Vigny-Ange Sidjui Emakwa

Doctorat en mathématiques,
UQAM

Direction de recherche:

  • Jean-Philippe Boucher, professeur au Département de mathématiques de l’Université du Québec à Montréal
  • Mathieu Pigeon, professeur au Département de mathématiques de l’Université du Québec à Montréal

Publications

  • J.-P. Boucher, M.Pigeon & V.Sidjui (2026), Stability of Loss Reserves under Incremental Payment Perturbations with Extension to Individual Reserving Models, [Projet en cours]

    This project studies the stability of loss reserve estimates under controlled perturbations of incremental payments within development triangles. Starting from baseline reserves obtained via Chain Ladder and bootstrap methods, the approach introduces a formal stability criterion defined by the perturbation magnitude, the number of impacted cells, and a confidence level, whereby a reserve is considered stable if deviations at the chosen quantile remain within the initial margin of safety. Using both classical and robust Poisson GLMs, the analysis quantifies how reserve sensitivity evolves as perturbations increase in magnitude and scope, highlighting differences in robustness between modeling approaches. The broader objective of the project is to generalize this stability framework to individual reserving models, moving beyond aggregate triangle-based methods toward micro-level reserving structures.

Implications

Démonstrations