
Inquiries about buying the books please send to:
malinov@orc.ru
1. J. Lemaire.
Automobile Insurance: Actuarial Models.
Kluwer
//
1996, 306 p.
ISBN 0898381665.
The book is a comprehensive exposition of the actuarial
methods in the automobile insurance. The book is written for
nonlife actuaries. It will be interesting for the insurance
managers and may be used as a textbook while teaching the
university courses of nonlife insurance.
Quote the abstract from the backcover of the book: "The book is
divided into four main parts. Part I delineates the system of
automobile ratings adopted in France, Germany, Great Britain,
The Netherlands, Sweden, Switzerland, Quebec, and the United
States. This section also discusses the major problems
encountered there. Part II includes a statistical analysis of
the portfolio of one of the largest Belgian companies. After
showing that the usual method of rate determining is faulty,
three classical selection methods are described and applied in
order to correct the problems encountered. Part III introduces a
probabilistic model that allows the development of a fair
experience rating.
Two efficiency models are defined, providing the means of
comparing the different systems in force in the word. Part IV
deals with the important problem of reserving. The main global
methods of calculating reserves are discussed.
Title page
Contents of the translation
Index 

2. J. Lemaire.
BonusMalus Systems in Automobile
Insurance. Kluwer
//
1995, 259 p.
ISBN 079239545X
The book is written by an expert in the actuarial methods in
automobile insurance. It is closely related to the book by the
same author "Automobile Insurance: Actuarial Models" (Kluwer,
1996) and is in a sense its development. It contains an overall
presentation of the automobile insurance particulars in a number
of countries in Europe, America, Asia, a case study and a review
of the different probability distributions that can be used to
model the severity and number of claims in an automobile
insurance. Dealing with many theoretical problems of that field,
it is interesting for the insurers and actuaries. The book will
be useful in teaching University courses.
Title
page
Contents of the translation
Index 
3.
N. Bowers, H. Gerber, J. Hickman, D. Jones, C. Nesbitt.
Actuarial Mathematics
// 2nd ed., The Society of Actuaries,
1997, 655p.
ISBN 0938959468
This book is the wellestablished basic course applied during
a long time by the Society of Actuaries. The book contains the
background of actuarial science. Starting from fundamental
models, used mainly in the life insurance, the authors deal with
risk theory models, and then to more difficult matter of life
insurance and pension schemes. The exposition applies
essentially the modern probability theory on the moderate level
of complexity. The book is aimed at actuaries, mathematicians
with interest in actuarial methods and to the students of both
post and under graduate levels.
List of misprint in the translation, compiled by V.K.Malinovskii
on 1 May 2002
List of misprint in the translation, compiled by F.Bisikov on 24
January 2003
List of misprint in the translation, compiled by V.Nikishov on
21 June 2006
Please inform V.K. Malinovskii on the address
malinov@orc.ru about
newly found misprints.
Title
page
Contents of the translation
Index 

4.
S.E. Sawitch.
Elementary Theory of Insurance and
Pension Funds (in Russian);
// (first ed. 1900, second ed. 1909), 3d ed., with addenda. M.:
JanusK, 2003, 496 p.
ISBN 5803701238
The book written by a prominent Russian actuary
S.E.Sawitch
(1864  presumably 1936) exposes the background of the actuarial
mathematics. Edited first in 1900, in the year when the Russian
Empire switched to the pension schemes based on the mortality
studies, and reedited in 1909, it is completely uptodate as a
valuable scientific and educational monograph. The book supplies
the reader (using standard actuarial notation!) with basic and
not so basic facts about life insurance and pension models and
with the actuarial technique appropriate to these models. The
book is based on the classical Russian courses of the
probability theory written by the worldwide authorities in that
field  P.L. Tchebysheff and A.A.Markoff.
Title page
Contents of the translation
Foreword
Index

