurance: Mathematics and Economics 92, 1-16, 2020 | 14 | 2020 |
| On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes ECK Cheung, JK Woo Scandinavian Actuarial Journal 2016 (1), 63-91, 2016 | 14 | 2016 |
| On orderings and bounds in a generalized Sparre Andersen risk model ECK Cheung, D Landriault, GE Willmot, JK Woo Applied Stochastic Models in Business and Industry 27 (1), 51-60, 2011 | 13 | 2011 |
| On the joint analysis of the total discounted payments to policyholders and shareholders: dividend barrier strategy ECK Cheung, H Liu, JK Woo Risks 3 (4), 491-514, 2015 | 12 | 2015 |
| On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays JK Woo Insurance: Mathematics and Economics 70, 354-363, 2016 | 8 | 2016 |
| Multitype branching process with non-homogeneous Poisson and contagious Poisson immigration L Rabehasaina, JK Woo Journal of Applied Probability 58 (4), 1007-1042, 2021 | 7* | 2021 |
| Bayesian credibility under a bivariate prior on the frequency and the severity of claims ECK Cheung, W Ni, R Oh, JK Woo Insurance: Mathematics and Economics 100, 274-295, 2021 | 7 | 2021 |
| Discounted aggregate claim costs until ruin in the discrete-time renewal risk model JK Woo, H Liu Methodology and Computing in Applied Probability 20, 1285-1318, 2018 | 7 | 2018 |
Gordon WillmotProfessor, University of WaterlooVerified email at uwaterloo.ca
