- 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.
- Actuarial Science
- Quantitative Risk Management
- Robust Statistics
- 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
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.