| 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 | 4 | 2018 |
| Rate of Strong Convergence to Markov-modulated Brownian motion GT Nguyen, O Peralta arXiv preprint arXiv:1908.11075, 2019 | 2 | 2019 |
| 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 | 2 | 2019 |
| An explicit solution to the Skorokhod embedding problem for double exponential increments GT Nguyen, O Peralta arXiv preprint arXiv:2002.00361, 2020 | | 2020 |
| Strong convergence to two-dimensional alternating Brownian motion processes G Latouche, GT Nguyen, O Peralta arXiv preprint arXiv:1910.06495, 2019 | | 2019 |
| Advances of matrix–analytic methods in risk modelling OP Gutierrez DTU Compute, 2019 | | 2019 |
Leonardo Rojas NandayapaInstitute of Financial and Actuarial Mathematics, University of LiverpoolVerified email at liverpool.ac.uk
