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The Russian translation of the book:


N.Bowers, H.Gerber, J.Hickman, D.Jones, C.Nesbitt. Actuarial Mathematics, The Society of Actuaries, 1997, Contents of the translation»

 Title page  Contents of the translation


 List of misprint in the translation, compiled by V.K.Malinovskii on 1 May 2002
 List of misprint in the translation, compiled by F.Bisikov on 24 January 2003
 List of misprint in the translation, compiled by V.Nikishov on 21 June 2006
 Please notify about newly found misprint by e-mail: malinov@fa.ru


S.E.Sawitch. Elementary Theory of Insurance and Pensions (in Russian; first ed. 1900, second ed. 1909), 3-d ed., with addenda. M.: Janus-K, 2003. 496 p. Contents»  Foreword»  Biography of S.E.Sawitch»

The book written by a prominent Russian actuary S.E.Sawitch (1864 - supposedly 1936) exposes the background of the actuarial mathematics. Edited first in 1900, in the year when the Russian Empire switched to the pension schemes based on the mortality studies, and re-edited in 1909, it is completely up-to-date as a valuable scientific and educational monograph. The book supplies the reader (using standard actuarial notation!) with basic and not so basic facts about life insurance and pension models and with the actuarial technique appropriate to these models. The book is based on the classical Russian courses of the probability theory written by the worldwide authorities in that field - P.L.Tchebysheff and A.A.Markoff.

 Title page  Contents of the book



J.Lemaire. Automobile Insurance: Actuarial Models, Kluwer, 1996, Contents of the translation»

 Title page  Contents of the translation



J.Lemaire. Bonus-malus systems in automobile insurance, Kluwer, 1995, Contents of the translation»

 Title page  Contents of the translation



Harry H. Panjer (editor), Phelim P. Boyle, Samuel H. Cox, Daniel Dufresne, Hans U. Gerber, Heinz H. Mueller, Hal W. Pedersen, Stanley R. Pliska, Michael Sherris, Elias S.W. Shiu, Ken Seng Tan, Financial Economics: With Applications to Investments, Insurance and Pensions, The Society of Actuaries, 1998. Contents of the translation»

 Title page  Contents of the translation  Index



Rob Kaas, Marc Goovaerts, Jan Dhaene and Michel Denuit / MODERN ACTUARIAL RISK THEORY

Apart from standard actuarial theory, Modern Actuarial Risk Theory contains methods that are relevant for actuarial practice, for instance the rating of automobile insurance policies, premium principles and IBNR models, as well as generalized linear models with an eye on actuarial applications. Furthermore extensive introductions are given to credibility theory and ordering of risks. The book reflects the state of the art in actuarial risk theory. In addition to some chapters which are compatible with official material of actuarial education in North-America, Europe and other parts of the world, the book contains important material on topics that are relevant for recent insurance and actuarial developments including determining solvency measures, fair-value computations, reserving, ranking of risks, modelling dependencies and the use of generalized linear models. Basic ideas on risk measures in the framework of insurance premiums are also considered. The numerous exercises contained in Modern Actuarial Risk Theory, together with the hints for solving the more difficult ones and the numerical answers to many others, make the book useful as a textbook. Some important practical paradigms in insurance are presented in a way that is appealing to actuaries in their daily business. The mathematical background assumed is on a level such as acquired in the first stage of a bachelors program in quantitative economics or mathematical statistics.

Inquiries about buying the books by e-mail: malinov@fa.ru, malinov@orc.ru


Update: 13.12.2005 

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