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).
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, 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)
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