Gareth William Peters | |
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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]
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]
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]
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]