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Displaying 3 results.
    • 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)