Gareth W. Peters is an Australian endowed chair professor of actuarial science at the University of California, Santa Barbara[1] and an honorary professor of statistics at University College London.

[2] As at 2024, he is also a member of the international advisory board of the Institute of Statistical Mathematics.

He has also been the editor and contributor to 3 edited text books on Monte Carlo methods and spatial statistics.

[7] Peters' research shows that mortality rates have heteroscedastic behaviour and incorporating heteroscedasticity and stochastic volatility in the estimation of life tables markedly improves model fit despite an increase of model complexity.

His research work has been cited by the Swiss Association of Actuaries[11] and informed central bank senior delegates around the world.