| 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 |
| 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 | 5 | 2019 |
| An explicit solution to the Skorokhod embedding problem for double exponential increments GT Nguyen, O Peralta Statistics & Probability Letters 165, 108867, 2020 | 2 | 2020 |
| Rate of Strong Convergence to Markov-modulated Brownian motion GT Nguyen, O Peralta arXiv preprint arXiv:1908.11075, 2019 | 2 | 2019 |
| Strong convergence to two-dimensional alternating Brownian motion processes G Latouche, GT Nguyen, O Peralta arXiv preprint arXiv:1910.06495, 2019 | 1 | 2019 |
| A Markov jump process associated with the matrix-exponential distribution O Peralta arXiv e-prints, arXiv: 2103.02722, 2021 | | 2021 |
| Rate of strong convergence to solutions of regime-switching stochastic differential equations GT Nguyen, O Peralta arXiv preprint arXiv:2101.03250, 2021 | | 2021 |
| RAP-modulated Fluid Processes: First Passages and the Stationary Distribution NG Bean, GT Nguyen, BF Nielsen, O Peralta arXiv preprint arXiv:2101.03242, 2021 | | 2021 |
| Ruin problems for risk processes with dependent phase-type claims O Peralta, M Simon arXiv preprint arXiv:2009.13428, 2020 | | 2020 |
| Advances of matrix–analytic methods in risk modelling O Peralta DTU Compute, 2019 | | 2019 |
Giang NguyenSenior Lecturer, The University of AdelaideVerified email at adelaide.edu.au
