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 matrixanalytic 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 matrixanalytic methods in applied probability.
Recent projects include:
 Risk theory and financial mathematics
 Phasetype and MatrixExponential distributions (characterisation, multivariate models)
 Markov modulated processes (fluid flow, Brownian motion, Lévy, diffusions).

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Appointments
Date Position Institution name 2018  2021 Research Associate University of Adelaide 2015  2018 Research Assistant Technical University of Denmark 
Language Competencies
Language Competency Spanish  Latin American Can read, write, speak, understand spoken and peer review 
Education
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 
Research Interests

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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 riskreserve processes. Scandinavian Actuarial Journal, 2019(1), 3261.
2018 Peralta, O., RojasNandayapa, L., Xie, W., & Yao, H. (2018). Approximation of ruin probabilities via Erlangized scale mixtures. Insurance: Mathematics and Economics, 78, 136156.
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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