Concepedia

Mathieu Pigeon

MP

Statistics

Publications

11

Citations

371

H-Index

10

Active since

2008

Affiliations

Université du Québec à Montréal(Current)

University of Amsterdam

Mathieu Pigeon is an author at Université du Québec à Montréal specializing in quantitative management, statistics, and business.

Top concepts

BusinessInsuranceStatisticsQuantitative ManagementManagementEngineeringFinanceEconomicsEconometricsRisk Analysis

Publications per year

2008–2022

11

Publications

11

Composite Lognormal–Pareto model with random threshold

Mathieu Pigeon, Michel Denuit · Scandinavian Actuarial Journal · 2010 · 83 citations

INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK

Mathieu Pigeon, Katrien Antonio, Michel Denuit · Astin Bulletin · 2013 · 71 citations

Mathematical Programming, Financial Risk Management, Solvency Capital +20

Individual loss reserving using paid–incurred data

Mathieu Pigeon, Katrien Antonio, Michel Denuit · Insurance Mathematics and Economics · 2014 · 50 citations

Liability (Financial Accounting), Cost Allocation, Accounting +4

actuar: An R Package for Actuarial Science

Christophe Dutang, Vincent Goulet, Mathieu Pigeon · RePEc: Research Papers in Economics · 2008 · 49 citations · Full text

Individual Loss Reserving Using a Gradient Boosting-Based Approach

Francis Duval, Mathieu Pigeon · Risks · 2019 · 32 citations · Full text

Engineering, Machine Learning, Decision Analytics +23

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