| Gareth William Peters | |
| Citizenship: | Australian |
| Alma Mater: | University of New South Wales University of Cambridge University of Melbourne |
| Discipline: | Actuarial Science |
| Workplaces: | University of California, Santa Barbara |
| Thesis Title: | Advances in approximate Bayesian computation and trans-dimensional sampling methodology |
| Thesis Url: | https://web.maths.unsw.edu.au/~peterga/GWP/GarethPeters_PHD_Thesis.pdf |
| 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. 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]