Hrvatski > Literatura

Poslijediplomski specijalistički studij aktuarske matematike

Nastava iz kolegija Neživotno osiguranje se  zbog nepredviđenih okolnosti pomiče na tjedan od 15. do 19. svibnja.

Nastava se održava u predavaonici A201, PMF-Matematički odsjek, Bijenička c. 30, a ispiti u susjednoj predavaonici 201.
Raspored predavanja i ispita za 2017. godinu je objavljen. Studenti koji izlaze na treći ispitni rok trebaju se najaviti nastavniku predmeta e-mailom tjedan dana unaprijed.
Treći rok iz Ekonomije odn. Stohastičkog modeliranja je pomaknut na  3.5.2017. odn. na 8.5.2017., na upit studenata.


Dodatni nastavni materijali dostupni su ovdje.

Status knjige (je li posuđena ili nije) te ostali podaci o knjizi dostupni su u on-line katalogu Središnje matematičke knjižnice.

Actuarial aspects: of individual life insurance and annuity contracts; Easton, Albert E.; Harris Timothy F. (2010)
Actuarial mathematics; Newton L.Bowers, Jr....[et al.] (1997)
Actuarial mathematics for life contingent risks; Dickson, Dvid C.M.; Hardy, Mary R.; Waters, Howard R. (2009)
Actuarial mathematics of social security pensions; Iyer, Subramanian (1999)
Actuarial models for disability insurance; Haberman, Steve; Pitacco, E. (1999)
Actuarial models: the mathematics of insurance; Rotar, Vladimir Il'ič (2007)
The actuary's career planner: a practical guide for actuaries (2001) 
Advancsd risk theory; De Vylder, F. Etienne (1996)
Analysis of financial time series, 3rd ed.; Tsay, Ruey S. (2010)
Applied quantitative finance: theory and computational tools; Haerdle, Wolfgang (2002)
Asset pricing; Cochrane, John H. (2005)
Asset pricing; Kariya, Takeaki (2003)
Asset pricing; Kellerhals, B. Philipp ( 2004)
Applied stochastic control of jump diffusions; Oksendal, Bernt (2005)
Bayesian methods in finance; Svetlozar T.Rachev...[et al.] (2008) 
Beliefs, interactions and preferences in decision making; Edited by Mark J. Machina and Bertrand Munier (1999)
Building models for marketing decision; Peter S.H. Leeflang... [et al.] (2000)
Business statistics: decision making with data; Johnson, Richard A.; Wichern, Dean W. (1997)
The calculus of retirement income; Milevsky, Moshe A. (2006)
Coherent risk measures; Delbaen, Freddy (2000)
A comprehensive giude to measuring and managing life insurance company expenses; Gutterman, Sam (2007)
Computational finance; Los, Cornelos A. (2001)
The concepts and practice of mathematical finance; Joshi, Mark Suresh (2008)
Consistency problems for Heath-Jarrow-Morton interest rate models; Filipović, Damir (2001)
A course in financial calculus; Etheridge, Alison (2002)
A course in credibility theory and its applications; Bluehlmann, Hans; Gisler, Alois (2005)
CreditRisk +in the banking industry; Editors: Gundlach, Matthias; Lehrbass, Frank (2004)
Credit risk pricing models; Schmid, Bernd (2004) 
Credit risk valuation: methods, models and applications; Ammann, Manuel (2001)
Credit risk: modeling, valuation and hedging; Bielecki, Tomasz R. (2002)
Credit risk modeling with affine processes; Duffie, Darrell (2004)
Credit risk pricing models; Schmid, Bernd (2004)
Decision and control in management science: essays in honor of Alain Haurie; Editor: Zaccour, Georges (2002)
Derivative securities and difference methods; Zhu, You-Ian (2004)
Dynamic asset pricing theory; Duffie, Darrell (1992)
Dynamic asset pricing theory, 2nd ed.; Duffie, Darrell (1996)
Econometrics; Hayashi, Fumio (2000)
The econometrics of financial markets; Campbell, John Y.; Lo, Andrew W.; MacKinlay, A.Craig (1997)
The economics of money, banking and financial markets, 10th ed.; Mishkin, Frederic S. (2013)
Efficient methods for valuing interest rate derivatives; Pelsser, Antoon (2000)
An elementary introduction to stochastic interest rate modeling, 2nd ed.; Privault, Nicolas (2012)
Elemntary stochastic calculus; Mikosch, Thomas (2004)
Encyclopedia of actuarial science, Vols. 1, 2, 3; Editors-in-Chief  Jozef L.Teugels; Bjorn Sundt (2004)
Evaluation and decision models with multiple criteria: stepping stones for the analyst; Denis Bouyssou... [et al.] (2006)
Extreme financial risks : from dependence to risk management; Malevergne, Yannick; Sornette, Didier (2006)
