Vytaras Brazauskas

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Office: EMS E457
Phone: (414) 229-5656
E-mail: vytaras@uwm.edu
Web: http://pantherfile.uwm.edu/vytaras/www
Curriculum Vitae

Educational Degrees

Ph.D., Mathematical Statistics, University of Texas at Dallas, 1999.
M.S., Mathematical Statistics, University of Texas at Dallas, 1995.
University Diploma, Applied Mathematics, Vilnius University, Lithuania, 1993.

Research Interests

  • Actuarial Science - Credibility, Quantitative Risk Management, Risk Measures, Robust Model Fitting
  • Statistics - Mixed Linear Models, Nonparametric (Empirical) Methods, Robust Statistics, Statistical Inference

Selected Publications

  • 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

Vytaras Brazauskas on MathSciNet