Michaelides, Marie; Pigeon, Mathieu; Cossette, Hélène Individual claims reserving using activation patterns. (English) Zbl 07807632 Eur. Actuar. J. 13, No. 2, 837-869 (2023). MSC: 91G05 PDFBibTeX XMLCite \textit{M. Michaelides} et al., Eur. Actuar. J. 13, No. 2, 837--869 (2023; Zbl 07807632) Full Text: DOI arXiv
Duval, Francis; Boucher, Jean-Philippe; Pigeon, Mathieu How much telematics information do insurers need for claim classification? (English) Zbl 1507.91175 N. Am. Actuar. J. 26, No. 4, 570-590 (2022). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{F. Duval} et al., N. Am. Actuar. J. 26, No. 4, 570--590 (2022; Zbl 1507.91175) Full Text: DOI arXiv
Jessup, Sébastien; Boucher, Jean-Philippe; Pigeon, Mathieu On fitting dependent nonhomogeneous loss models to unearned premium risk. (English) Zbl 1489.91220 N. Am. Actuar. J. 25, No. 4, 524-542 (2021). Reviewer: Tak Kuen Siu (Sydney) MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{S. Jessup} et al., N. Am. Actuar. J. 25, No. 4, 524--542 (2021; Zbl 1489.91220) Full Text: DOI
Yanez, Juan Sebastian; Pigeon, Mathieu Micro-level parametric duration-frequency-severity modeling for outstanding claim payments. (English) Zbl 1470.91234 Insur. Math. Econ. 98, 106-119 (2021). Reviewer: Alexandra Rodkina (College Station) MSC: 91G05 PDFBibTeX XMLCite \textit{J. S. Yanez} and \textit{M. Pigeon}, Insur. Math. Econ. 98, 106--119 (2021; Zbl 1470.91234) Full Text: DOI Link
Boudreault, Mathieu; Grenier, Patrick; Pigeon, Mathieu; Potvin, Jean-Mathieu; Turcotte, Richard Pricing flood insurance with a hierarchical physics-based model. (English) Zbl 1454.91165 N. Am. Actuar. J. 24, No. 2, 251-274 (2020). MSC: 91G05 86A08 86A05 PDFBibTeX XMLCite \textit{M. Boudreault} et al., N. Am. Actuar. J. 24, No. 2, 251--274 (2020; Zbl 1454.91165) Full Text: DOI
Pigeon, Mathieu; Antonio, Katrien; Denuit, Michel Individual loss reserving using paid-incurred data. (English) Zbl 1304.91130 Insur. Math. Econ. 58, 121-131 (2014). MSC: 91B30 91G10 PDFBibTeX XMLCite \textit{M. Pigeon} et al., Insur. Math. Econ. 58, 121--131 (2014; Zbl 1304.91130) Full Text: DOI
Pigeon, Mathieu; Antonio, Katrien; Denuit, Michel Individual loss reserving with the multivariate skew normal framework. (English) Zbl 1284.91263 Astin Bull. 43, No. 3, 399-428 (2013). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 PDFBibTeX XMLCite \textit{M. Pigeon} et al., ASTIN Bull. 43, No. 3, 399--428 (2013; Zbl 1284.91263) Full Text: DOI
Pigeon, Mathieu; Denuit, Michel Composite lognormal-Pareto model with random threshold. (English) Zbl 1277.62258 Scand. Actuar. J. 2011, No. 3, 177-192 (2011). MSC: 62P05 62F10 62G32 91B30 PDFBibTeX XMLCite \textit{M. Pigeon} and \textit{M. Denuit}, Scand. Actuar. J. 2011, No. 3, 177--192 (2011; Zbl 1277.62258) Full Text: DOI