| 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 | 12 | 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 | 8 | 2018 |
| Rate of strong convergence to Markov-modulated Brownian motion GT Nguyen, O Peralta Journal of Applied Probability 59 (1), 1-16, 2022 | 4 | 2022 |
| An explicit solution to the Skorokhod embedding problem for double exponential increments GT Nguyen, O Peralta Statistics & Probability Letters 165, 108867, 2020 | 3 | 2020 |
| A Markov jump process associated with the matrix-exponential distribution O Peralta Journal of Applied Probability, 1-13, 2022 | 2 | 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 | 2 | 2022 |
| Strongly convergent homogeneous approximations to inhomogeneous Markov jump processes and applications M Bladt, O Peralta arXiv preprint arXiv:2204.02954, 2022 | 2 | 2022 |
| Advances of matrix–analytic methods in risk modelling O Peralta DTU Compute, 2019 | 2* | 2019 |
| 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 e-prints, arXiv: 2101.03250, 2021 | 1 | 2021 |
| Space-grid approximations of hybrid stochastic differential equations and first passage properties H Albrecher, O Peralta arXiv preprint arXiv:2211.01844, 2022 | | 2022 |
| 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 | | 2022 |
| Ruin problems for risk processes with dependent phase-type claims O Peralta, M Simon arXiv preprint arXiv:2009.13428, 2020 | | 2020 |
Giang NguyenSenior Lecturer, The University of AdelaideVerified email at adelaide.edu.au
