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Photo of Vytaras Brazauskas

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.

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

UWM Land Acknowledgement: We acknowledge in Milwaukee that we are on traditional Potawatomi, Ho-Chunk and Menominee homeland along the southwest shores of Michigami, North America’s largest system of freshwater lakes, where the Milwaukee, Menominee and Kinnickinnic rivers meet and the people of Wisconsin’s sovereign Anishinaabe, Ho-Chunk, Menominee, Oneida and Mohican nations remain present.   |   To learn more, visit the Electa Quinney Institute website.