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