2018
Parisian types of ruin probabilities for a class of dependent risk-reserve processes
Mogens Bladt, Bo Friis Nielsen, Oscar Peralta
Scandinavian Actuarial Journal OACore
10
cites
Faculty
Oscar Peralta is a scholar at Cornell University. Research spans Financial Risk and Volatility Modeling, Stochastic processes and financial applications. 20 works, 45 citations (h-index 4).
Generated from open data. Know them? Add to this profile or claim it.
Affiliation on publications · University of Copenhagen
Mogens Bladt, Bo Friis Nielsen, Oscar Peralta
Scandinavian Actuarial Journal OACore
Giang T. Nguyen, Oscar Peralta
Journal of Applied ProbabilityTop-listed
Oscar Peralta, Leonardo Rojas‐Nandayapa, Wangyue Xie, Hui Yao
Insurance Mathematics and Economics OATop-listed