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 | 9 | 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 | 6 | 2018 |

Rate of strong convergence to Markov-modulated Brownian motion GT Nguyen, O Peralta Journal of Applied Probability 59 (1), 1-16, 2022 | 3 | 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 |

An explicit solution to the Skorokhod embedding problem for double exponential increments GT Nguyen, O Peralta Statistics & Probability Letters 165, 108867, 2020 | 2 | 2020 |

Strong convergence to two-dimensional alternating Brownian motion processes G Latouche, GT Nguyen, O Peralta Stochastic Models, 1-15, 2022 | 1 | 2022 |

Strongly convergent homogeneous approximations to inhomogeneous Markov jump processes and applications M Bladt, O Peralta arXiv preprint arXiv:2204.02954, 2022 | 1 | 2022 |

A Markov jump process associated with the matrix-exponential distribution O Peralta arXiv preprint arXiv:2103.02722, 2021 | 1 | 2021 |

Advances of matrix–analytic methods in risk modelling O Peralta DTU Compute, 2019 | 1* | 2019 |

Multivariate matrix-exponential affine mixtures and their applications in risk theory ECK Cheung, O Peralta, JK Woo Insurance: Mathematics and Economics, 2022 | | 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 | | 2021 |

Ruin problems for risk processes with dependent phase-type claims O Peralta, M Simon arXiv preprint arXiv:2009.13428, 2020 | | 2020 |