Selected Topics in Probability, Statistics and Actuarial Mathematics

Listed textbook (requirement not stated): G. Grimmett and D. Stirzaker. Probability and Random Processes.

Listed textbook (requirement not stated): R. V. Hogg, J. W. McKean and A. T. Craig. Introduction to Mathematical Statistics, 8th edition. Pearson, 2019.

Reference (not explicitly required): G. Casella and R. L. Berger. Statistical Inference, 2nd edition. Duxbury. Used for problems and examples.

Listed textbook (requirement not stated): S. A. Klugman, H. H. Panjer and G. E. Willmot. Loss Models, From Data to Decision, 5th edition. Wiley, 2019.

Reference (not explicitly required): R. L. Brown. Introduction to Ratemaking and Loss Reserving for Property and Casualty Insurance, 4th edition. ACTEX, 2015.

Self-contained lecture notes, slides and exercises.

Hadley Wickham, Mine Çetinkaya-Rundel and Garrett Grolemund. R for Data Science.

Slides and additional files supplied on Moodle.

Miguel Morales. Grokking Deep Reinforcement Learning. Manning.

Listed textbook (requirement not stated): R. S. Sutton and A. G. Barto. Reinforcement Learning: An Introduction, 2nd edition. MIT Press. http://incompleteideas.net/book/the-book-2nd.html

Reinforcement Learning: An Introduction, by R.S. Sutton and A.G. Barto, 2nd Edition, MIT Press.

W. John Braun and Duncan J. Murdoch. A First Course in Statistical Programming with R, 2nd edition. Cambridge University Press.

Listed textbook (requirement not stated): Douglas C. Montgomery. Design and Analysis of Experiments, 10th edition. John Wiley, 2020.

Reference (not explicitly required): S. R. Searle. Linear Models. John Wiley, 1971.

Listed textbook (requirement not stated): S. A. Klugman et al. Loss Models, 4th edition. Wiley, New York, 2012.

Listed textbook (requirement not stated): S. A. Klugman, H. H. Panjer and G. E. Willmot. Loss Models, 5th edition. Wiley, New York; source prints 2012.

Other text (requirement not stated): S. A. Klugman, H. H. Panjer and G. E. Willmot. Loss Models, 3rd edition. Wiley, New York, 2008.

Other text (requirement not stated): R. V. Hogg, J. W. McKean and A. T. Craig. Introduction to Mathematical Statistics, 6th edition. Pearson, Upper Saddle River, NJ, 2005.

Other text (requirement not stated): J. F. Lawless. Statistical Models and Methods for Lifetime Data, 2nd edition. Wiley, Hoboken, NJ, 2003.

Steven Shreve. Stochastic Calculus for Finance I: The Binomial Asset Pricing Model. Springer, 2005.

Self-contained lecture slides.

Listed textbook (requirement not stated): Sheldon M. Ross. Simulation, 6th edition. Academic Press.

Listed textbook (requirement not stated): Peter J. Brockwell and Richard A. Davis. Introduction to Time Series and Forecasting, 3rd edition. Springer, 2016.

Reference (not explicitly required): Chris Chatfield. The Analysis of Time Series: An Introduction with R, 7th edition. Chapman & Hall/CRC, 2019.

Reference (not explicitly required): Robert H. Shumway and David S. Stoffer. Time Series Analysis and Its Applications, 4th edition. Springer, 2017.

A. E. Kyprianou, Introductory Lectures on Fluctuations of Levy Processes with Application, 2nd edition, Springer.

A. E. Kyprianou, Gerber-Shiu Risk Theory, Springer.

S. A. Klugman, H. H. Panjer, and G. E. Willmot, Loss Models: From Data to Decision, 5th edition, Wiley, 2019; 4th edition (2012) also accepted.

Introduction to Ratemaking and Loss Reserving for Property and Casualty Insurance, 4th Edition, by R.L. Brown, Actex 2015.

A First Course in Bayesian Statistical Methods, by Peter D. Hoff, Springer.

Bayesian Data Analysis, by Andrew Gelman, John B. Carlin, Hal S. Stern, David B. Dunson, Aki Vehtari, Donald B. Rubin, 3rd Edition, CRC Press.

An Introduction to Bayesian Analysis: Theory and Methods, by Jayanta K. Ghosh, Mohan Delampady, Tapas Samanta, Springer, 2009.

Probability and Random Processes, by G. Grimmett and D. Stirzaker.

A First Course in Bayesian Statistical Methods, by Peter D. Hoff, Springer.

Bayesian Data Analysis, by Andrew Gelman, John B. Carlin, Hal S. Stern, David B. Dunson, Aki Vehtari, Donald B. Rubin, 3rd Edition, CRC Press.

An Introduction to Bayesian Analysis: Theory and Methods, by Jayanta K. Ghosh, Mohan Delampady, Tapas Samanta, Springer, 2009.

