Peter is a 3rd year PhD student in Actuarial Science at Bayes Business School. He holds a Master's degree in Mathematics of Finance from Comenius University in Bratislava with one year exchange studies at Charles University in Prague. His research aims at improvement of transparency of pension funding by developing long-term investment plans with simple strategy propositions that are easily understood by the investors whilst at the same time performing optimally or near optimally. He is interested in subjects such as stochastic calculus and optimal control.
Title of thesis: Minimising Longevity and Investment Risk while Optimising Future Pension Plans
Sep 2017 – Sep 2019
Summary of research
Aims of our project are theoretical research in optimal control of pension fund investment, application in the development of pension products and communicating our results to a professional community.
- Professor Jens Perch, Professor of Actuarial Science
- Dr Russell Gerrard, Associate Professor of Statistics