Introduction

This book is unpublished and should be considered an early build version. There will be bugs, typos and errors. Please report them here.

Motivation

The purpose of this book is to help actuaries studying Risk Modelling and Survival Analysis (CS2) from the Institute and Faculty of Actuaries by providing R code examples across the following topic areas:

  1. Random variables and distributions for risk modelling
  2. Time series
  3. Stochastic processes
  4. Survival models
  5. Machine learning