Original research

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

1. H Amini, A Minca & O Peralta. Duration-dependent stochastic fluid processes and solar energy revenue modeling. Invited to revise for Operations Research.
2. H Albrecher & O Peralta. Space-grid approximations of hybrid stochastic differential equations and first passage properties. Invited to revise for Journal of Applied Probability.
3. MR Bladt, ECK Cheung, O Peralta and JK Woo. Modeling discrete common-shock risks through matrix distributions. Submitted to ASTIN Bulletin.
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 Insurance: Mathematics and Economics.
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.

1. O Peralta & LH Vallejo. Hybrid risk processes: A robust framework for modern ruin problems.
2. MR Bladt, O Peralta & J Yslas. Assessing continuous common-shock risk through matrix distributions.
3. J Barr, O Peralta, P Portal. The splitting theorem for telegraph processes and its Brownian limit.
4. J Tonkin, GT Nguyen & O Peralta. Pricing barrier options driven by meromorphic Lévy processes.
5. A Black, M Fairbrother & O Peralta. Efficient estimation of epidemic final size probabilities.
6. W Allan, GT Nguyen & O Peralta. Strong solutions and simulation techniques for Lévy-driven stochastic differential equations with past-dependent switching.

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