Vytaras Brazauskas
- Professor, Actuarial Science
- Chair, Actuarial Science
Education
- 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.
Teaching Schedule
| Course Num | Title | Meets |
|---|---|---|
| ACTSCI 597-001 | Actuarial Statistics II | MW 1pm-2:15pm |
| ACTSCI 790-001 | Actuarial Internship | No Meeting Pattern |
| ACTSCI 797-001 | Actuarial Statistics II | MW 1pm-2:15pm |
| MATH 899-005 | Seminar in Advanced Mathematics Actuarial Seminar | T 10am-10:50am |
| MTHSTAT 361-001 | Introduction to Mathematical Statistics I | MW 10am-11:15am |
| MTHSTAT 361G-001 | Introduction to Mathematical Statistics I | MW 10am-11:15am |
Research Interests
- Actuarial Science
- Quantitative Risk Management
- Robust Statistics
Selected Publications
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.
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