Oscar Peralta Gutierrez
School of Computer and Mathematical Sciences
Faculty of Sciences, Engineering and Technology
Eligible to supervise Masters and PhD (as Co-Supervisor) - email supervisor to discuss availability.
I am a mathematician with an interest in the foundations and modeling of random phenomena. I studied my BSc in Actuarial Sciences and MSc in Mathematics at the National Autonomous University of México. Later on, I obtained my PhD in Applied Mathematics in 2019 from the Technical University of Denmark. From September 2018 to November 2021 I worked as an ARC Research Associate at The University of Adelaide - currently I holding an Adjunct Lecturer position - working with Dr. Giang T. Nguyen . In December 2021 I became a SNSF Senior Researcher at the University of Lausanne (Switzerland), working with Prof. Hansjoerg Albrecher.
My interests lie in the area of probability and stochastic processes (applied and theoretical).
Recent projects include:
- Strong convergence of stochastic processes
- Stochastic differential equations in regime-switching environments
- Phase-type distributions and dependence in risk theory
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Appointments
Date Position Institution name 2021 - ongoing Adjunct Lecturer The University of Adelaide 2021 - ongoing SNSF Senior Researcher University of Lausanne 2018 - 2021 ARC Research Associate The 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 - 2019 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 2022 Nguyen, G. T., & Peralta, O. (2022). Rate of strong convergence to Markov-modulated Brownian motion. Journal of Applied Probability, 59(1), 1-16.
Scopus22022 Bean, N. G., Nguyen, G. T., Nielsen, B. F., & Peralta, O. (2022). RAP-modulated fluid processes: First passages and the stationary distribution. Stochastic Processes and their Applications, 149, 308-340.
Scopus2 WoS12022 Latouche, G., Nguyen, G. T., & Peralta, O. (2022). Strong convergence to two-dimensional alternating Brownian motion processes. Stochastic Models, 38(3), 1-15.
2020 Nguyen, G. T., & Peralta, O. (2020). An explicit solution to the Skorokhod embedding problem for double exponential increments. Statistics and Probability Letters, 165, 5 pages.
Scopus22019 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.
Scopus92018 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.
Scopus4
During my PhD studies from 2015 to 2018, my scholarship was funded by the National Council of Science and Technology of México (CONACYT)
I have 7 years of experience as a Teaching Assistant of theoretical probability courses at BSc and MSc level in México and Denmark. In 2020, I was the course coordinator and lecturer of the course Applied Probability at The University of Adelaide.
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Current Higher Degree by Research Supervision (University of Adelaide)
Date Role Research Topic Program Degree Type Student Load Student Name 2021 Co-Supervisor Estimating Epidemic Final Size Probabilities and Correlated Pseudo-Marginal Inference Methods Master of Philosophy Master Part Time Mr Michael Fairbrother 2020 Co-Supervisor Strong Convergence to Markov Modulated Fractional Brownian Motion Master of Philosophy Master Part Time Mr William Peter Abbott -
Past Higher Degree by Research Supervision (University of Adelaide)
Date Role Research Topic Program Degree Type Student Load Student Name 2021 - 2023 Co-Supervisor Barrier Option Pricing Under Meromorphic Levy Processes Observed at Poisson Arrival Times Master of Philosophy Master Full Time Mr Jesse Benjamin Tonkin 2021 - 2023 Co-Supervisor Strong Solutions and Simulation Techniques of Hybrid Stochastic Differential Equations with Past-Dependent Switching Master of Philosophy Master Full Time Mr William Allan
Connect With Me
External Profiles
