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PAPERS PUBLISHED OR SUBMITTED TO REFEREED JOURNALS
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Luong A. and Doray, L.G. (2013). Inference for the Tweedie-Hougaard Process
with Applications to Insurance Data, draft, 21p.
Luong A. and Doray, L.G. (2013). Estimation of Covariance Parameters
of Credibility and ARCH Regression Models, draft, 18p.
Groparu-Cojocaru, I. and Doray, L.G. (2013). A class of bivariate Erlang
Distributions, submitted to Insurance: Mathematics and Economics, 26p.
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., 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.
Doray, L.G. and Arsenault, M. (2002).
Estimators of the regression parameters of the zeta distribution,
Insurance: Mathematics and Economics, 30, 439-450.
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. (1997).
A semi-parametric predictor of the IBNR reserve, Astin Bulletin, 27, 113-116.
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.
Luong, A. and Doray, L.G. (1996).
Goodness-of-fit test statistics for the zeta family, Insurance: Mathematics and Economics, 19, 45-53.
Doray, L.G. (1996).
UMVUE of the IBNR Reserve in a Lognormal Linear Regression Model,
Insurance: Mathematics and Economics, 18, 43-57.
Doray L.G. and Luong, A. (1995).
Quadratic distance estimators for the zeta family, Insurance: Mathematics and Economics, 16, 255-260.
Doray, L.G. (1994).
IBNR Reserve under a Log-Linear Location-Scale Regression Model,
Selected Paper from the Variability in Reserve Prize Program,
Casualty Actuarial Society Spring Forum, 2, 607-652.
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PAPERS IN MONOGRAPHS
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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. (2008).
Inference for Logistic-type Models for the Force of Mortality,
International Symposium on Living to 100 and Beyond, SOA monograph M-LI08-01, 18p.
Doray, L.G. (2006).
Actuarial Considerations in Establishing Gradual Retirement Pension Plans,
Re-Envisioning Retirement in the 21st Century Symposium, SOA monograph, 16p.
Doray, L.G. (2002).
Living to age 100 in Canada in 2000. International Symposium on Living to 100 and Beyond: Survival at Advanced Ages, Orlando, SOA monograph M-LI02-01, 21p.
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PAPERS IN REFEREED CONFERENCE PROCEEDINGS
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Doray, L.G. and Kolo, B. (2009). Efficiency of the Minimum Quadratic Distance
Estimator for the Bivariate Poisson Distribution,
Comptes rendus des Journées de statistique, Bordeaux, 6p.
Doray, L.G. and Haziza, A. (2004). Minimum-distance Inference for
Sundt's distribution, Compstat 2004 Proceedings, ed. J.Antoch, Prague, 943-950.
Doray, L.G. and Luong, A. (2002). Quadratic distance estimators for distributions
with a probability mass function satisfying an r-order difference equation,
Proceedings of the 5th Lattice Path Combinatorics and Discrete Distributions
Conference, Athens, 4p.
Doray, L.G. (2002). Number of IBNR Claims and Multivariate Compound
Poisson Distribution, Proceedings of the 27th International Congress
of Actuaries, Cancun, Mexico, 14p.
Doray, L.G. and Huard, L. (2001). On Some New Goodness-of-Fit Tests for
the Poisson Distribution, in New Trends in Statistical Modelling,
Proceedings of the 16th International Workshop on Statistical Modelling,
edited by B. Klein and L. Korsholm, Odense, Denmark, 429-435.
Doray, L.G. (1998). Outstanding claims reserve with misspecified error distribution,
Proceedings of the 26th International Congress of Actuaries, Birmingham, U.K.,
4, 275-290.
Panjer, H.H. and Doray, L.G. (1988). Further Results on the Probability of Ruin
with an Absorbing Upper Barrier, Proceedings of the 23rd International Congress
of Actuaries, Helsinki, 3, 257-267.
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OTHER PAPERS
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Doray, L.G. (2002). Mortality at advanced ages,
Bulletin de l'ANEA, 17-18.
Doray, L.G. (1997). Actuaries without Frontiers in The Emergence of the Actuarial Study and
Profession in China, p. 106-108, Nankai University, China.
Doray, L.G. (1994). Fourth ICISF Held at the Wharton School, in Expanding Horizons.
Doray, L.G. (1994). First Nankai ASA Visits USA for AFIR Colloquium, in
Expanding Horizons.
Doray, L.G. (1993). Actuarial Science at the University of Montreal, in
Expanding Horizons, no. 4, p. 6.
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