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Displaying 11 results.
    • WorkingPaper
    Individual loss reserving using paid-incurred data
    Pigeon, Mathieu[UCL] Antonio, Katrien Denuit, Michel[UCL] (2014)
    • WorkingPaper
    Evaluation of the EU Proposed Farm Income Stabilisation Tool by Skew Normal Linear Mixed Models
    Pigeon, Mathieu[UCL] Henry de Frahan, Bruno[UCL] Denuit, Michel[UCL] (2014)
    • Journal article
    Individual Loss Reserving with the Multivariate Skew Normal Framework
    Pigeon, Mathieu[UCL] Antonio, Katrien Denuit, Michel[UCL] (2013) ASTIN Bulletin — Vol. 43, no. 3, p. 399-428 (2013)
    • WorkingPaper
    Multivariate Skew-Normal Individual Excess-of-Loss Reserving
    Pigeon, Mathieu[UCL] Denuit, Michel[UCL] (2014)
    • Journal article
    Individual loss reserving using paid–incurred data
    Pigeon, Mathieu[UCL] Antonio, Katrien Denuit, Michel[UCL] (2014) Insurance: Mathematics and Economics — Vol. 58, p. 121-131 (2014)
    • Journal article
    Evaluation of the EU proposed farm income stabilisation tool by skew normal linear mixed models
    Pigeon, Mathieu[UCL] Henry de Frahan, Bruno[UCL] Denuit, Michel[UCL] (2014) European Actuarial Journal — Vol. 4, no. 2, p. 383-409 (2014)
    • WorkingPaper
    Evaluation of the EU proposed Farm Income Stabilisation Tool
    Pigeon, Mathieu[UCL] Henry de Frahan, Bruno[UCL] Denuit, Michel[UCL] (2012)
    • WorkingPaper
    Individual Loss Reserving with the Multivariate Skew Normal Model
    Pigeon, Mathieu[UCL] Antonio, Katrien Denuit, Michel[UCL] (2011)
    • WorkingPaper
    Composite Lognormal-Pareto model with random threshold
    Pigeon, Mathieu[UCL] Denuit, Michel[UCL] (2010)
    • Report
    Etude de la possibilité et proposition de mise en place de mécanismes assurantiels ou de mutualisation des risques dans le secteur agricole en Région wallonne. Marché de service de recherche et développement D31-1251, Financement de la Direction générale opérationnelle de l'agriculture, des ressources naturelles et de l'environnement (SPW)
    Henry de Frahan, Bruno[UCL] Saegerman, C. Denuit, Michel[UCL] Dubuisson, Bernard[UCL] Ledoux, Olivia[UCL] Pigeon, Mathieu[UCL] Vandeputte, S. Weynants, Stéphanie[UCL] (2011)
    • Journal article
    Composite Lognormal-Pareto model with random threshold
    Pigeon, Mathieu[UCL] Denuit, Michel[UCL] (2011) Scandinavian Actuarial Journal — no. 3, p. 177-192 (2011)