Flesh in sunlight is typically composed of cool shadows with warm highlights. Indoor lighting is depicted using the opposite formula.
The key to depicting someone in cold, dreary winter lighting is to use cool shadows AND highlights with a paler skin base, all without making them look deceased in the process. Typically the nose, cheeks, and ears will be flush with blood in all but the coldest weather, giving a touch of rose pink to those areas as Jesse suggests. This will also serve to add life to a potential corps like appearance.