Financial calculus: an introduction to derivative pricing; Baxter, Martin; Rennie, Andrew (1996)
Financial economics: with applications to investments, insurance and pensions; Editor Harry H.Panjer... [et al.] (2001) 
Financial markets in continuous time; Dana, Rose-Anne; Jeanblanc, Monique (2003)
Financial markets theory; Barucci, Emilio (2003)
Financial risk in insurance; Editor: G.Ottaviani (2000)
Foundations of casualty actuarial science, 4th ed.; (2001)
Fundamentals of actuarial mathematics; Promislow, S. David (2006)
Fundamentals of actuarial mathematics, 2nd ed.; Promislow, S. David (2011)
Fundamentals of retiree group benefits; Yamamoto, Dale H. (2009)
A game theory analysis of options; Ziegler, Alexandre (2004)
Group insurance, 5th ed.; Principal editor William F. Bluhm; associate editors Robert B. Cumming... [et al.] (2007)
Handbook of computational and numerical methods in finance; Editor: Svetlozar T.Rachev (2004)
Handbook of empirical economics and finance; Editors: Ullah, Aman; Giles, David E.A. (2011)
Handbook of solvency for actuaries and risk managers; Sandstroem, Arne (2011)
Heavy-tail phenomena; Resnick, Sidney (2007)
High risk scenarios and extremes; Balkema, Guus; Embrecht, Paul (2007)
In memoriam Paul-Andre Meyer: Seminaire de probabilites XXXIX; Editors: Emery Michael, Marc Yor (2006)
Individual health insurance; Edited by Francis T. O'Grady (1988)
Individual health insurance; Bluhm, William F. (2007)
Insurance industry merges & aquisitions; John Butler...[et al.] (2005)
Insurance risk and ruin; Dickson, David C.M. (2005)
Interest rate management; Zagst, Rudi (2002)
Interest rate models theory and practice; Brigo, Damiano; Mercurio, Fabio (2001)
Interest-rate option models; Rebonato, Riccardo (1996)
An introduction to actuarial mathematics; Gupta, A.K.; Varga, T. (2002)
An introduction to analysis of financial data with R; Tsay, Ruey S. (2013)
An introduction to computational finance; Ugur, Oemuer (2009)
An introduction to credit risk modeling; Bluhm, Christian; Overbeck, Ludger; Wagner, Christoph (2003)
An introduction to financial option valuation: mathematics, stochastics and computation; Higham, Desmond J. (2004)
An introduction to high-frequency finance; Michel M. Dacorogna ... [et al.] (2001)
Introduction to mathematical finance: discrete time series; Pliska, Stanley R. (2000)
Introduction to modern portfolio optimization with NUOPT and S-PLUS; Scherer, Bernd; Martin, Douglas R. (2005)
Introduction to ratemaking and loss reserving for property and casualty insurance; Brown, Robert L.; Gottlieb, Leon R. (2007)
Introduction to stochastic calculus applied to finance; Lamberton, Damien; Lapeyre, Bernard (1996)
Introduction to stochastic calculus applied to finance, 2nd ed; Lamberton, Damien; Lapeyre, Bernard (2008)
Introduction to the economics and mathematics of financial markets; Cvitanić, Jakša; Zapatero, Fernando (2004)
Introduction to the mathematics of demography, 3rd ed.; Brown, Robert L. (1997)
Introductory statistics with applications in general insurance; Hossack, I.B.; Pollard, J.H.; Zehnwirth, B. (1999)
An investigation into possible applications of fuzzy set methods in actuarial science; Ostaszewski, Krysztof (1993)
Investment intelligence from insider trading; Seyhun, H.Nejat (2000)
Investments; Shape, William F.; Alexander, Gordon J.; Bailey,Jeffrey V. (1999)
Irrational excuberance reconsidered: the cross section of stock returns, 2nd ed.; Kuelpmann, Mathias (2004)
Javne financije, 5.izd.; Rosen, Harvey (1999)
Javne financije, 8.izd.; Rosen, Harvey (2010)
Life contingencies; Jordan, Chester Walace (2003)
Life contingencies: a logical approach to actuarial mathematics; Batten, Robert W. (2009)
Life, health & annuity reinsurance, 3rd ed.; Tiller, John E.; Fagerberg Tiller, Denise (2009)
Life insurance mathematics: with exercises contributed by Samuel H.Cox; Gerber, Hans U. (1997)
Life insurance, modified endowments: under internal revenue code sections 7702 and 7702A; Christian J. DesRochers...[et al.] (2004)
Life insurance products and finance; Atkinson, David B.; James, W.Dallas (2000)
Life insurance theory; De Vylder, F. Etienne (1997)
Living to 100 and beyond; Harris, Timothy F. (2009)
