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Vytaras Brazauskas

  • Professor, Actuarial Science
  • Associate 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 593-002 Actuarial Models I MW 10am-11:15am
ACTSCI 596-001 Actuarial Statistics I MW 2:30pm-3:45pm
ACTSCI 793-002 Actuarial Models I MW 10am-11:15am
ACTSCI 796-001 Actuarial Statistics I MW 2:30pm-3:45pm
MATH 899-005 Seminar in Advanced Mathematics Actuarial Seminar T 10am-10:50am

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