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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

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

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

Cyber loss model risk translates to premium mispricing and risk sensitivity

Peters, Gareth; Malavasi, Matteo; Sofronov, Georgy; … - In: The Geneva papers on risk and insurance - issues and … 48 (2023) 2, pp. 372-433

Persistent link: https://www.econbiz.de/10014326499

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

Fundamental Aspects of Operational Risk and Insurance Analytics : A Handbook of Operational Risk

Cruz, Marcelo G.; Peters, Gareth W.; Shevchenko, Pavel V. - 2015 - 1. Aufl.

A one-stop guide for the theories, applications, andstatistical methodologies essential to operational risk Providing a complete overview of operational risk modeling andrelevant insurance analytics, Fundamental Aspects of OperationalRisk and Insurance Analytics: A Handbook of Operational...

Persistent link: https://www.econbiz.de/10011839011

Estimating quantile families of loss distributions for non-life insurance modelling via L-moments

Peters, Gareth; Chen, Wilson Ye; Gerlach, Richard H. - In: Risks : open access journal 4 (2016) 2, pp. 1-41

This paper discusses different classes of loss models in non-life insurance settings. It then overviews the class of Tukey transform loss models that have not yet been widely considered in non-life insurance modelling, but offer opportunities to produce flexible skewness and kurtosis features...

Persistent link: https://www.econbiz.de/10011507468

Mortality models incorporating long memory for life table estimation : a comprehensive analysis

Yan, Hongxuan; Peters, Gareth; Chan, Jennifer - In: Annals of actuarial science : publ. by the Institute of … 15 (2021) 3, pp. 567-604

Persistent link: https://www.econbiz.de/10012656709

A non-parametric test and predictive model for signed path dependence

Dias, Fabio S.; Peters, Gareth - In: Computational economics 56 (2020) 2, pp. 461-498

Persistent link: https://www.econbiz.de/10012272043

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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