Gareth W. Peters
Gareth William Peters | |
|---|---|
 Gareth Peters in 2014 | |
| Citizenship | Australian |
| Academic background | |
| Alma mater | University of New South Wales University of Cambridge University of Melbourne |
| Thesis | Advances in approximate Bayesian computation and trans-dimensional sampling methodology |
| Academic work | |
| Discipline | Actuarial Science |
| Institutions | University of California, Santa Barbara |
| Main interests | Actuarial Science Statistics for Risk and Insurance Time Series Econometrics |
Gareth W. Peters is an Australian endowed chair professor of actuarial science at the University of California, Santa Barbara[1] and an honorary professor of statistics at University College London.[2] As at 2024, he is also a member of the international advisory board of the Institute of Statistical Mathematics.[3]
Education
Peters has a Bachelor of Engineering from the University of Melbourne,[4] a Master of Science from the University of Cambridge and a PhD in Mathematics and Statistics from the University of New South Wales.[5]
Career
Before joining the University of California, Santa Barbara, Peters held academic positions at Heriot-Watt University,[6] University College London and University of New South Wales.[4] He has published over 150 peer-reviewed articles on risk and insurance modelling and 2 research text books on Operational Risk and Insurance. He has also been the editor and contributor to 3 edited text books on Monte Carlo methods and spatial statistics.[7]
Research work
Peters' research shows that mortality rates have heteroscedastic behaviour and incorporating heteroscedasticity and stochastic volatility in the estimation of life tables markedly improves model fit despite an increase of model complexity.[8] This is consistent with the cohort effects[9] widely documented[10] in mortality observations.
His research work has been cited by the Swiss Association of Actuaries[11] and informed central bank senior delegates around the world.[12]
References
- ^ "Gareth Peters | UC Santa Barbara". www.pstat.ucsb.edu. Retrieved 2024-03-18.
- ^ "Emeritus & Honorary staff | University College London". www.ucl.ac.uk. Retrieved 2024-03-18.
- ^ "The Institute of Statistical Mathematics" (PDF). Retrieved 2024-03-31.
- ^ a b "Curriculum Vitae: Dr. Gareth W. Peters" (PDF). web.maths.unsw.edu.au. Retrieved 2024-03-19.
- ^ "Gareth W. Peters | IEEE Xplore Author Profile". ieeexplore.ieee.org. Retrieved 2024-03-18.
- ^ "Call for data standards to govern Edinburgh's data growth". www.scotsman.com. Retrieved 2024-03-19.
- ^ "Gareth W. Peters | Risk.net". www.risk.net. Retrieved 2024-03-18.
- ^ Fung, Man Chung; Peters, Gareth W.; Shevchenko, Pavel V. (2017). "A unified approach to mortality modelling using state-space framework: characterisation, identification, estimation and forecasting". Annals of Actuarial Science. 11 (2): 343–389. arXiv:1605.09484. doi:10.1017/S1748499517000069. ISSN 1748-4995.
- ^ Fung, Man Chung; Peters, Gareth W.; Shevchenko, Pavel V. (2019). "Cohort effects in mortality modelling: a Bayesian state-space approach". Annals of Actuarial Science. 13 (1): 109–144. arXiv:1703.08282. doi:10.1017/S1748499518000131. ISSN 1748-4995.
- ^ Holford, T R (1991). "Understanding the Effects of Age, Period, and Cohort on Incidence and Mortality Rates". Annual Review of Public Health. 12 (1): 425–457. doi:10.1146/annurev.pu.12.050191.002233. ISSN 0163-7525. PMID 2049144.
- ^ "Dr Gareth Peters to deliver keynote presentation at 108th AGM of Swiss Association of Actuaries". www.ucl.ac.uk. Retrieved 2024-03-18.
- ^ "Dr Gareth Peters invited keynote presenter at central banking conference in Abu Dhabi". www.ucl.ac.uk. Retrieved 2024-03-18.
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