Probability and Stochastic Processes (1 º Sem 2019/2020)

CA (Actuarial Science) ,

Bibliografia

Principal

  • Klugman, S.A.; Panjer, H.H. & Willmot, G.E. , Loss Models, From Data to Decisions , (3rd edition), John Wiley & Sons, Hoboken NJ., 2008
  • Ross. S. M.,, Stochastic Processes , 2nd ed. John Wiley & Sons, New York., 1996
  • Core Reading 2011, CT4 Models , The Actuarial Profession, 2011
  • Dickson, D., Hardy, M., and Waters, H., Actuarial Mathematics for Life Contigent Risks , Cambridge University Press, 2009
  • Ross, S. M., Introduction to Probability Models , (10th edition), Academic Press, New York, 2010

Secundária

  • Taylor, H. M. and Karlin, S., An Introduction to Stochastic Modeling , (3rd edition), Academic Press, New York, 1998
  • Centeno, M.L. , Teoria do Risco na Actividade Seguradora , Celta Editora, Oeiras, Portugal., 2003