Bayesian inference, Monte Carlo sampling and operational risk GW Peters, SA Sisson Journal of Operational Risk 1 (3), 27-50 | 59 | | 2006 |

Model uncertainty in claims reserving within Tweedie's compound Poisson models GW Peters, PV Shevchenko, MV Wüthrich arXiv preprint arXiv:0904.1483 | 38 | | 2009 |

On sequential Monte Carlo, partial rejection control and approximate Bayesian computation GW Peters, Y Fan, SA Sisson Statistics and Computing 22 (6), 1209-1222 | 33 | | 2012 |

Dynamic operational risk: modeling dependence and combining different sources of information GW Peters, PV Shevchenko, MV Wüthrich arXiv preprint arXiv:0904.4074 | 32 | | 2009 |

Likelihood-free Bayesian inference for α-stable models GW Peters, SA Sisson, Y Fan Computational Statistics & Data Analysis 56 (11), 3743-3756 | 24 | | 2012 |

Simulation of the annual loss distribution in operational risk via panjer recursions and volterra integral equations for value at risk and expected shortfall estimation GW Peters, AM Johansen, A Doucet The Journal of Operational Risk 2 (3), 29-58 | 24 | | 2007 |

Topics in sequential Monte Carlo samplers GW Peters M. sc, University of Cambridge, Department of Engineering | 23 | | 2005 |

Parameter estimation for hidden Markov models with intractable likelihoods TA Dean, SS Singh, A Jasra, GW Peters arXiv preprint arXiv:1103.5399 | 20 | | 2011 |

Chain ladder method: Bayesian bootstrap versus classical bootstrap GW Peters, MV Wüthrich, PV Shevchenko Insurance: Mathematics and Economics 47 (1), 36-51 | 18 | | 2010 |

Analytic loss distributional approach models for operational risk from the α-stable doubly stochastic compound processes and implications for capital allocation GW Peters, PV Shevchenko, M Young, W Yip Insurance: Mathematics and Economics 49 (3), 565-579 | 16 | | 2011 |

Automating and evaluating reversible jump MCMC proposal distributions Y Fan, GW Peters, SA Sisson Statistics and Computing 19 (4), 409-421 | 16 | | 2009 |

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 | 15 | | 2010 |

Impact of insurance for operational risk: Is it worthwhile to insure or be insured for severe losses? GW Peters, AD Byrnes, PV Shevchenko Insurance: Mathematics and Economics 48 (2), 287-303 | 14 | | 2011 |

Sharp propagation of chaos estimates for Feynman-Kac particle models P Del Moral, A Doucet, GW Peters Theory of Probability & Its Applications 51 (3), 459-485 | 14 | | 2007 |

Bayesian symbol detection in wireless relay networks via likelihood-free inference GW Peters, I Nevat, SA Sisson, Y Fan, J Yuan Signal Processing, IEEE Transactions on 58 (10), 5206-5218 | 8 | | 2010 |

Likelihood-free samplers SA Sisson, GW Peters, Y Fan, M Briers Preprint, Statistics Department, University of New South Wales | 8 | | 2008 |

A note on target distribution ambiguity of likelihood-free samplers SA Sisson, GW Peters, M Briers, Y Fan arXiv preprint arXiv:1005.5201 | 7 | | 2010 |

Location-aware cooperative spectrum sensing via Gaussian processes I Nevat, GW Peters, IB Collings Communications Theory Workshop (AusCTW), 2012 Australian, 19-24 | 5 | | 2012 |

Bayesian Cointegrated Vector Autoregression models incorporating Alpha-stable noise for inter-day price movements via Approximate Bayesian Computation GW Peters, B Kannan, B Lasscock, C Mellen, S Godsill Bayesian Analysis 6 (4), 755-792 | 5 | | 2011 |

Model selection and adaptive Markov chain Monte Carlo for Bayesian cointegrated {VAR} models GW Peters, B Kannan, B Lasscock, C Mellen Bayesian Analysis 5 (3), 465-491 | 5 | | 2010 |