Loss models; Klugman, Stuart A.; Panjer Harry H.; Willmont, Gordon E. (1998)
Loss reserving: an actuarial perspective; Taylor, Greg (2000)
Lundbreg approximation for compound distributions with insurance applications; Willmont, Gordon E.; Lin, X.Sheldon (2001)
Malliavin calculus for Levy processes with applications to finance; Di Nunno, Giulia; Oksendal, Bernt; Proske, Frank (2009)
Managing and evaluating healthcare intervention program; Duncan, Ian (2008)
Market-consistent actuarial valuation; Wuethrich, Mario Valentin; Buehlmann Hans; Furrer Hansjoerg (2008)
Markets with transaction costs; Kabanov, Juri; Safarian, Mher (2009)
Martingale methods in financial modelling; Musiela, Marek; Rutkowski, Marek (1998)
Mathematical finance - Bachelier Congress 2000; Editors Helyette Geman...[et al.] (2002)
Mathematical methods for financial markets; Jeanblanc, Monique; Yor, Marc; Chesney, Marc (2009)
Mathematical methods in risk theory; Buehlmann, Hans (1996)
Mathematical models of financial derivatives; Kwok, Yue-Kuen (1998)
Mathematical risk analysis; Rueschendorf, Ludger (2013)
Mathematics of arbitrage; Delbaen, Freddy (2006)
Mathematics of financial markets, 2nd ed.; Elliott, Robert J.; Kopp, P. Ekkehard (2005)
Mathematics of investment and credit, 5th ed.; Broverman, Samuel A. (2010)
Modelling extremal events; Embrechts, Paul; Kluppelberg, Claudia; Mikosch, Thomas (1997)
Modelling extremal events, corr.4th printing; Embrechts, Paul; Kluppelberg, Claudia; Mikosch, Thomas (2003)
Modelling financial derivatives with Mathematica: mathematical models and benchmarking algorithms; Shaw, William T. (1999)
Modeling financial time series with S-plus; Zivot, Eric, Wang, Jiahui (2003)
Modeling financial time series with S-plus, 2nd ed.; Zivot, Eric, Wang, Jiahui (2006)
Modelling longevity dynamics for pensions and annuity business; Ermanno Pitacco...[et al.] (2009)
Modelling under risk and uncertainty; De Rocquigny, Etienne (2012)
Models for quantifying risk, 3rd ed.; Cunningham, Robin J.; Herzog, Thomas; London, Richard (2008) 
Modern actuarial risk theory using R, 2nd ed.; Rob Kaas...[et al.] (2008)
Modern actuarial theory and practice; P.Booth...[et al.] (1999)
Modern portfolio theory and investment analysis; Edwin J.Elton...[et al.] (2003)
Monte Carlo methods and models in finance and insurance; Korn, Ralf; Korn, Elke; Kroisand, Gerald (2011)
Monte Carlo simulation and finance; McLeish, Don L. (2005)
Multicriteria decision making; Edited by G.Leitmann; A. Marzollo (1975) [Zbornik radova]
Multivariate time series analysis: with R and financial applications; Tsay, Ruey S. (2014)
Nonlife actuarial models; Tse, Yiu-Kuen (2009)
Non-life insurance mathematics: an introduction with stochastic processes; Mikosch, Thomas (2004)
Non-life insurance mathematics: an introduction with the Poisson process; Mikosch, Thomas (2009)
Non-life insurance mathematics; Straub, Erwin (1997)
Numerical solution of stochastic differential equations with jumps in finance; Platen, Eckhard; Bruti-Liberati, Nicola (2010)
Optimal statistical inference in financial engineering; Taniguchi, Masanobu; Hirukawa, Junichi; Tamaki, Kenichiro (2008)
Optimization methods in finance; Cornuejols, Gerard; Tuetuencue, Reha (2007)
Option pricing and portfolio optimization; Korn, Ralf; Korn, Elke (2001)
Option theory with stochastic analysis; Benth, Fred Espen (2004)
Paris-Princeton lectures on mathematical finance 2002; Peter Bank ...[et al.] (2003)
Paris-Princeton lectures on mathematical finance 2003; Tomasz R. Bielecki ...[] (2004)
Pension fund  risk management; Editors: Micocci, M.; Gregoriou, G.N.; Masala, G.B. (2010)
Pension mathematics for actuaries; Anderson, Arthur W. (2006)
Pension mathematics for actuaries: commentary and solution; Sharp, Keith P. (2006)
Portfolio optimization; Best, Michael J. (2010)
Portfolio optimization and performace analysis; Prigent, Jean-Luc (2007)
Practical risk theory for actuaries; Daykin, C.D.; Pentikainen, T.; Pesonen, M. (1996) 
Pricing derivative securities; Epps, T.Wake (2000)
Probability and statistics with applications; Asimov, Leonard A.; Maxwell, Mark M. (2010)
