EAA SERIES is the successor of the EAA Lecture Notes.

The European Actuarial Academy GmbH (EAA) proudly presents the EAA Series.
This is a series on actuarial topics in a broad and interdisciplinary sense, aimed at students, academics and practitioners in the fields of insurance and finance.

EAA SERIES inform timely and at a high level on theoretical and practical
aspects of e.g. risk management, internal models, solvency, asset-liability
management, market-consistent valuation, the actuarial control cycle,
insurance and financial mathematics, and other related interdisciplinary
topics.

EAA SERIES aim to serve as primary scientific reference for education,
research, development and model validation.

The type of material considered for publication includes lecture notes, monographs and textbooks. The former should meet the European Core Syllabus for actuarial education. All submissions will be peer-reviewed.

The timeliness of a manuscript is sometimes more important than its form,
which may be preliminary or tentative.

Editors

Hansjörg Albrecher (Co-Chair)
Ulrich Orbanz (Co-Chair)
Christian Hipp
Michael Koller
Antoon Pelsser
Ermano Pitacco

 

• First title
  Market-Consistent Actuarial Valuation
  by Wüthrich/Bühlmann/Furrer
  more information here
  
  
• Second title
  Concentration Risk in Credit Portfolios
  by Eva Lütkebohmert
  more information here
  
  
• third title
  Recursions for Convolutions and Compound Distributions with Insurance Applications
  by Sundt/Vernic
  more information here
  
  
• fourth title
  Non-Life Insurance Pricing with Generalized Linear Models
  by Ohlsson, Esbjörn/ Johansson, Björn
  more information here
  
  
• fifth title
  Life Insurance Risk Management Essentials
  by Michael Koller
  more information here
  
  
• sixth title
  Stochastic Models in Life Insurance
  by Michael Koller
  more information here
  
  
• seventh title
  Risk Measures and Attitudes
  by Francesca Biagini, Andreas Richter, Harris Schlesinger
  more information here
  
  
• More titles will follow shortly and will be presented on this website.