Research Interest
- Actuarial Data Science
- Big Data Analytics
- Robust & Computational Statistics
- Statistical Learning
- Stochastic Optimization
Publications
- Poudyal, C. (2024). On the asymptotic normality of trimmed and winsorized L-statistics. Communications in Statistics - Theory and Methods.
- Zhao, Q. and Poudyal, C. (2024). Credibility theory based on winsorizing. European Actuarial Journal, 14: 777–807.
- Poudyal, C. (2024). Robust estimation of the tail index of a single parameter Pareto distribution from grouped data. Risks, 12(3), 45.
- Poudyal, C., Zhao, Q., and Brazauskas, V. (2024). Method of winsorized moments for robust fitting of truncated and censored lognormal distributions. North American Actuarial Journal, 28(1): 236-260.
- Poudyal, C. and Brazauskas, V. (2023). Finite-sample performance of the T- and W-estimators for the Pareto tail index under data truncation and censoring. Journal of Statistical Computation and Simulation, 93(10): 1601-1621.
- Poudyal, C. and Brazauskas, V. (2022). Robust estimation of loss models for truncated and censored severity data. Variance - The Scientific Journal of the Casualty Actuarial Society, 15(2).
- Poudyal, C. (2021). Robust estimation of loss models for lognormal insurance payment severity data. ASTIN Bulletin: The Journal of the International Actuarial Association, 51(2): 475-507.
- Poudyal, C. (2021). Truncated, censored, and actuarial payment–type moments for robust fitting of a single-parameter Pareto distribution. Journal of Computational and Applied Mathematics, 388, 113310.
- Dhamala, T.N., Khadka, S.R., and Poudyal, C. (2011). Optimal bottleneck mixed-model just-in-time production sequences. Journal of Institute of Science and Technology, Tribhuvan University, Nepal, 17: 81–102.
- Poudyal, C. (2009). A concept on computational complexity theory. Epsilon-Delta Yearly Mathematical Magazine, Tribhuvan University, Nepal, 5: 85–91.
Preprints Profile
Graduate Works
