Peter is in his final year of PhD studies in Actuarial Science at Bayes Business School. He holds a Master's degree in Applied Mathematics and Mathematics of Finance from Comenius University in Bratislava and Charles University in Prague. His research aims to improve the transparency of pension funding by developing long-term investment plans with simple allocation propositions that are easily understood by investors, whist at the same time performing optimally or near optimally. He is interested in subject of stochastic optimal control applied in finance.
- Teaching Assistant (Decision and Risk Analysis), University College London, Jan 2022 – present
- Teaching Assistant (Applied Statistics with R, Machine Learning for Big Data, Financial Analytics), London Business School, Sep 2019 – present
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