“Loss Models”, S.A. Klugman et al., Wiley, New York, 2012, 4th Edition.

Reinforcement Learning: An Introduction, by R.S. Sutton and A.G. Barto, 2nd Edition, MIT Press.

Grokking Deep Reinforcement Learning, by Miguel Morales, Manning Publications.

Introduction to Time Series and Forecasting, 3rd Edition, by Peter J. Brockwell and Richard A. Davis, Springer, 2016.

The Analysis of Time Series: An Introduction with R, 7th Edition, by Chris Chatfield, Chapman & Hall/CRC, 2019.

Time Series Analysis and Its Applications, 4th Edition, by Robert H. Shumway and David S. Stoffer, Springer, 2017.

Simulation, 5th Edition, by Sheldon M. Ross (Academic Press).

Reinforcement Learning: An Introduction, by R.S. Sutton and A.G. Barto, 2nd Edition, MIT Press.

Grokking Deep Reinforcement Learning, by Miguel Morales, Manning Publications.

Listed textbook (requirement not stated): R. A. Johnson and D. W. Wichern. Applied Multivariate Statistical Analysis, 6th edition. Pearson Prentice Hall, 2007.

Reference (not explicitly required): C. R. Rao. Linear Statistical Inference and Its Applications, 2nd edition. Wiley, 1973.

Probability and Random Processes, by G. R. Grimmet and D. R. Stirzaker.

Introduction to Mathematical Statistics, 8th Edition, by R.V. Hogg, J.W. McKean and A.T. Craig, Pearson, 2019. (However, 6th or 7th Editions are also ok.).

Statistical Inference (2nd Edition), by G. Casella and R. L. Berger, Duxbury.

“Loss Models”, S.A. Klugman et al., Wiley, New York, 2012, 4th Edition.

S. A. Klugman, H. H. Panjer, and G. E. Willmot, Loss Models, 5th edition, Wiley, 2012 (edition/year combination as printed); 3rd or 4th editions also accepted.

Klugman, S.A., Panjer, H.H. and G.E. Willmot (2008) "Loss Models", 3rd Edition, Wiley, New York.

Hogg, R.V., McKean, J.W. and A.T. Craig (2005) "Introduction to Mathematical Statistics", 6th Edition, Pearson, Upper Saddle River, NJ.

Lawless, J.F. (2003) "Statistical Models and Methods for Lifetime Data", 2nd Edition, Wiley, Hoboken, NJ.

Reinforcement Learning: An Introduction, by R.S. Sutton and A.G. Barto, 2nd Edition, MIT Press.

Introduction to Time Series and Forecasting, 3rd Edition, by Peter J. Brockwell and Richard A. Davis, Springer, 2016.

The Analysis of Time Series: An Introduction with R, 7th Edition, by Chris Chatfield, Chapman & Hall/CRC, 2019.

Time Series Analysis and Its Applications, 4th Edition, by Robert H. Shumway and David S. Stoffer, Springer, 2017.

Simulation, 5th Edition, by Sheldon M. Ross (Academic Press).

Design and Analysis of Experiments, 10th Edition, by Douglas C. Montgomery (John Wiley, 2020).

Linear Models by S.R. Searle (John Wiley, 1971).

Reinforcement Learning: An Introduction, by R.S. Sutton and A.G. Barto, 2nd Edition, MIT Press.

I. Karatzas and S. E. Shreve, Brownian Motion and Stochastic Calculus, Springer.

B. Oksendal, Stochastic Differential Equations, Springer.

I. Karatzas and S. E. Shreve, Brownian Motion and Stochastic Calculus, Springer.

B. Oksendal, Stochastic Differential Equations, Springer.

Probability and Random Processes, by G. R. Grimmet and D. R. Stirzaker.

Introduction to Mathematical Statistics, 8th Edition, by R.V. Hogg, J.W. McKean and A.T. Craig, Pearson, 2019. (However, 6th or 7th Editions are also ok.).

Statistical Inference (2nd Edition), by G. Casella and R. L. Berger, Duxbury.

Listed textbook (requirement not stated): Peter J. Brockwell and Richard A. Davis. Introduction to Time Series and Forecasting, 3rd edition. Springer, 2016.

Reference (not explicitly required): Chris Chatfield. The Analysis of Time Series: An Introduction with R, 7th edition. Chapman & Hall/CRC, 2019.

Reference (not explicitly required): Robert H. Shumway and David S. Stoffer. Time Series Analysis and Its Applications, 4th edition. Springer, 2017.

“Loss Models”, S.A. Klugman et al., Wiley, New York, 2012, 4th Edition.

S. A. Klugman, H. H. Panjer, and G. E. Willmot, Loss Models, 4th edition, Wiley, 2012; source also permits the 3rd edition.

