Chudamani Poudyal
- Assistant Professor, Actuarial Science
Education
- PhD Mathematics, University of Wisconsin-Milwaukee, 2018
- MS, Mathematics, New Mexico State University, 2013
- MA, Mathematics, Tribhuvan University, 2009
Teaching Schedule
| Course Num | Title | Meets |
|---|---|---|
| ACTSCI 891-001 | Actuarial Risk Theory | TR 11:30am-12:45pm |
| MATH 899-005 | Seminar in Advanced Mathematics Actuarial Seminar | T 2:30pm-3:20pm |
Research Interests
- Actuarial Data Science
- Big Data Analytics
- Robust & Computational Statistics
- Statistical Learning
- Stochastic Optimization
Selected Publications
Poudyal, Chudamani, Zhao, Qian, and Brazauskas, Vytaras. "Method of winsorized moments for robust fitting of truncated and censored lognormal distributions." North American Actuarial Journal. Forthcoming.
Poudyal, Chudamani, and Brazauskas, Vytaras. "Finite-sample performance of the T- and W-estimators for the Pareto tail index under data truncation and censoring." Journal of Statistical Computation and Simulation 93. (2023): 1601-1621.
Poudyal, Chudamani, and Brazauskas, Vytaras. "Robust estimation of loss models for truncated and censored severity data." Variance 15. (2022): 1-20.
Poudyal, Chudamani. "Robust estimation of loss models for lognormal insurance payment severity data." ASTIN Bulletin: The Journal of the IAA 51. (2021): 475-507.
Poudyal, Chudamani. "Truncated, censored, and actuarial payment–type moments for robust fitting of a single-parameter Pareto distribution." Journal of Computational and Applied Mathematics 388. (2021): 1-18.