A problem-solving approach to pension funding and valuation; Aitken, William H. (2010)
Quantitative equity portfolio management; Qian, Edward E.; Hua, Ronald H.; Sorensen, Eric H. (2007)
A random walk down Wall street; Malkiel, Burton G. (2003)
Risk - a multidisciplinary introduction; Editors: Klueppelberg, Claudia; Straub, Daniel; Welpe, Isabell M. (2014)
Risk analysis in finance and insurance; Melnikov, Alexander (2011)
Risk management; Crouhy, Michel; Galai, Dan; Mark, Robert (2001)
Risk management: value at risk and beyond; Edited by M.A.H.Dempster (2002)
Risk-neutral valuation: pricing and hedging of financial derivatives; Bingham, N.H.; Kiesel, Ruediger (2000)
Ruin probabilities; Asmussen, Soren (2000)
Solution manual to accompany models for quantifying risk, 3rd ed.; Cunningham, Robin J.; Herzog, Thomas; London, Richard (2008) [Zbirka]
Solutions manual for Bower's et al. actuarial mathematics; Ostaszewski, Krysztof (2007) [Zbirka]
Solution manual for introduction to ratemaking and loss reserving for property and casualty insurance; Brown, Robert L.; Gottlieb, Leon R. (2010) [Zbirka]
Solutions manual for mathematics of investment and credit; Broverman, Samuel A. (2010) [Zbirka]
Solutions manual for Michael M. Parmenter's theory of interest and life contigencies with pension applications; London, Dick (2010) [Zbirka]
Solutions manual for a problem-solving approach to pension funding and valuation; Aitken, William H. (1996) [Zbirka]
Solutions manual for Robert L. Brown's demography, 3rd ed.; London, Dick (2000) [Zbirka]
Solutions manual for survival models and their estimation, 3rd ed.; London, Dick (1998) [Zbirka] 
Solutions to probability and statistics with applications; Asimov, Leonard A.; Maxwell, Mark M. (2010) [Zbirka]
Statistical analysis of extreme values; Reiss, Rudolf-Dieter; Thomas, Michael (2007)
Statistical and probabilistic methods in actuarial science; Boland, Philip J. (2007)
Statistical methods in environmental epidemiology; Thomas, Duncan C. (2009)
Statistical tools for finance and insurance; Čižek, Pavel; Haerdle, Wolfgang; Weron, Rafal (2005)
Statistics and finance; Ruppert, David (2004)
Statistics of financial markets; Franke, Juergen; Haerdle, Wolfgag; Hafner, Christian M. (2004)
Stochastic calculus for finance, I; Shreve, Steven E. (2004)
Stochastic calculus for finance, II; Shreve, Steven E. (2004)
Stochastic calculus and financial applications; Steele, J. Michael (2001)
Stochastic calculus for fractional Brownian motion and related processes; Mishura, Yuliya (2008)
Stochastic calculus of variations in mathematics; Malliavin, Paul; Thalmaier, Anton (2006)
Stochastic control in insurance; Schmidli, Hanspeter (2008)
Stochastic controls; Yong, Jiongmin; Zhou, Xun Yu (1999)
Stochastic finance; Vecer, Jan (2011)
Stochastic financial models; Kennedy, Douglas (2011)
Stochastic portfolio theory; Fernholz, Erhard Robert (2002)
Stochastic processes for insurance and finance; Editors: Tomasz Rolski ...[et al] (1999)
Stocks for the long run: the definitive guide to financial market returns and long-term investment strategies; Siegel, Jeremy J. (2002) 
Survival models and their estimation, 3rd ed.; London, Dick (1997)
Term-structure models: a graduate course; Filipović, Damir (2009)
Theory of interest and life contingencies with pension applications, 3rd ed.; Parmenter, Michael M. (1999)
Tržišta kapitala; Foley, Bernard J. (1998)
Uncertain volatility models - theory and application; Buff, Robert (2002)
Understanding actuarial management: the actuarial control cycle, 2nd ed.; Edited by Clare Bellis...[et al.] (2010)
U.S: GAAP for life insurers; Mark J. Freedman...[et al.] (1997)
Value at risk: the new benchmark for managing financial risk, 2nd ed.; Jorion, Philippe (2001)
Valuation: measuring and managing the value of companies; Koller, Tim; Goedhart,Marc; Wessels, David (2010)
Valuation of life insurance liabilities,4th ed.; Lombardi, Louis J. (2010)
Weak convergence of financial markets; Prigent, Jean-Luc (2003)
Weather derivative valuation: the meteorological, statistical, financial and mathematical foundations; Jewson, Stephen (2005)
What do you think ? : preparing for the question that all clients ask; Smith, Bradley M. (2010)