Professor and Co-Director
Actuarial Science Program
Department of Mathematical Sciences
University of Wisconsin–Milwaukee
Vytaras Brazauskas received his Ph.D. in mathematical statistics from the University of Texas at Dallas in 1999. The same year he joined the University of Wisconsin–Milwaukee as an assistant professor of statistics, where he was promoted to the rank of associate professor (with tenure) in 2005 and to the rank of full professor in 2011. He is an Associate of the Society of Actuaries, an Academic Correspondent of the Casualty Actuarial Society, a member of the American Statistical Association and the American Risk and Insurance Association, and he has served as President of the Milwaukee Chapter of the American Statistical Association. Prior to coming to Dallas, he was employed by Baltijos Garantas, an insurance company based in Vilnius, Lithuania (for more details, see CV).
His research interests include several areas at the intersection of actuarial science, quantitative risk management, and robust statistics. Specifically, he has worked on: credibility and mixed linear models; loss models (severity, frequency, and dependence structures); measuring and pricing of risks; model risk and robust statistics; operational risk modeling; and reinsurance. These research contributions have appeared as published articles in Annals of Actuarial Science, ASTIN Bulletin, Insurance: Mathematics and Economics, North American Actuarial Journal, Scandinavian Actuarial Journal, Variance, as well as in other peer-reviewed journals. His research program has been funded by grants from the Society of Actuaries, the Casualty Actuarial Society, the Actuarial Foundation, and the Actuarial Profession. Also, one of his papers has won the Variance Prize “for the Best Paper in 2013”, which is awarded by the Casualty Actuarial Society (for more information, go to Publications or visit his research profiles on Google Scholar and SSRN).