Peters, Gareth W.

Prof. Gareth W. Peters is an Endowed Chair of Actuarial Science and Chair Professor of Statistics for Risk and Insurance at the University of California Santa Barbara (UCSB). He is affiliated with the Department of Statistics & Applied Probability. His research focuses on statistical solutions in risk and insurance, encompassing theory, methodology, and practice. Peters is associated with QRSLab, where he specializes in quantitative risk analytics and machine learning. He holds several professional affiliations and has been recognized with awards, including the 2024 Institute and Faculty of Actuaries (IFoA) Peter-Clark Prize.

Prof. Dr. Gareth W. Peters is an Actuarial Mathematician and Professor of Statistics for Risk & Insurance, specializing in Actuarial Mathematics, Econometrics, Quantitative Risk, Statistical Signal Processing, Time Series Methods, and related areas. His research focuses on risk modeling, Bayesian inference, operational risk analytics, and the application of advanced statistical techniques to financial and insurance systems. He has contributed to the development of methodologies for parameter estimation, Monte Carlo sampling, and sequential Monte Carlo samplers, with applications in areas such as blockchain technologies, climate change impacts, and wireless sensor networks. His work emphasizes the integration of statistical and computational tools to address complex risk and uncertainty challenges.