Nariankadu D Shyamalkumar

Nariankadu D Shyamalkumar
Associate Professor of Statistics and Actuarial Science, College of Liberal Arts and Sciences

Contact Information

Primary Office: 208 Schaeffer Hall (SH)
Washington Street
Iowa City, IA 52242
319-335-1980

Office Hours

Monday: 10:30 am - 11:30 am
Wednesday: 10:30 am - 11:30 am
Friday: 10:30 am - 11:30 am

Education

  • PhD in Bayesian Statistics, Purdue University, West Lafayette, Indiana, United States, 1996
  • M.Stat. in Probability & Mathematical Statistics, Indian Statistical Institute, Calcutta, India, 1991
  • BS in Statistics, Loyola College (India), Chennai, India, 1989

Areas of Research Interest

  • 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.
Last Modified Date: August 16, 2019