书单:精算数学(寿险精算,非寿险精算,风险理论)经典教材专著-附带引用次数

17261

收藏 2013-10-05

按照时间排序，哪些书最经典，看引用次数（发帖时间的）就知道！！！
20世纪
Lundberg,On Random Processes and and their Application to Sickness and Accident Statistics,1940（被引用次数：211）
Bühlmann,Mathematical methods in risk theory,1970 （被引用次数：999）
Gerber, An Introduction to Mathematical Risk Theory,1979 (被引用次数：1115)
FSA Dick London,The Revision of Estimates,1985 (被引用次数：102)
M.J. Goovaerts, Effective Actuarial Methods. 1990.[被引用次数：242]
Grandell,Aspects of Risk Theory,1991 （被引用次数：1119）
Brown,Introduction to the Mathematics of Demography,1991(被引用次数：60)
R Kaas, Ordering of Actuarial Risks,1994 (被引用次数：207)
Dannenburg,Practical Actuarial Credibility Models,1996 (被引用次数：47)
FSA Dick London,Survival models and their estimation,3ed 1997 (被引用次数：108)
Gerber,Life Insurance Mathematics ,3rd ed 1997 (被引用次数：415)
Bowers, Gerber,Actuarial mathematics 2ed,1997 (被引用次数：1487)
Straub,Non-life insurance mathematics,1997 (被引用次数：143)
Embrechts,Modelling extremal events: for insurance and finance,1997 (被引用次数：4714)
Sundt,An introduction to non-life insurance mathematics,1999 (被引用次数：145)
Hossack,Introductory Statistics with Applications in General Insurance,1999 (被引用次数：143)
21世纪，回复可见

本帖隐藏的内容

Lin,Lundberg Approximations for Compound Distributions with Insurance Applications,2001(被引用次数：203)
Bening,Generalized Poisson Models and their Applications in Insurance and Finance,2002(被引用次数：67)
杨静平,寿险精算基础,2002(被引用次数：21)
Borowiak,Financial and Actuarial Statistics An Introduction,2003(被引用次数：5)
Gundlach,CreditRisk+ in the Banking Industry,2004 (被引用次数：51 )
Jozef Teugels,Encyclopedia of Actuarial Science,2004
M. Denuit, Actuarial Theory for Dependent Risks – Measures, Orders and Models. 2005.(被引用次数：12)
Pavel,Statistical tools for finance and insurance,2005(被引用次数：123)
Ruckman,Financial Mathematics: A Practical Guide For Actuaries And Other Business Professionals,2005 (被引用次数：3)
Lin,Introductory Stochastic Analysis for Finance and Insurance,2006(被引用次数：14)
杨静平,非寿险精算学,2006(被引用次数：3)
张连增,精算学中的随机过程,2006 (被引用次数：5)
Shang,Actuarial Science: Theory and Methodology,2006 (被引用次数：5)
Reiss, Statistical analysis of extreme values: with applications to insurance, finance, hydrology and other fields, 3rd 2007(被引用次数：882)
Klugman,Loss models: from data to decisions,2008（被引用次数：1080）
R. Kaas, Modern Actuarial Risk Theory -- Using R. 2008 (被引用次数：556)
Schmidli,Stochastic Control in Insurance,2008(被引用次数：142)
Tse ,Nonlife Actuarial Models Theory:Methods and Evaluation,2009(被引用次数：20)
Rolski,Stochastic processes for insurance and finance,2009 (被引用次数：203)
Mikosch, Non-Life Insurance Mathematics- An Introduction With The Poisson Process, 2009（被引用次数：190）
Sundt，Recursions for Convolutions and Compound Distributions with Insurance Applications,2009 (被引用次数：24)

Corazza, Mathematical and Statistical Methods for Actuarial Sciences and Finance,2011(被引用次数：2)
Asmussen, Ruin Probabilities. 2nd Edition 2010（被引用次数：1317）
Ohlsson, Non-Life Insurance Pricing with Generalized Linear Models,2010(被引用次数：20)
Herzog, T.N. Introduction to Credibility Theory (Fourth Edition), 2010 (被引用次数：84)
Cipra,Financial and Insurance Formulas,2010(被引用次数：10)
Wèuthrich,Market-consistent actuarial valuation,2010 (被引用次数：71)
Schoutens , Levy processes in credit risk，2010 （被引用次数：30）
中国精算师资格考试用书《精算模型》：肖争艳主编，孙佳美主审，中国财政经济出版社,2010年版

中国精算师资格考试用书《寿险精算》：张连增主编，李晓林主审，中国财政经济出版社,2010版

中国精算师资格考试用书《非寿险精算》：韩天雄主编，刘乐平主审，中国财政经济出版社,2010版
Casualty Actuarial Society,Foundations of Casualty Actuarial Science (Fourth Edition), 2001
Melʹnikov,Risk Analysis in Finance and Insurance,2011(被引用次数：46)
Promislow，Fundamentals of Actuarial Mathematics，2011(被引用次数：51)
Cunningham, R.J., Models for Quantifying Risks, Fourth Edition,2011(被引用次数：8)
孟生旺,非寿险精算学(第2版) ,2011
Haimes,Risk modeling, assessment, and management,2011(被引用次数：721)
Olivieri,Introduction to Insurance Mathematics: Technical and Financial Features of Risk Transfers,2011 (被引用次数：6)
Koller,Life Insurance Risk Management Essentials , 2011(被引用次数：2)
Roeser,Handbook of Risk Theory Epistemology, Decision Theory, Ethics, and Social Implications of Risk,2012 (被引用次数：2)
Koller,Stochastic Models in Life Insurance,2012 （被引用次数：3）
吴岚,风险理论,2012
肖争艳,精算模型,2013
Stuart A. Klugman,Loss models further topics,2013 (Loss model的学术版本)
Dickson, C.M.D., Actuarial Mathematics for Life Contingent Risks,2ed 2013(被引用次数：48)
Khmaladze ,Statistical Methods with Applications to Demography and Life Insurance,2013
Wüthrich, Financial Modeling Actuarial Valuation and Solvency in Insurance,2013 （被引用次数：7）
Kyprianou,Gerber–Shiu Risk Theory,2013 (被引用次数：1)
Lukasz Delong ,Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps ,2013