Prof. Dr. Gareth W. Peters (FIOR)
Prof. Dr. Gareth W. Peters (FIOR)
Chair Professor in Statistics for Risk and Insurance, Heriot-Watt, Edinburgh, UK
Verified email at - Homepage
Cited by
Cited by
Understanding modern banking ledgers through blockchain technologies: Future of transaction processing and smart contracts on the internet of money
GW Peters, E Panayi
Banking beyond banks and money, 239-278, 2016
Trends in cryptocurrencies and blockchain technologies: A monetary theory and regulation perspective
G Peters, E Panayi, A Chapelle
Journal of Financial Perspectives 3 (3), 2015
Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk
MG Cruz, GW Peters, PV Shevchenko
Wiley Hanbook of Financial Mathematics and Econometrics, 2015
Bayesian Inference, Monte Carlo Sampling and Operational Risk.
G Peters, S Sisson
Peters GW and Sisson SA (2006)“Bayesian Inference, Monte Carlo Sampling and …, 2006
Parameter estimation for hidden Markov models with intractable likelihoods
TA Dean, SS Singh, A Jasra, GW Peters
Scandinavian Journal of Statistics 41 (4), 970-987, 2014
On sequential Monte Carlo, partial rejection control and approximate Bayesian computation
GW Peters, Y Fan, SA Sisson
Statistics and Computing 22 (6), 1209-1222, 2012
Model uncertainty in claims reserving within Tweedie's compound Poisson models
GW Peters, PV Shevchenko, MV Wüthrich
ASTIN Bulletin: The Journal of the IAA 39 (1), 1-33, 2009
Likelihood-free Bayesian inference for α-stable models
GW Peters, SA Sisson, Y Fan
Computational Statistics & Data Analysis 56 (11), 3743-3756, 2012
Complete DNA sequence analyses of the first two varicella-zoster virus glycoprotein E (D150N) mutant viruses found in North America: evolution of genotypes with an accelerated …
C Grose, S Tyler, G Peters, J Hiebert, GM Stephens, WT Ruyechan, ...
Journal of Virology 78 (13), 6799-6807, 2004
Distributed detection in sensor networks over fading channels with multiple antennas at the fusion centre
I Nevat, GW Peters, IB Collings
IEEE transactions on signal processing 62 (3), 671-683, 2013
Dynamic operational risk: modeling dependence and combining different sources of information
G Peters, PV Shevchenko, MV Wuthrich
The Journal of Operational Risk 4 (2), 69-104, 2009
Optimal information-theoretic wireless location verification
S Yan, R Malaney, I Nevat, GW Peters
IEEE Transactions on Vehicular Technology 63 (7), 3410-3422, 2014
Random field reconstruction with quantization in wireless sensor networks
I Nevat, GW Peters, IB Collings
IEEE Transactions on Signal Processing 61 (23), 6020-6033, 2013
Topics in sequential Monte Carlo samplers
GW Peters
M. Sc., University of Cambridge, Department of Engineering 54, 2005
Langevin and Hamiltonian based sequential MCMC for efficient Bayesian filtering in high-dimensional spaces
F Septier, GW Peters
IEEE Journal of selected topics in signal processing 10 (2), 312-327, 2015
Chain ladder method: Bayesian bootstrap versus classical bootstrap
GW Peters, MV Wüthrich, PV Shevchenko
Insurance: Mathematics and Economics 47 (1), 36-51, 2010
Severe uncertainty and info‐gap decision theory
KR Hayes, SC Barry, GR Hosack, GW Peters
Methods in Ecology and Evolution 4 (7), 601-611, 2013
Ecological non-linear state space model selection via adaptive particle Markov chain Monte Carlo (AdPMCMC)
GW Peters, GR Hosack, KR Hayes
arXiv preprint arXiv:1005.2238, 2010
A unified approach to mortality modelling using state-space framework: characterisation, identification, estimation and forecasting
MC Fung, GW Peters, PV Shevchenko
Annals of Actuarial Science 11 (2), 343-389, 2017
Simulation of the Annual Loss Distribution in Operational Risk via Panjer Recursions and Volterra Integral Equations for Value at Risk and Expected Shortfall Estimation.
G Peters, AM Johansen, A Doucet
Available at SSRN 2980408, 2017
The system can't perform the operation now. Try again later.
Articles 1–20