Original research

1. H Albrecher & O Peralta (2026). Space-grid approximations of hybrid stochastic differential equations and first passage properties. To appear in Journal of Applied Probability.
2. MR Bladt, ECK Cheung, O Peralta and JK Woo (2025). Modeling discrete common-shock risks through matrix distributions. To appear in ASTIN Bulletin.
3. M Bladt, A Minca & O Peralta (2025). Approximations of semi-Markov processes and insurance policy valuation. To appear in Finance and Stochastics.
4. M Bladt & O Peralta (2024). Strongly convergent homogeneous approximations to inhomogeneous Markov jump processes. Mathematics of Operations Research 50.
5. O Peralta & M Simon (2023). Ruin problems for risk processes with dependent phase-type claims. Methodology and Computing in Applied Probability 25.
6. H Albrecher & O Peralta (2023). The matrix sequential probability ratio test and multivariate ruin theory. 2022 MATRIX Annals.
7. ECK Cheung, O Peralta & JK Woo (2022). Multivariate matrix-exponential affine mixtures and their applications in risk theory. Insurance: Mathematics and Economics 106.
8. N Bean, GT Nguyen, BF Nielsen & O Peralta (2022). RAP-modulated fluid process: first passages and stationary distribution. Stochastic Processes and their Applications 149.
9. G Latouche, GT Nguyen & O Peralta (2022). Strong convergence to two-dimensional alternating Brownian motion process. Stochastic Models 38.
10. O Peralta (2022). A Markov jump process associated with the matrix-exponential distribution. Journal of Applied Probability.
11. GT Nguyen & O Peralta (2022). Rate of strong convergence to Markov-modulated Brownian motion. Journal of Applied Probability 59.
12. GT Nguyen & O Peralta (2020). An explicit solution to the Skorokhod embedding problem for double exponential increments. Statistics and Probability Letters 165.
13. M Bladt, BF Nielsen, & O Peralta (2019). Parisian types of ruin probabilities for a class of dependent risk-reserve processes. Scandinavian Actuarial Journal 1.
14. O Peralta, L Rojas-Nandayapa, W Xie, H Yao (2018). Approximation of ruin probabilities via erlangized scale mixtures. Insurance: Mathematics and Economics 78. 

1. MR Bladt, O Peralta & J Yslas. Assessing continuous common-shock risk through matrix distributions. Submitted to Scandinavian Actuarial Journal.
2. O Peralta & LH Vallejo. Hybrid risk processes: A versatile framework for modern ruin problems. Submitted to Scandinavian Actuarial Journal.
3. H Amini, A Minca & O Peralta. Duration-dependent stochastic fluid processes and solar energy revenue modeling. Submitted to Mathematical Finance.
4. P Huo, O Peralta, J Guo, Q Xie & A Minca. Reinforcement learning for SBM graphon games with resampling. Submitted to International Conference on Artificial Intelligence and Statistics.
5. H Amini, A Minca & O Peralta.  Ruin-dependent bivariate stochastic fluid processes. Submitted to Journal of Applied Probability.
6.  J Barr, GT Nguyen & O Peralta. Wong-Zakai approximation of regime-switching SDEs via rough path theory. Submitted to Electronic Journal of Probability.
7. GT Nguyen & O Peralta. Rate of strong convergence to solutions of regime-switching stochastic differential equations. Submitted to Stochastic Analysis and Applications.

 Most of my published work and preprints can be found through my Google Scholar.