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AKTUARSKA LITERATURA

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 ...[et.al.] (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)