Tatjana Miljkovic

Facundo Alonso

Assistant Professor

Miami University
Department of Statistics
334E Upham Hall
Oxford, OH 45056
513-529-3299
miljkot@MiamiOH.edu

Current Position and Interests

Tatjana Miljkovic is an assistant professor and actuarial science adviser in the Department of Statistics at Miami University. She brings many years of industry experience to the classroom, which play an important role in successful mentoring and advising of students. Her primary research interests are actuarial science and applied statistics that cover topics in mixture modeling and clustering, applications of the EM algorithm, tail risk measures and capital requirements in insurance, and applications of statistics to health topics and climate change. As a statistician, she has also collaborated on a number of interdisciplinary projects with her colleagues from other research areas. In her free time, Tatjana enjoys cooking, swimming, and traveling.

Education 

  • Ph.D. in Statistics, North Dakota State University, Fargo, ND, USA, 2013
  • MBA. North Dakota State University, Fargo, ND, USA, 2007
  • M.S. Applied Mathematics (Actuarial Science), University of Illinois, Urbana-Champaign, IL, USA, 1996
  • B.S. Mechanical Engineering, University of Belgrade, Belgrade, Former Yugoslavia, 1991

Courses Taught at Miami

  • STA 271  Intro to Actuarial Science
  • STA 301  Applied Statistics
  • STA 363  Intro to Statistical Modeling
  • STA 401/501  Probability
  • STA 462/562  Inferential Statistics
  • STA 463/563  Regression Analysis
  • STA 477 Independent Studies 
  • STA483/583 Analysis of Forecasting Systems
  • STA650 – Generalized Linear Models

Publications

[23] **Pocuca, N., Jevtic, P., McNicholas, P., Miljkovic, T. (2020), Modeling Frequency and Severity of Claims with the Zero-Inflated Generalized Cluster-Weighted Models. Insurance: Mathematics and Economics. Vol 94, pp. 79--93.

[22] Miljkovic, T. and Wang, X. (2020), Identifying Subgroups of Age and Cohort Effects in Obesity Prevalence. Biometrical Journal. DOI: 10.1002/bimj.201900287.

 [21] Miljkovic, T., **Causey, R., Jovanovic, M. (2020), Assessing the Performance of Confidence Intervals for High Quantiles of Burr XII and Inverse Burr Mixtures. Communication in Statistics- Simulation and Computation. pp. 1--23. DOI: 10.1080/03610918.2020.1747075

[20] Michael, S., Miljkovic, T., Melnykov, V. (2020), Mixture modeling of insurance loss data with multiple level partial censoring. Advances in Data Analysis and Classification. DOI:10.1007/s11634-020-00391-x

[19] *Yu, M. *Krehbiel, M., *Thompson, S., Miljkovic, T. (2020), Exploration of Gender in the Actuarial Research Community with Advanced Data Science Tools. Scientometrics. 123(2) , pp.767--789. Springer. DOI: 10.1007/s11192-020-03412-w

[18] Grün, B. and Miljkovic, T. (2019), Extending Composite Loss Models Using a General Framework of Advanced Computational Tools. Scandinavian Actuarial Journal. Vol 2019, Issue 8, pp. 642--660.

[17] **Blostein, M. and Miljkovic, T. (2019), On modeling left-truncated loss data using mixtures of distributions. Insurance: Mathematics & Economics. Vol 85, pp. 35--46.

[16] **Daawin, P., Kim, S., and Miljkovic, T. (2019), Predictive Modeling of Obesity Prevalence for the U.S. Population. North American Actuarial Journal. Vol 23, Issue 1, pp. 64--81.

[15] Chen, YJ. and Miljkovic, T. (2019), From grouped to de-grouped data: a new approach in distribution fitting for grouped data. Journal of Statistical Computation and Simulation. Vol 89, Issue 2, pp.272--291.

[14] Miljkovic, T., Miljkovic, D., and Maurer, K. (2018), Examining the Impact on Mortality Arising from Climate Change: Important Findings for the Insurance Industry. European Actuarial Journal. Vol 8, Issue 2, pp.363--381.

[13] Miljkovic, T. and Fernandez, D. (2018), On Two Mixture-Based Clustering Approaches Used in Modeling an Insurance Portfolio. Risks. Vol. 6, Issue 2, pp.57--75.

[12] Zhang, J. and Miljkovic, T. (2018), Ratemaking for a New Territory: Enhancing GLM Pricing Model with a Bayesian Analysis. E-Forum, Journal of the Casualty Actuarial Society. Vol 2, pp.16--49.

[11]Miljkovic, T. and Sengupta, I. (2018), A New Analysis of VIX Index Using Mixture of Regressions: Examination and Short-Term Forecasting for S&P 500 Market. High Frequency. Vol. 1, Issue 1, pp.53--65.

[10] *Fang, L., *Wu, J., Miljkovic, T. (2017), Modeling Impact of Natural Hazard-Induced Disasters on Income Distribution in the United States. International Journal of Disaster Risk Science. Vol. 8, Issue 4, pp.435--444.

[9] Miljkovic, T. and Orr, M. (2017), An evaluation of the reconstructed coefficient of determination and potential adjustments. Communication is Statistics- Simulation and Computation. Vol. 46, Issue 9, pp.6705--6718.

[8] Miljkovic, T., Shaik, S., and Miljkovic, D. (2017), Redefining Standards for body mass index of the US population based on BRFSS data using mixtures. Journal of Applied Statistics. Vol. 44, Issue 2, pp.197--211.

[7] **Balic, R., Miljkovic, T., Bahri O., and Simsek, S. (2017), Utilization of Modified Wheat and Tapioca Starches as Fat Replacements in Bread Formulation. Journal of Food Processing and Preservation. Vol. 41, Issue 1. DOI:10.1111/jfpp.12888.

[6]Miljkovic, T. and Grün, B. (2016), Modeling loss data using mixtures of distributions. Insurance: Mathematics and Economics. Vol. 70, pp.387--396.

[5] **Galhenage, T., Hoffman, D., Silbert, S., Stafslien, S., Daniels, J., Miljkovic, T., Finlay, J., Franco, S., Clare, A., Nedved, B., Hadfield, M., Wendt, D., Waltz, G., Brewer, L., Teo, S., Lim, C.S., Webster, D. (2016), Fouling-release performance of silicone oil-modified siloxane-polyurethane coatings. Applied Materials & Interfaces. Vol. 8, Issue 42, pp.29025--29036.

[4] Miljkovic, T. and Barabanov, N. (2015), Modeling Veterans' Health Benefit Grants Using the EM Algorithm. Journal of Applied Statistics, Vol. 42, Issue 6, pp.1166--1182.

[3] Miljkovic, T. and Miljkovic, D. (2014), Modeling Impact of Hurricane Damages on Income Distribution in the Coastal U.S., International Journal of Disaster Risk Science, Vol. 5, Issue 4, pp.265--273.

[2] Maung, T.A., Gustafson, C.R., Saxowsky, D.M., Nowatzki, J.,  Miljkovic, T. and  Ripplinger, D. (2013), Logistics of Supplying Single vs. Multi-crop Cellulosic Feedstocks to a Biorefinery in Southeast North Dakota, Applied Energy, Vol. 109, Issue C, pp.229--238.

[1] Maung, T.A., Gustafson, C.R., Saxowsky, D.M., Miljkovic, T. and Nowatzki, J.F. (2012), Market Information on Sourcing Cellulosic Feedstock for Biofuel Production in Northern Plains Region of the United States, Journal of Agricultural Science and Technology, A2, pp.10--23.


Note: (*) undergraduate student. (**) graduate student