Follow
Prof. Dr. Gareth W. Peters (FIOR, SIRM, FRSS, FIMA, YAS-RSE, CStat-RSS, CMath-FIMA)
Prof. Dr. Gareth W. Peters (FIOR, SIRM, FRSS, FIMA, YAS-RSE, CStat-RSS, CMath-FIMA)
Chair Professor of Statistics for Risk and Insurance
Verified email at unsw.edu.au - Homepage
Title
Cited by
Cited by
Year
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
9572016
Trends in crypto-currencies and blockchain technologies: A monetary theory and regulation perspective
GW Peters, E Panayi, A Chapelle
arXiv preprint arXiv:1508.04364, 2015
2932015
Fundamental aspects of operational risk and insurance analytics: A handbook of operational risk
MG Cruz, GW Peters, PV Shevchenko
John Wiley & Sons, 2015
1452015
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
1252006
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
1092014
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
942012
Likelihood-free Bayesian inference for α-stable models
GW Peters, SA Sisson, Y Fan
Computational Statistics & Data Analysis 56 (11), 3743-3756, 2012
802012
Model uncertainty in claims reserving within Tweedie's compound Poisson models
GW Peters, PV Shevchenko, MV WŁthrich
ASTIN Bulletin: The Journal of the IAA 39 (1), 1-33, 2009
802009
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
652013
Advances in heavy tailed risk modeling: A handbook of operational risk
GW Peters, PV Shevchenko
John Wiley & Sons, 2015
642015
Dynamic operational risk: modeling dependence and combining different sources of information
GW Peters, PV Shevchenko, MV WŁthrich
arXiv preprint arXiv:0904.4074, 2009
632009
Optimal information-theoretic wireless location verification
S Yan, R Malaney, I Nevat, GW Peters
IEEE Transactions on Vehicular Technology 63 (7), 3410-3422, 2014
622014
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
572015
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
522013
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
482013
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
462017
Topics in sequential Monte Carlo samplers
G Peters
Available at SSRN 3785582, 2005
462005
Chain ladder method: Bayesian bootstrap versus classical bootstrap
GW Peters, MV WŁthrich, PV Shevchenko
Insurance: Mathematics and Economics 47 (1), 36-51, 2010
412010
Capacity Bounds for Additive Symmetric -Stable Noise Channels
ML De Freitas, M Egan, L Clavier, A Goupil, GW Peters, N Azzaoui
IEEE Transactions on Information Theory 63 (8), 5115-5123, 2017
402017
Opening discussion on banking sector risk exposures and vulnerabilities from virtual currencies: An operational risk perspective
GW Peters, A Chapelle, E Panayi
Journal of banking regulation 17 (4), 239-272, 2016
392016
The system can't perform the operation now. Try again later.
Articles 1–20