Bibliografia

Principal

  • Ross, S. M. (2010) Introduction to Probability Models (10th edition), Academic Press, New York
  • Ross. S. M., (1996) Stochastic Processes 2nd ed. John Wiley & Sons, New York.
  • Klugman, S.A.; Panjer, H.H. & Willmot, G.E. (2008) Loss Models, From Data to Decisions (3rd edition), John Wiley & Sons, Hoboken NJ.
  • R. Nelsen (2013) An introduction to copulas Springer Science & Business Media

Secundária

  • Dickson, D., Hardy, M., and Waters, H. (2009) Actuarial Mathematics for Life Contigent Risks Cambridge University Press
  • Core Reading 2011 (2011) CT4 Models The Actuarial Profession
  • Centeno, M.L. (2003) Teoria do Risco na Actividade Seguradora Celta Editora, Oeiras, Portugal.
  • Taylor, H. M. and Karlin, S. (1998) An Introduction to Stochastic Modeling (3rd edition), Academic Press, New York
  • M. Denuit, J.Dhaene, M. Goovaerts and R. Kaas (2005) Actuarial Theory for Dependent Risks: Measures, Orders and Models John Wiley & Sons Ltd