Mathematics Colloquium: Gareth Peters
Topic: Data science meets mortality projection
In this presentation I will explore aspects of extensions to classical mortality projection techniques to restate them in state space modelling frameworks. This will include recent stochastic model extensions to classical Lee-Carter Cohort (LCC) models to incorporate evidence, that we show is systematically identified as statistically significant, capturing long-memory persistence features in human mortality data experience from HMDB data sets.
About the speaker
Professor Gareth Peters (Heriot-Watt University)
Prof. Gareth W. Peters is the Chair Professor for Risk and Insurance in the Department of Actuarial Mathematics and Statistics in Heriot-Watt University in Edinburgh. Previously he held tenured positions in the Department of Statistical Sciences, University College London, UK and the Department of Mathematics and Statistics in University of New South Wales, Sydney, Australia. Prof. Peters is the Director of the Scottish Financial Risk Association. Prof. Peters is also an elected member of the Young Academy of Scotland in the Royal Society of Edinburgh (YAS-RSE) and an elected Fellow of the Institute of Operational Risk (FIOR). He was also the Nachdiploma Lecturer in Machine Learning for Risk and Insurance at ETH Zurich in the Risk Laboratory. He has made in excess of 150 international invited presentations, speaker engagements including numerous key note presentations. He has delivered numerous professional training courses to c-suite executive level industry professionals as well as numerous central banks. He has published in excess of 150 peer reviewed articles on risk and insurance modelling, 2 research text books on Operational Risk and Insurance as well as being the editor and contributor to 3 edited text books on spatial statistics and Monte Carlo methods.