Original research

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

1. 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.
2. H Amini, A Minca & O Peralta.  Ruin-dependent bivariate stochastic fluid processes. Submitted to Stochastic Systems.
3. H Amini, A Minca & O Peralta. Duration-dependent stochastic fluid processes and solar energy revenue modeling. Submitted to Operations Research.
4.  J Barr, GT Nguyen & O Peralta. Wong-Zakai approximation of regime-switching SDEs via rough path theory. Submitted to Electronic Journal of Probability.
5. H Albrecher & O Peralta. Space-grid approximations of hybrid stochastic differential equations and first passage properties. Submitted to Stochastic Systems.
6. M Bladt & O Peralta (2022). Strongly convergent homogeneous approximations to inhomogeneous Markov jump processes. Invited to revise in Mathematics of Operations Research.
7. GT Nguyen & O Peralta (2022). Rate of strong convergence to solutions of regime-switching stochastic differential equations. Submitted to Stochastic Analysis and Applications.

1. J Barr & O Peralta. The splitting theorem for telegraph processes and its Brownian limit.
2. M Bladt, A Minca & O Peralta.  Approximations of semi-Markov processes with applications to insurance mathematics.
3. T Broadbridge & O Peralta. Matrix descriptors of the two-island model in population genetics.
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.