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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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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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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
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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
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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
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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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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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A dynamic stochastic integrated climate-conomic spatiotemporal model for agricultural insurance products
Gao, Suikai; Bagnarosa, Guillaume; Peters, Gareth; … - In: North American actuarial journal : NAAJ ; leading the … 28 (2024) 1, pp. 27-6
Persistent link: https://www.econbiz.de/10014513807
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Model risk in mortality-linked contingent claims pricing
Peters, Gareth; Yan, Hongxuan; Chan, Jennifer So Kuen - In: The journal of risk model validation 16 (2022) 3, pp. 1-53
Persistent link: https://www.econbiz.de/10014540592