Statistical Science


Dr Gareth Peters part of first international delegation to give keynote speech at JAFEE Japan conference

18 August 2016

Dr Gareth Peters and Dr Andrea Macrina (UCL Mathematics) formed a delegation that were the first invited international speakers to present at the Japanese Association of Financial Econometrics and Engineering (JAFEE) in the 20+ year history of the country wide bi-annual conference. The 2016 Summer JAFEE tournament was held over 2 days in Seijo University, Tokyo and was attended by 130 people from all over Japan.

JAFEE was established in April 1993 as an organisation to promote empirical fields broadly related to financial asset pricing and actual financial decision making.

Dr Peters gave his key note speech on capital allocation methods for solvency II insurance regulations, based on joint work with Rodrigo Targino and Professor Mario Wuthrich (ETH Department of Mathematics and Risk Lab).