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researcher

Oscar Peralta

15 papers hereh-index 555 citations16 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author2
  • first author2
  • middle author1
  • last author10

Across the 15 of 15 papers where every author was matched, so the position is known.

fields
  • math.PR14
  • q-fin.RM1
same name
  • Oscar Peralta — 11 papers, h 2
  • Oscar Peralta — 1 paper, h 2

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20172026
most citedApproximation of Ruin Probabilities via Erlangized Scale Mixtures

2 citations · 2 across the 12 of their papers we have counts for

collaborators
Showing q-fin.RMShow all

1 paper · 1 filter

q-fin.RM2021

Multivariate matrix-exponential affine mixtures and their applications in risk theory

Eric C. K. Cheung, Oscar Peralta, Jae-Kyung Woo

In this paper, a class of multivariate matrix-exponential affine mixtures with matrix-exponential marginals is proposed. The class is shown to possess various attractive properties…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.