Research interests

• Actuarial science:
  • Statistical inference of risk measures
  • Dependence modeling in the tails
• Applied probability:
  • Probabilistic trees
  • Analysis of algorithms

Selected licensures and certifications

• ASA, Society of Actuaries, January 2001.

Selected publications

• Ahn, J. Y., SHYAMALKUMAR, N. D. (2014). Asymptotic Theory for the Empirical Haezendonck Risk Measure. Insurance: Mathematics and Economics, 55, 78-90. DOI: 10.1016/j.insmatheco.2013.12.003.
• Chakraborty, I., SHYAMALKUMAR, N. D. (2014). Revenue and Efficiency Ranking in Large Multi-Unit and Bundle Auctions. Journal of Mathematical Economics, 50, 12-21. DOI: 10.1016/j.jmateco.2013.09.006.
• SHYAMALKUMAR, N. D., Varadarajan, K. (2012). Efficient Subspace Approximation Algorithms. Discrete and Computational Geometry, 47(1), 44-63. DOI: 10.1007/s00454-011-9384-2.
• Ahn, J. Y., SHYAMALKUMAR, N. D. (2011). On Computation of the Haezendonck Risk Measure: An Algorithm and its Complexity.
• Ahn, J. Y., SHYAMALKUMAR, N. D. (2011). Large Sample Behavior of the CTE and VaR Estimators under Importance Sampling. North American Actuarial Journal, 15(3), 393-416. DOI: 10.1080/10920277.2011.10597627.
• SHYAMALKUMAR, N. D. (2010). Actuarial Method (Invited). In Wiley Interdisciplinary Reviews: Computational Statistics, 2. (5), pp. 631-634.
• Ahn, J. Y., SHYAMALKUMAR, N. D. (2010). An Asymptotic Analysis of the Bootstrap Bias Correction for the Empirical CTE. North American Actuarial Journal, 14(2), 217-34.
• SHYAMALKUMAR, N. D., Russo, R. P. (2010). Bounds for the Bias of the Empirical CTE. Insurance: Mathematics and Economics, 47(3), 352-7.
• Light, T. D., Choi, K. C., Thomsen, T. A., Skeete, D. A., Latenser, B. A., Born, J. M., Lewis, R. W., Wibbenmeyer, L. A., SHYAMALKUMAR, N. D., Lynch, C. F. & Kealey, G. P. (2010). Long Term Outcomes of Patients with Necrotizing Fasciitis. Journal of Burn Care and Research, 31(1), 93-99.
• Russo, R. P., Shmueli, G., Jank, W. & SHYAMALKUMAR, N. D. (2010). Models For Bid Arrivals and Bidder Arrivals in Online Auctions (Invited). In Methods and Applications of Statistics in Business, Finance, and Management. pp. 293-309. John Wiley & Sons.

Selected grants and contracts

• Shyamalkumar, Nariankadu (Principal Investigator) Grant Clustering Algorithm for Fast Accurate Approximation of Actuarial Quantities. Sponsored by Transamerica Inc. November 1, 2014 - May 31, 2018.