Resources for CS2

These books are optional or suggested additional reading for IFoA exam subject CS2 that may complement IFoA Core Reading and tuition provider material for this exam subject.

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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 the Actuarial Education Company.

Titles are listed alphabetically

Actuarial principles: lifetables and mortality models. Leung, A.P. S.-F. Academic Press; Elsevier, 2021. ISBN 9780323901727.
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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
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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
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Basic stochastic processes. De Volder, P.; Janssen, J.; Manca, R. - John Wiley, 2015. ISBN 9781119184546
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Competing risks and multistate models with R. - Beyersmann, J., Schumacher, M. and Allignol, A. - Springer, 2012. ISBN 9781461420347
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Demographic methods. Hinde, A. - Routledge, 1998. ISBN 9780340718926
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Effective statistical learning methods for actuaries: I. [Generalised Linear Models] GLMs and extensions. - Denuit, M., Hainaut, D. and Trufin, J. - Springer, 2019. ISBN 9783030258207
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Introduction to actuarial modeling. Hickman, J. C. North American Actuarial Journal (1997) 1(3): 1-5. DOI 10.1080/10920277.1997.10595621
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An introduction to statistical modelling. Dobson, A. J. - Chapman & Hall, 1983. 125 pages. ISBN 9780412248603
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Introductory statistics with applications in general insurance. 2nd ed. Hossack, I. B.; Pollard, J. H.; Zehnwirth, B. - Cambridge University Press, 1999. ISBN 9780521655347
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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
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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:
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Modeling, analysis, design and control of stochastic systems. Kulkarni, V.G. - Springer, 1999. ISBN: 0387987258..
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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.
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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
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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
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Risk modelling in general insurance: from principles to practice. Gray, R.J.; Pitts, S.M. - Cambridge University Press, 2012. xiv, 393 pages. ISBN 9780521863940
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The statistical analysis of failure time data. 2nd ed. Kalbfleisch, J.D.; Prentice, R.L. - Wiley-Blackwell, 2002. ISBN 9781420099607
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Stochastic processes: an introduction. 3rd ed. Jones, P; Smith, P. Arnold. - Chapman & Hall, 2017. ISBN 9781498778121.
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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

Resources for CS2

These books are optional or suggested additional reading for IFoA exam subject CS2 that may complement IFoA Core Reading and tuition provider material for this exam subject.

To access ebooks please log in to your member portal

Titles are listed alphabetically

IFoA Core Reading CS2 also makes reference to the following articles and papers

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