Oscar Peralta

Oscar PeraltaOscar PeraltaOscar Peralta
  • About
  • Research
  • Experience
  • Publications
  • Supervision
  • CV
  • Contact
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    • About
    • Research
    • Experience
    • Publications
    • Supervision
    • CV
    • Contact

Oscar Peralta

Oscar PeraltaOscar PeraltaOscar Peralta
  • About
  • Research
  • Experience
  • Publications
  • Supervision
  • CV
  • Contact

Academic experience

BSc and MSc in Actuarial Science

BSc and MSc in Actuarial Science

BSc and MSc in Actuarial Science

I obtained my BSc in Actuarial Science (2012) and MSc in Mathematics (2014) at the National Autonomous University of México (UNAM), working under the guidance of Prof. Mogens Bladt (now in University of Copenhagen).

PhD in Applied Mathematics

BSc and MSc in Actuarial Science

BSc and MSc in Actuarial Science

In 2015, I travelled to Denmark to pursue my PhD studies at the Technical University of Denmark (DTU), working under the supervision of Prof. Bo Friis Nielsen and Prof. Mogens Bladt. My thesis was titled 'Advances of matrix-analytic methods in risk theory'.

ARC Research Associate

BSc and MSc in Actuarial Science

ARC Research Associate

In 2018, I became a Research Associate funded by the Australian Research Council at The University of Adelaide, working with Dr Giang Thu Nguyen on Markov-modulated diffusion models. Currently I hold an Adjunct Lecturer position.

SNSF Senior Researcher

ARC Research Associate

In 2022, I was funded by the Swiss National Science Foundation to develop research on risk theory and statistics at the University of Lausanne with Prof. Hansjoerg Albrecher. Particularly, my research aimed to shed light at the interplay between risk modelling and sequential probability testing, as well as on systems which exhibit state-dependent modulation.

Postdoctoral Researcher

In 2023, I held a postdoctoral position at Cornell University, working with  Prof. Andreea Minca. We developed theory in matrix-analytic modelling to answer novel questions in risk management, with applications in finance, insurance and energy markets.

Associate Professor - Level C

In 2024, I enrolled in my current tenure-track position at the Department of Actuarial Sciences and Insurance of the Autonomous Technological Institute of México (ITAM). Additional to an ongoing research role, my teaching duties encompass Bachelor and Master courses in finance, risk management and probability.

Copyright © 2024 Oscar Peralta

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