Chudamani Poudyal

  • Assistant Professor, Actuarial Science


  • 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.