Mathieu Pigeon

Catholic University of Louvain (UCL)

Place des Doyens 1

Louvain-la-Neuve, 1348

Belgium

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Individual Loss Reserving with the Multivariate Skew Normal Framework

ASTIN Bulletin, 43(3), 399-428 (2013)
Number of pages: 30 Posted: 01 Feb 2012 Last Revised: 17 May 2017
Mathieu Pigeon, Katrien Antonio and Michel Denuit
Catholic University of Louvain (UCL), KU LeuvenUniversity of Amsterdam and Catholic University of Louvain
Downloads 101 (259,009)

Abstract:

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stochastic loss reserving, general insurance, multivariate skew normal distribution, chain-ladder

2.

Individual Loss Reserving Using Paid-Incurred Data

Insurance: Mathematics and Economics, 2014, 58, 121-131.
Number of pages: 23 Posted: 05 Mar 2014 Last Revised: 17 May 2017
Mathieu Pigeon, Katrien Antonio and Michel Denuit
Catholic University of Louvain (UCL), KU LeuvenUniversity of Amsterdam and Catholic University of Louvain
Downloads 92 (275,177)

Abstract:

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Stochastic Loss Reserving; General Insurance; Multivariate Skew Normal Distribution; Prediction