| Parisian types of ruin probabilities for a class of dependent risk-reserve processes M Bladt, BF Nielsen, O Peralta Scandinavian Actuarial Journal 2019 (1), 32-61, 2019 | 16 | 2019 |
| Approximation of ruin probabilities via erlangized scale mixtures O Peralta, L Rojas-Nandayapa, W Xie, H Yao Insurance: Mathematics and Economics 78, 136-156, 2018 | 9 | 2018 |
| Strongly convergent homogeneous approximations to inhomogeneous Markov jump processes and applications M Bladt, O Peralta Mathematics of Operations Research, 2024 | 4 | 2024 |
| Multivariate matrix-exponential affine mixtures and their applications in risk theory ECK Cheung, O Peralta, JK Woo Insurance: Mathematics and Economics 106, 364-389, 2022 | 4 | 2022 |
| RAP-modulated fluid processes: First passages and the stationary distribution NG Bean, GT Nguyen, BF Nielsen, O Peralta Stochastic Processes and their Applications 149, 308-340, 2022 | 4 | 2022 |
| Rate of strong convergence to Markov-modulated Brownian motion GT Nguyen, O Peralta Journal of Applied Probability 59 (1), 1-16, 2022 | 4 | 2022 |
| A Markov jump process associated with the matrix-exponential distribution O Peralta Journal of Applied Probability 60 (1), 1-13, 2023 | 3 | 2023 |
| An explicit solution to the Skorokhod embedding problem for double exponential increments GT Nguyen, O Peralta Statistics & Probability Letters 165, 108867, 2020 | 3 | 2020 |
| Advances of matrix-analytic methods in risk modelling O Peralta Gutierrez PhD thesis, DTU Compute, 2019 | 2 | 2019 |
| Duration-dependent stochastic fluid processes and solar energy revenue modeling H Amini, A Minca, O Peralta arXiv preprint arXiv:2304.06185, 2023 | 1 | 2023 |
| Strong convergence to two-dimensional alternating Brownian motion processes G Latouche, GT Nguyen, O Peralta Stochastic Models 38 (3), 488-502, 2022 | 1 | 2022 |
| Wong--Zakai approximations with convergence rate for stochastic differential equations with regime switching GT Nguyen, O Peralta arXiv preprint arXiv:2101.03250, 2021 | 1 | 2021 |
| Pathwise and distributional approximations of semi-Markov processes M Bladt, A Minca, O Peralta arXiv preprint arXiv:2312.06784, 2023 | | 2023 |
| Ruin problems for risk processes with dependent phase-type claims O Peralta, M Simon Methodology and Computing in Applied Probability 25 (4), 86, 2023 | | 2023 |
| Reinforcement Learning for SBM Graphon Games with Re-Sampling P Huo, O Peralta, J Guo, Q Xie, A Minca arXiv preprint arXiv:2310.16326, 2023 | | 2023 |
| Ruin-dependent bivariate stochastic fluid processes H Amini, A Minca, O Peralta arXiv preprint arXiv:2307.16567, 2023 | | 2023 |
| Wong--Zakai approximation of regime-switching SDEs via rough path theory J Barr, GT Nguyen, O Peralta arXiv preprint arXiv:2304.10062, 2023 | | 2023 |
| Space-grid approximations of hybrid stochastic differential equations and first passage properties H Albrecher, O Peralta arXiv preprint arXiv:2211.01844, 2022 | | 2022 |
| The matrix sequential probability ratio test and multivariate ruin theory H Albrecher, O Peralta | | |
