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Featured researches published by Mathieu Pigeon.


Scandinavian Actuarial Journal | 2011

Composite Lognormal–Pareto model with random threshold

Mathieu Pigeon; Michel Denuit

This paper further considers the composite Lognormal–Pareto model proposed by Cooray & Ananda (2005) and suitably modified by Scollnik (2007). This model is based on a Lognormal density up to an unknown threshold value and a Pareto density thereafter. Instead of using a single threshold value applying uniformly to the whole data set, the model proposed in the present paper allows for heterogeneity with respect to the threshold and let it vary among observations. Specifically, the threshold value for a particular observation is seen as the realization of a positive random variable and the mixed composite Lognormal–Pareto model is obtained by averaging over the population of interest. The performance of the composite Lognormal–Pareto model and of its mixed extension is compared using the well-known Danish fire losses data set.


Fungal Biology | 2013

Viability of ectomycorrhizal fungi following cryopreservation

Charlotte Crahay; Stéphane Declerck; Jan V. Colpaert; Mathieu Pigeon; Françoise Munaut

The use of ectomycorrhizal (ECM) fungi in biotechnological processes requires their maintenance over long periods under conditions that maintain their genetic, phenotypic, and physiological stability. Cryopreservation is considered as the most reliable method for long-term storage of most filamentous fungi. However, this technique is not widespread for ECM fungi since many do not survive or exhibit poor recovery after freezing. The aim of this study was to develop an efficient cryopreservation protocol for the long-term storage of ECM fungi. Two cryopreservation protocols were compared. The first protocol was the conventional straw protocol (SP). The mycelium of the ECM isolates was grown in Petri dishes on agar and subsequently collected by punching the mycelium into a sterile straw before cryopreservation. In the second protocol, the cryovial protocol (CP), the mycelium of the ECM isolates was grown directly in cryovials filled with agar and subsequently cryopreserved. The same cryoprotectant solution, freezing, and thawing process, and re-growth conditions were used in both protocols. The survival (positive when at least 60 % of the replicates showed re-growth) was evaluated before and immediately after freezing as well as after 1 week, 1 m, and 6 m of storage at -130 °C. Greater survival rate (80 % for the CP as compared to 25 % for the SP) and faster re-growth (within 10 d for the CP compared to the 4 weeks for the SP) were observed for most isolates with the CP suggesting that the preparation of the cultures prior to freezing had a significant impact on the isolates survival. The suitability of the CP for cryopreservation of ECM fungi was further confirmed on a set of 98 ECM isolates and displayed a survival rate of 88 % of the isolates. Only some isolates belonging to Suillus luteus, Hebeloma crustuliniforme, Paxillus involutus and Thelephora terrestris failed to survive. This suggested that the CP is an adequate method for the ultra-low cryopreservation of a large set of ECM fungi and that further studies are necessary for the more recalcitrant ones.


Journal of Statistical Software | 2008

actuar: An R Package for Actuarial Science

Christophe Dutang; Vincent Goulet; Mathieu Pigeon


Astin Bulletin | 2013

Individual Loss Reserving with the Multivariate Skew Normal Framework

Mathieu Pigeon; Katrien Antonio; Michel Denuit


Insurance Mathematics & Economics | 2014

Individual loss reserving using paid–incurred data

Mathieu Pigeon; Katrien Antonio; Michel Denuit


R Journal | 2009

copas: An R package for Fitting the Copas Selection Model

Vincent Goulet; Michel Jacques; Mathieu Pigeon


European Actuarial Journal | 2014

Evaluation of the EU proposed farm income stabilisation tool by skew normal linear mixed models

Mathieu Pigeon; Bruno Henry de Frahan; Michel Denuit


AFI Research Report | 2012

Individual loss reserving with the Multivariate Skew Normal distribution

Mathieu Pigeon; Katrien Antonio; Michel Denuit


123rd Seminar, February 23-24, 2012, Dublin, Ireland | 2012

Actuarial evaluation of the EU proposed farm income stabilisation tool

Mathieu Pigeon; Bruno Henry de Frahan; Michel Denuit


Archive | 2014

Multivariate Skew-Normal Individual Excess-of-Loss Reserving

Mathieu Pigeon; Michel Denuit

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Michel Denuit

Université catholique de Louvain

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Bruno Henry de Frahan

Université catholique de Louvain

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Charlotte Crahay

Université catholique de Louvain

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Françoise Munaut

Université catholique de Louvain

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Stéphane Declerck

Université catholique de Louvain

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Stéphanie Weynants

Université catholique de Louvain

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