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Title links lead to book details on the IFoA Library catalogue. From there, IFoA members and students can 'Request' the book from the IFoA Library Service, subject to availability. Members can also follow the ‘Access eBook’ links below after logging in through the member portal.
CS2 core reading for the current year is the key study reference for this exam and is available from the IFoA e-shop.
Students may also work with the study guide and course materials for this exam from an IFoA recognised tuition provider.
Titles are listed alphabetically
- Actuarial principles: lifetables and mortality models. Leung, A.P. S.-F. Academic Press; Elsevier, 2021. ISBN 9780323901727.
Access eBook after member login - An actuarial survey of statistical models for decrement and transition data. Macdonald, A.S. British Actuarial Journal (1996) 2: 129-155; 429-448; 703-726.
I. Multiple state, Poisson and binomial models. BAJ 2: 129-155. DOI 10.1017/S1357321700003366
II. Competing risks, non-parametric and regression models. BAJ 2: 429-448. DOI 10.1017/S1357321700003469
III. Counting process models. BAJ 2: 703-726. DOI 10.1017/S1357321700003524
(Access British Actuarial Journal after member login) - Analysing survival data from clinical trials and observational studies. Marubini, E.; Valsecchi, M. G. - John Wiley, 2004. ISBN 9780470093412
- The analysis of mortality and other actuarial statistics. 3rd ed. Benjamin, B.; Pollard, J. H. - Institute and Faculty of Actuaries, 1993. ISBN 9780901066268
- Basic stochastic processes: a course through exercises. Brzezniak, Z.; Zastawniak, T. - Springer, 1998. ISBN 9783540761754
Access eBook after member login - Basic stochastic processes. De Volder, P.; Janssen, J.; Manca, R. - John Wiley, 2015. ISBN 9781119184546
Access eBook after member login - Competing risks and multistate models with R. - Beyersmann, J., Schumacher, M. and Allignol, A. - Springer, 2012. ISBN 9781461420347
Access eBook after member login - Demographic methods. Hinde, A. - Routledge, 1998. ISBN 9780340718926
Access eBook after member login - Effective statistical learning methods for actuaries: I. [Generalised Linear Models] GLMs and extensions. - Denuit, M., Hainaut, D. and Trufin, J. - Springer, 2019. ISBN 9783030258207
Access eBook (Ebsco) | Access eBook (ProQuest) after member login - Introduction to actuarial modeling. Hickman, J. C. North American Actuarial Journal (1997) 1(3): 1-5. DOI 10.1080/10920277.1997.10595621
Access North American Actuarial Journal after member login - An introduction to statistical modelling. Dobson, A. J. - Chapman & Hall, 1983. 125 pages. ISBN 9780412248603
Access eBook after member login - Introductory statistics with applications in general insurance. 2nd ed. Hossack, I. B.; Pollard, J. H.; Zehnwirth, B. - Cambridge University Press, 1999. ISBN 9780521655347
Access eBook after member login - Loss models: from data to decisions. 5th ed. Klugman, S. A.; Panjer, H. H.; Willmot, G. E. - John Wiley, 2019. ISBN 9781118215323. The library holds previous edition: 4th ed., 2012
Access eBook after member login - Machine learning with R: expert techniques for predictive modeling to solve all your data analysis problems. 2nd ed. Lantz, B. - Packt Publishing, 2013. ISBN 9781784393908. The Library also offers later 3rd ed., 2019, ISBN 978-1788291552:
Access eBook after member login - Modeling, analysis, design and control of stochastic systems. Kulkarni, V.G. - Springer, 1999. ISBN: 0387987258..
Access eBook after member login - Modelling mortality with actuarial applications. Macdonald, A.S., Richards, S.J. and Currie, I.D. - Cambridge University Press, 2018. ISBN 9781107045415. IFoA Core Reading CS2 makes reference to chapters 12 and 13.
Access eBook after member login - Mortality studies. Scott, W. F. - University of Aberdeen, Department of Mathematical Sciences, 2000.
- Non-life actuarial models: theory, methods and evaluation. 2nd ed. Tse, Y-K. - Cambridge University Press, 2009. 524 pages. ISBN 978052764650
Access eBook of earlier 1st ed., 2009 (ISBN 978052764650) after member login - Probability and random processes. 3rd ed. Grimmett, G.; Stirzaker, D. - Oxford University Press, 2001. ISBN 9780198572220
- Practical risk theory for actuaries. Daykin, C. D.; Pentikainen, T.; Pesonen, M. - Chapman & Hall, 1994. ISBN 9780412428500
Access eBook after member login - Risk modelling in general insurance: from principles to practice. Gray, R.J.; Pitts, S.M. - Cambridge University Press, 2012. xiv, 393 pages. ISBN 9780521863940
Access eBook after member login - The statistical analysis of failure time data. 2nd ed. Kalbfleisch, J.D.; Prentice, R.L. - Wiley-Blackwell, 2002. ISBN 9781420099607
Access eBook after member login - Stochastic processes: an introduction. 3rd ed. Jones, P; Smith, P. Arnold. - Chapman & Hall, 2017. ISBN 9781498778121.
Access eBook after member login - Survival models and data analysis. Elandt-Johnson, R. C.; Johnson, N. L. - John Wiley, 1999. ISBN 9780471349921
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The IFoA Library Service offers other books and ebooks on using R which you can request via the library catalogue.
IFoA Core Reading CS2 also makes reference to the following articles and papers
- A cohort-based extension of the Lee-Carter model for mortality reduction factors. Renshaw, A.E. and Haberman, S. Insurance: Mathematics and Economics (2006) 38(3): 556-570.
DOI: https://doi.org/10.1016/j.insmatheco.2005.12.001 - Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions. Booth, H., Hyndman, R.J. and de Jong, P. Demographic Research (2006) 15: 289-310.
DOI: https://doi.org/10.4054/DemRes.2006.15.9 - Longevity risk and annuity pricing with the Lee-Carter model. Richards, S.J and Currie, I.D. British Actuarial Journal (2009) 15(2): 317-343.
DOI: https://doi.org/10.1017/S1357321700005675 - Mortality modeling and forecasting: a review of methods. Booth, H. and Tickle, L. Annals of Actuarial Science (2008) 3(1-2): 3-43.
DOI: https://doi.org/10.1017/S1748499500000440 - A practical introduction to machine learning concepts for actuaries. Chalk, A. and McMutrie, C. Casualty Actuarial Society e-Forum (2016). Spring. 50 p.
- Robust forecasting of mortality and fertility rates: a functional data approach. Hyndman, R.J. and Ullah, M.S. Computational Statistics and Data Analysis (2007) 51: 4492-4456.
DOI: https://doi.org/10.1016/j.csda.2006.07.028 - Stochastic methods in population forecasting. Alho, J.M. International Journal of Forecasting (1990) 6(4): 521-530.
DOI: https://doi.org/10.1016/0169-2070(90)90030-F