5.
H.H. Panjer (editor), P.P. Boyle, S.H. Cox, D. Dufresne,
H.U. Gerber, H.H. Mueller, H.W. Pedersen, S.R. Pliska, M.
Sherris, E.S.W. Shiu, Ken Seng Tan.
Financial Economics: with
Applications to Investments, Insurance and Pensions. The Society
of Actuaries
// 1998,
549 p.
ISBN 0938959484.
This book is written as a second (after the book "Actuarial
Mathematics") basic course applied by the Society of Actuaries.
Quote the abstract from the backcover of the book: "This book
covers many aspects of actuarial economics in the context of
discrete time, with a bridge to continuous time. It is aimed at
actuaries, financial engineers, and others with compatible
technical skills, and it focuses on a broad range of
applications...
The authors have combined a wide range of expertise to produce a
book that balances the need for a reasonably formal treatment of
key concepts in financial economics with the desire to discuss
applications of the concepts to financial management."
Title page
Contents of the translation
Contents of the translation
Index 

6.
Rob Kaas, Marc Goovaerts, Jan Dhaene and Michel
Denuit.
Modern Actuarial Risk Theory.
//
Kluwer Academic Publishers,
2001, 372 p.
ISBN 0792376366
The book is wellknown as a professional textbook used for the
actuarial education in a number of European countries, e.g.,
Netherlands, Belgium. This edition is used by Universities and
by the European Actuarial Academy (http://www.actuarialacademy.com/)
in the program of professional training.
Quote the abstract from the backcover of the book: "Apart from
standard actuarial theory, Modern Actuarial Risk Theory contains
methods that are relevant for actuarial practice, for instance
the rating of automobile insurance policies, premium principles
and IBNR models, as well as generalized linear models with an
eye on actuarial applications. Furthermore extensive
introductions are given to credibility theory and ordering of
risks. The book reflects the state of the art in actuarial risk
theory. In addition to some chapters which are compatible with
official material of actuarial education in NorthAmerica,
Europe and other parts of the world, the book contains important
material on topics that are relevant for recent insurance and
actuarial developments including determining solvency measures,
fairvalue computations, reserving, ranking of risks, modeling
dependencies and the use of generalized linear models. Basic
ideas on risk measures in the framework of insurance premiums
are also considered. The numerous exercises contained in Modern
Actuarial Risk Theory, together with the hints for solving the
more difficult ones and the numerical answers to many others,
make the book useful as a textbook. Some important practical
paradigms in insurance are presented in a way that is appealing
to actuaries in their daily business. The mathematical
background assumed is on a level such as acquired in the first
stage of a bachelors program in quantitative economics or
mathematical statistics."
Title page
Contents of the translation
Index 





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Laboratory is headed by Vsevolod K. Malinovskii,
Ph.D., D.Sc.
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Laboratory supplies professional consulting on
methodology of actuarial computations and related
problems in life, nonlife insurance, reinsurance and
pensions.
Among the consultancy projects done by the Laboratory
are the
following.
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Modern Actuarial Risk
Theory: multivariate analysis and Generalized Linear
Model (GLM).
The book "Modern Actuarial Risk Theory" by R. Kaas, M.
Goovaerts, J. Dhaene, M. Denuit was translated in
Russian and published recently under the editorship of
V.K. Malinovskii.
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Dr. Michel M. Dacorogna,
Member of the Senior Management of SCOR Group, held in
April 2324, 2008, the seminar entitled "Economics of
Risk in Insurance".
Seminar took place in Moscow (Smolenskaya str., 5, the
"Golden Ring" hotel) and comprised four talks:
1. The Price of Risk in Insurance.
2. Capital and Capital Management.
3. Adding time diversification to risk
diversification.
4. ERM (Enterprise Risk Management),
Towards an Holistic View of Risk
Management.
Seminar was organized by the
Association of European Businesses in
RF with the participation
of the Laboratory of Actuarial
research of Finance Academy and
financial support of the
Representative offices in Moscow
of Gen Re and of SCOR.
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The 38th International
ASTIN Colloquium was held in Manchester, UK, from Sunday
13 July to Wednesday 16 July, 2008.
It was a memorable event, professionally and socially,
held in the heart of the United Kingdom. Participants
enjoyed the warm hospitality of the British Actuarial
Profession.
more
The 39th International
ASTIN Colloquium was held in Helsinki,
Finland, from
Monday
1 June to
Thursday 4 June, 2009.
Participants were particularly interested in that event
dedicated to the memory of Teivo Pentikäinen whose
contribution to the mathematical modelling of the
insurance process is known worldwide.
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