- Full Professor
Faculty of Arts and Science - Department of Mathematics and Statistics
André-Aisenstadt Office 5253
- ACT2251 H - Mathématiques de l'assurance-vie 2
- MAT3001 H - Stage 3
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.
- 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.
Student supervision Expand all Collapse all
Research projects Expand all Collapse all
Calcul de rentes et primes dassurance-vie individuelles avec la Covid-19 SPIIE/Secrétariat des programmes interorganismes à lintention des établissements / 2021 - 2021
Selected publications Expand all Collapse all
Inference for a leptokurtic symmetric family of distributions represented by the difference of two gamma variates
Some simple method of estimation for the parameters of the discrete stable distribution with the probability generating function
Inference for the positive stable laws based on a special quadratic distance
Estimators of the regression parameters of the zeta distribution
General quadratic distance methods for discrete distributions definable recursively
Efficient estimators for the Good family
Goodness of fit test statistics for the zeta family
UMVUE of the IBNR reserve in a lognormal linear regression model
Quadratic distance estimators for the zeta family