معرفی
Gord Willmot is a Professor in the Department of Statistics and Actuarial Science at the University of Waterloo and an Adjunct Professor at the University of Toronto. He holds the endowed position of Munich Re Professor of Insurance. His research focuses on insurance mathematics, particularly aggregate claims models, ruin theory, and surplus analysis using tools from applied probability and mathematical reliability theory. He is a co-author of the textbook Loss Models, widely used in professional actuarial exams.
Willmot earned his BMath (1980), MMath (1981), and PhD (1986) from the University of Waterloo. He is a Fellow of the Society of Actuaries (F.S.A.) and the Canadian Institute of Actuaries (F.C.I.A.). His work includes contributions to discounted penalty functions, Laplace transform techniques, and phase-type distributions in risk analysis. He has taught at international conferences, including the Ninth International Congress on Insurance: Mathematics and Economics.
Key research areas include ruin probability analysis, time-dependent risk models, and reinsurance treaties. His publications span journals like Insurance: Mathematics and Economics and Scandinavian Actuarial Journal, addressing topics such as Coxian interclaim times, mixed Erlang distributions, and deficit analysis at ruin. Willmot’s expertise bridges theoretical advancements and practical applications in insurance risk management.
