Peter England is well-known for his work on bootstrapping and stochastic reserving. His actuarial consulting and research have ranged over capital, reserving, and pricing, including a recent paper on IFRS 17 risk adjustments. Most recently, Peter’s focus has been on analytics and data science techniques, using R and the R Shiny package for web applications. Peter presents at industry events on his work regularly.
Peter is a Chartered Statistician with a PhD in Actuarial Science, and is an Honorary Fellow of both the UK Institute and Faculty of Actuaries and the Swiss Association of Actuaries. He is also a Senior Visiting Fellow at Cass Business School, London.
Matthew Evans has extensive pricing experience across personal, commercial and reinsurance lines of business. He brings early career experience as an IT consultant to his actuarial work, informing pricing tool design, model deployment strategy, and R programming. Recent presentations to industry have included discussion of the XGBoost algorithm for pricing, and a comparison of new open source tools R and Python.
Matthew is a Fellow of the UK Institute and Faculty of Actuaries with an MA in Physics from Oxford University.
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