Gareth W Peters
University College London
Prof. Dr. Gareth W Peters is a Chair Professor for Statistics in Risk and Insurance Department of Actuarial Mathematics and Statistics, Heriot-Watt University, Edinburgh. He is the ‘Chair Professor for Risk and Insurance’ in the Department of Actuarial Mathematics and Statistics, in Heriot-Watt University in Edinburgh. Previously he held tenured positions in the Department of Statistical Sciences, University College London, UK and the Department of Mathematics and Statistics in University of New South Wales, Sydney, Australia.
Dr. Peters is the incoming Director of the Scottish Financial Risk Association.
He has published in excess of 150 peer reviewed articles on risk and insurance modelling, 2 research text books on Operational Risk and Insurance as well as being the editor and contributor to 3 edited text books on spatial statistics and Monte Carlo methods.
He currently holds positions as:
- Honorary Prof. of Statistics at University College London, 2018+
- Affiliated Prof. of Statistics in University of New South Wales Australia 2015+
- Affiliate Member of Systemic Risk Center, London School of Economics 2014+
- Affiliate Member of Oxford Mann Institute, Oxford University (OMI) 2013+
He previously held positions as:
- Honorary Prof. of Peking University, Beijing, China 2014-2016
- Adjunct Scientist in the Mathematics, Informatics and Statistics, Commonwealth Scientific and - Industrial Research Organisation (CSIRO) 2009-2017
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The authors investigate the influence of model risk on pricing life products and demonstrate that classical Lee-Carter-type models can be less accurate than the proposed model.
Global perspectives on operational risk management and practice: a survey by the Institute of Operational Risk (IOR) and the Center for Financial Professionals (CeFPro)
This paper presents survey results which represent comprehensive perspectives on operational risk practice, obtained from practitioners in a wide range of countries and sectors.
Should the advanced measurement approach be replaced with the standardized measurement approach for operational risk?
This paper discusses and studies the weaknesses and pitfalls of the SMA and the implicit relationship between the SMA capital model and systemic risk in the banking sector.