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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 594-001 Actuarial Models II MW 10am-11:15am
ACTSCI 790-001 Actuarial Internship No Meeting Pattern
ACTSCI 794-001 Actuarial Models II MW 10am-11:15am
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

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.