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Vytaras Brazauskas, ASA

Associate Chair for Actuarial Science (Graduate); Professor
Mathematical Sciences - General
 (414) 229-5656
 Eng & Math Sciences E457
Web: Personal Website

Educational Degrees

  • PhD, Mathematical Statistics, University of Texas at Dallas, 1999.
  • MS, Mathematical Statistics, University of Texas at Dallas, 1995.
  • University Diploma, Applied Mathematics, Vilnius University, Lithuania, 1993.

Research Interests

  • Actuarial Science
  • Quantitative Risk Management
  • Robust Statistics

Selected Publications

  • Method of trimmed moments for robust fitting of parametric failure time models. Metron (2008),LXVI(3), 1-20, with R. Bajorunaite.
  • Estimating conditional tail expectations with actuarial applications in view. J. of Statistical Planning and Inference (2008), 138(11), 3590-3604, with B. Jones, M. Puri, and R. Zitikis.
  • Nested L-statistics and their use in comparing the riskiness of portfolios. Scandinavian Actuarial J. (2007), 107(3), 162-179, with B. Jones, M. Puri, and R. Zitikis
Samanthi, Ranadeera G., Brazauskas, Vytaras, and Wei, Wei. “Comparing the Riskiness of Dependent Portfolios via Nested L-Statistics.” Annals of Actuarial Science. (2016): 1-16.
Samanthi, Ranadeera G., Wei, Wei, and Brazauskas, Vytaras. “Ordering Gini indexes of multivariate elliptical risks.” Insurance: Mathematics and Economics 68. (2016): 84-91.