Chair Professor, Acturial Mathematics and Statistics, Heriot-Watt University

Professor Gareth W. Peters is a Chair Professor of Statistics for Risk and Insurance, at the Department of Actuarial Mathematics and Statistics in Heriot-Watt University. He is also the Director of the Scottish Financial Risk Academy (SFRA) and Leader of the Quantitative Risk Solutions (QRS) Lab. Professor Peters has published over 100 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 holds positions as an Adjunct Scientist in the Mathematics, Informatics and Statistics, Commonwealth Scientific and Industrial Research Organisation (CSIRO) since 2009 as well being an Associate Member Oxford-Man Institute in Oxford University since 2012, an Associate Member Systemic Risk Center in London School of Economics since 2014; an Affiliated Prof. School of Earth and Space Sciences, Peking University PKU,Beijing, China since 2015 and a Visiting Prof. in the Institute of Statistical Mathematics, Tokyo, Japan each year since 2010.

RESEARCH FIELDS

Statistical Risk Management and Insurance, Monte Carlo Methods, Statistical Finance and Econometrics, Algorithmic Trading, Blockchain Technology, Spatial and Temporal Modelling

KEYWORDS

Quantitative Risk, Computational Science, Statistics

AFFILIATIONS

FIOR, UCL, Oxford University, LSE, PKU

Link to personal website