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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.
Articles choisis - Selected Publications