Gareth W. Peters
Gareth William Peters | |
|---|---|
| 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
[edit]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
[edit]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
[edit]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
[edit]- ^ "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. 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". University College London. Retrieved 2024-09-04.
- ^ "Dr Gareth Peters invited keynote presenter at central banking conference in Abu Dhabi". University College London. Retrieved 2024-03-18.
