Oscar Peralta Gutierrez

Dr Oscar Peralta Gutierrez

ARC Researcher

School of Mathematical Sciences

Faculty of Engineering, Computer and Mathematical Sciences


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).
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  • Journals

    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.
    DOI
    2018 Peralta, O., Rojas-Nandayapa, L., Xie, W., & Yao, H. (2018). Approximation of ruin probabilities via Erlangized scale mixtures. Insurance: Mathematics and Economics, 78, 136-156.
    DOI

During my PhD studies from 2015 to 2018, my scholarship was funded by the National Council of Science and Technology of México (CONACYT)


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