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A unified approach to mortality modelling using state-space framework : characterisation, identification, estimation and forecasting
Fung, Man Chung; Peters, Gareth; Shevchenko, Pavel V. - In: Annals of actuarial science : publ. by the Institute of … 11 (2017) 2, pp. 343-389
Persistent link: https://www.econbiz.de/10011820669
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Which risk factors drive oil futures price curves?
Ames, Matthew; Bagnarosa, Guillaume; Matsui, Tomoko; … - In: Energy economics 87 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012512291
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Cyber risk frequency, severity and insurance viability
Malavasi, Matteo; Peters, Gareth; Shevchenko, Pavel V.; … - In: Insurance / Mathematics & economics 106 (2022), pp. 90-114
Persistent link: https://www.econbiz.de/10013380467
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Should the advanced measurement approach be replaced with the standardized measurement approach for operational risk?
Peters, Gareth; Shevchenko, Pavel V.; Hassani, Bertrand; … - In: The journal of operational risk 11 (2016) 3, pp. 1-49
Persistent link: https://www.econbiz.de/10013177152
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A hybrid model for pricing and hedging of long-dated bonds
Baldeaux, Jan; Fung, Man Chung; Ignatieva, Ekaterina; … - In: Applied mathematical finance 22 (2015) 3/4, pp. 366-398
Persistent link: https://www.econbiz.de/10011436216
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A comparative study of pricing approaches for longevity instruments
Leung, Melvern; Fung, Man Chung; O'Hare, Colin - In: Insurance / Mathematics & economics 82 (2018), pp. 95-116
Persistent link: https://www.econbiz.de/10011929842
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Global perspectives on operational risk management and practice : a survey by the Institute of Operational Risk (IOR) and the Center for Financial Professionals (CeFPro)
Peters, Gareth; Clark, George; Thirlwell, John; Kulwal, … - In: The journal of operational risk 13 (2018) 4, pp. 47-88
Persistent link: https://www.econbiz.de/10011976060
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Opening discussion on banking sector risk exposures and vulnerabilities from Virtual currencies : an operational risk perspective
Peters, Gareth; Chapelle, Ariane; Panayi, Efstathios - In: Open economies review 17 (2016) 4, pp. 239-272
Persistent link: https://www.econbiz.de/10011718562
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Full Bayesian analysis of claims reserving uncertainty
Peters, Gareth; Targino, Rodrigo S.; Wüthrich, Mario V. - In: Insurance / Mathematics & economics 73 (2017), pp. 41-53
Persistent link: https://www.econbiz.de/10011702044
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Violations of uncovered interest rate parity and international exchange rate dependences
Ames, Matthew; Bagnarosa, Guillaume; Peters, Gareth - In: Journal of international money and finance 73 (2017), pp. 162-187
Persistent link: https://www.econbiz.de/10011787712