Concepedia

Mathieu Pigeon

MP

Statistics

Publications

11

Citations

379

H-Index

10

Active since

2008

Affiliations

Université du Québec à Montréal(Current)

UCLouvain

University of Amsterdam

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

ORCID

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

, , +10

INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK

Mathieu Pigeon, Katrien Antonio, Michel Denuit · Astin Bulletin · 2013 · 72 citations

, , +17

Individual loss reserving using paid–incurred data

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

, , +8

actuar: An R Package for Actuarial Science

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

, , +5

Individual Loss Reserving Using a Gradient Boosting-Based Approach

Francis Duval, Mathieu Pigeon · Risks · 2019 · 36 citations · Full text

, , +16

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