Klugman, S.A., Panjer, H.H. and G.E. Willmot (2008) "Loss Models", 3rd Edition, Wiley, New York.

Hogg, R.V., McKean, J.W. and A.T. Craig (2005) "Introduction to Mathematical Statistics", 6th Edition, Pearson, Upper Saddle River, NJ.

Lawless, J.F. (2003) "Statistical Models and Methods for Lifetime Data", 2nd Edition, Wiley, Hoboken, NJ.

Sheldon M. Ross, Simulation, 5th edition, Academic Press; 6th edition also available as a reference.

S. A. Klugman, H. H. Panjer, and G. E. Willmot, Loss Models: From Data to Decision, 5th edition, Wiley, 2019; 4th edition (2012) also accepted.

Introduction to Ratemaking and Loss Reserving for Property and Casualty Insurance, 4th Edition, by R.L. Brown, Actex 2015.

Probability and Random Processes, by G. R. Grimmet and D. R. Stirzaker.

Introduction to Mathematical Statistics, 8th Edition, by R.V. Hogg, J.W. McKean and A.T. Craig, Pearson, 2019. (However, 6th or 7th Editions are also ok.).

Statistical Inference (2nd Edition), by G. Casella and R. L. Berger, Duxbury.

Applied Multivariate Statistical Analysis, 6th Edition, by R. A. Johnson and D. W. Wichern, Pearson Prentice Hall (2007).

Linear Statistical Inference and Its Applications, 2nd Edition, by C. R. Rao, Wiley (1973).

“Loss Models”, S.A. Klugman et al., Wiley, New York, 2012, 4th Edition.

S. A. Klugman, H. H. Panjer, and G. E. Willmot, Loss Models, 4th edition, Wiley, 2012; 3rd edition (2008) also accepted.

Klugman, S.A., Panjer, H.H. and G.E. Willmot (2008) "Loss Models", 3rd Edition, Wiley, New York.

Hogg, R.V., McKean, J.W. and A.T. Craig (2005) "Introduction to Mathematical Statistics", 6th Edition, Pearson, Upper Saddle River, NJ.

Lawless, J.F. (2003) "Statistical Models and Methods for Lifetime Data", 2nd Edition, Wiley, Hoboken, NJ.

I. Karatzas and S. E. Shreve, Brownian Motion and Stochastic Calculus, Springer.

B. Oksendal, Stochastic Differential Equations, Springer.

I. Karatzas and S. E. Shreve, Brownian Motion and Stochastic Calculus, Springer.

B. Oksendal, Stochastic Differential Equations, Springer.

Introduction to Time Series and Forecasting, 3rd Edition, by Peter J. Brockwell and Richard A. Davis, Springer, 2016.

The Analysis of Time Series: An Introduction with R, 7th Edition, by Chris Chatfield, Chapman & Hall/CRC, 2019.

Time Series Analysis and Its Applications, 4th Edition, by Robert H. Shumway and David S. Stoffer, Springer, 2017.

Simulation, 5th Edition, by Sheldon M. Ross (Academic Press).

Design and Analysis of Experiments, 10th Edition, by Douglas C. Montgomery (John Wiley, 2020).

Linear Models by S.R. Searle (John Wiley, 1971).

R. V. Hogg, J. W. McKean and A. T. Craig. Introduction to Mathematical Statistics, 8th edition. Pearson, 2019; 6th or 7th editions also accepted.

G. Casella and R. L. Berger. Statistical Inference, 2nd edition. Duxbury (reference for problems and examples).

S. A. Klugman, H. H. Panjer, and G. E. Willmot, Loss Models: From Data to Decision, 5th edition, Wiley, 2019; 4th edition (2012) also accepted.

Effective Statistical Learning Methods for Actuaries I, GLMs and Extensions. By M. Denuit and D. Hainaut, 1st Edition, Springer, 2019.

Introduction to Ratemaking and Loss Reserving for Property and Casualty Insurance, 4th Edition, by R.L. Brown, Actex 2015.

Shapiro, A., Dentcheva, D., & Ruszczyński, A. (2014). Lectures on stochastic programming: modeling and theory. Society for Industrial and Applied Mathematics.

Marceau, É. (2013). Modélisation et évaluation quantitative des risques en actuariat, Modèle sur une période, Springer-Verlag, France.

Reinforcement Learning: An Introduction, by R.S. Sutton and A.G. Barto, 2nd Edition, MIT Press.

Probability and Random Processes, by G. R. Grimmet and D. R. Stirzaker.

Applied Multivariate Statistical Analysis, 6th Edition, by R. A. Johnson and D. W. Wichern, Pearson Prentice Hall (2007).

Linear Statistical Inference and Its Applications, 2nd Edition, by C. R. Rao, Wiley (1973).

Reinforcement Learning: An Introduction, by R.S. Sutton and A.G. Barto, 2nd Edition, MIT Press.