- Téléphone 514-343-2486 Pav. André-Aisenstadt \ bur. AA-5253
Expert in data science, Professor Doray has developed and used advanced analytics methods to solve problems for the insurance and financial industries. An Associate member of the Society of Actuaries (ASA), he has acted as a consultant for banks, actuarial organizations and insurance companies on many predictive analytics projects, for example:
-- projection of mortality rates
-- survival to advanced ages
-- modeling of duration of disability with covariates
-- calculation of VAR for various statistical distributions
-- inference for daily logarithmic returns of a stock.
- Doray, L.G , Luong, A. and Najem, E. (2016). Efficiency of Some Estimators for a Generalized Poisson Autoregressive Process of Order 1, Open Journal of Statistics, 6, 637-650. doi: 10.4236/ojs.2016.64054.
- Groparu-Cojocaru, I. and Doray, L.G. (2013). Inference for the Generalized Normal Laplace Distribution, Communications in Statistics: Simulation and Computation, 42, 1989-1997.
- Augustyniak, M. and Doray, L.G. (2012). Inference for a Leptokurtic Symmetric Family of Distributions Represented by the Difference of two Gamma Variates, Journal of Statistical Computation and Simulation, 82, 1621-1634.
- Doray, L.G. and Tang, K.O. (2011). Projection of mortality rates at advanced ages in Canada with a new Lee-Carter type model, International Symposium on Living to 100, SOA Monograph M-LI11-1, 40p.
- Doray, L.G., Jiang, S.M. and Luong, A. (2009). Some simple method of estimation for the parameters of the discrete stable distribution with the probability generating function, Communications in Statistics: Simulation and Computation, 38, 2004-2017.
- Luong A. and Doray, L.G. (2009). Inference for the Positive Stable Laws Based on a Special Quadratic Distance, Statistical Methodology, 6, 147-156.
- Luong, A. and Doray, L.G. (2002). General Quadratic Distance Methods for Discrete Distributions Definable Recursively, Insurance: Mathematics and Economics, 30, 255-267.
- Doray, L.G. (1996). UMVUE of the IBNR Reserve in a Lognormal Linear Regression Model, Insurance: Mathematics and Economics, 18, 43-57.