Research Interests - Champs d'intérêt
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Louis Doray received a Ph.D. in Statistics from the
University of Waterloo. 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
-- prediction of IBNR reserves
-- modeling of duration of disability with covariates
-- calculation of VAR for various statistical distributions
-- inference for daily logarithmic returns of a stock.
Prof. Doray's research has been funded by many funding agencies: NSERC, FQRNT,
SOA, Mitacs; he has been invited to present his work in
numerous International Conferences and foreign universities.
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Selected Publications - Publications choisies
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- Ye, Z. and Doray, L.G. (2016). VaR and Low-Interest Rates, Technical Report, Centre de Recherches Mathématiques.
- Doray, L.G. 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 Liv
ing 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. and Luong, A. (1997). Efficient estimators for the Good family, Communications in Statistics: Simulation and Computation, 26, 1075-1088.
- Doray, L.G. (1996). Constrained Forecasting of the Number of IBNR Claims, Journal of Actuarial Practice, 4, 287-305.
- Coene G. and Doray, L.G. (1996). A Financially Balanced Bonus-Malus System, Astin Bulletin, 26, 107-116.
- Doray, L.G. (1996). UMVUE of the IBNR Reserve in a Lognormal Linear Regression Model, Insurance: Mathematics and Economics, 18, 43-57.
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