School of Mathematical Sciences
Faculty of Engineering, Computer and Mathematical Sciences
Eligible to supervise Masters and PhD (as Co-Supervisor) - email supervisor to discuss availability.
I obtained my PhD from the Technical University of Denmark in 2019, under the supervision of Bo Friis Nielsen and Mogens Bladt. During my doctorate I spent six months at The University of Adelaide, working with Nigel Bean and Giang Nguyen. The title of my thesis was "Advances of matrix-analytic methods in risk theory".
In September 2018, I moved to The University of Adelaide as a Research Associate, to work with Giang Nguyen.
My main interest are matrix-analytic methods in applied probability.
Recent projects include:
- Risk theory and financial mathematics
- Phase-type and Matrix-Exponential distributions (characterisation, multivariate models)
- Markov modulated processes (fluid flow, Brownian motion, Lévy, diffusions).
Date Position Institution name 2018 - 2021 Research Associate University of Adelaide 2015 - 2018 Research Assistant Technical University of Denmark
Language Competency Spanish - Latin American Can read, write, speak, understand spoken and peer review
Date Institution name Country Title 2015 - 2018 Technical University of Denmark Denmark PhD in Applied Mathematics 2013 - 2014 National Autonomous University of Mexico Mexico MSc in Mathematics 2008 - 2012 National Autonomous University of Mexico Mexico BSc in Actuarial Sciences
Year Citation 2019 Bladt, M., Nielsen, B. F., & Peralta, O. (2019). Parisian types of ruin probabilities for a class of dependent risk-reserve processes. Scandinavian Actuarial Journal, 2019(1), 32-61.
2018 Peralta Gutierrez, O., Rojas-Nandayapa, L., Xie, W., & Yao, H. (2018). Approximation of ruin probabilities via Erlangized scale mixtures. Insurance: Mathematics and Economics, 78, 136-156.
During my PhD studies from 2015 to 2018, my scholarship was funded by the National Council of Science and Technology of México (CONACYT)
Current Higher Degree by Research Supervision (University of Adelaide)
Date Role Research Topic Program Degree Type Student Load Student Name 2020 Co-Supervisor Strong Convergence to Markov Modulated Fractional Brownian Motion Master of Philosophy Master Part Time Mr William Peter Abbott 2019 Co-Supervisor Convergence of Sticky Brownian Motion Doctor of Philosophy Doctorate Full Time Mr Lachlan James Bridges
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