Exam SRM Study Guide with Instructional Videos 8th Edition, 2nd Printing Author: Lo/Feng/Linders

ISBN(s): 979-8-89016-265-6 | 979-8-89016-266-3 | 979-8-89016-267-0 | 979-8-89016-268-7

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Our Study Guide for SOA Exam SRM offers personalized learning on a schedule that works for you. 

The Exam SRM study guide will allow you to:

  • Review 1,000 pages of comprehensive, exam-focused information with full syllabus coverage
  • Refine your understanding with 213 examples 
  • Practice until you're confident with 462 exercises 
  • Get exam-ready with 6 full-length exams

GOAL: Practice. Predict. Pass. 

Reach your target GOAL Score with our proven system.

GOAL offers:

  • 1,200+ SOA exam practice problems with detailed solutions
  • A variety of learning modes and difficulty levels
  • Customized quizzes: You set the topic, difficulty, number of questions, and a timer
  • Simulated exams: Choose from 7 comprehensive exams (Including 2 challenge exams)
  • Measure your preparedness with GOAL Score 

Instructional Videos

Retain more information with our helpful videos that cover the entire syllabus and further explain the most complex topics.

We've got you covered with: 

  • 40 instructional videos 
  • A variety of expert instructors, many of whom are current university professors 
  • Almost 6.5 total hours of video content—with more to come

Flashcards

Master key topics and formulas with our flashcards, which are rated by exam importance. 

  • Nearly 250 Virtual Flashcards—great for on-the-go studying!
  • Cover critical syllabus material to help you pass your exam.
  • Great way to help you learn key topics and formulas.
  • Allow you to sort by topic to focus on the material you need to work on the most.

Planner

Weighted by topic importance, our Planner clearly outlines how to study for Exam SRM

  • Simplify study sessions with Planner's ability to filter videos, flashcards, and GOAL for relevant content, based on where you're at in the manual 
  • Weighted sections highlight how long you should spend on each topic
  • Mark sections as Completed so you have a handy checklist of remaining study materials

Topic Search

Everything in the SOA Exam SRM study manual is fully indexed by keyword, making it easy to toggle between materials and concepts without losing your place. 

  • Seamlessly read, watch and practice across topics 
  • Connect to all your materials, identify problem areas, and get the help you need to pass

Formula and Review Sheet

This at-a-glance tool helps you memorize and recall key formulas and information. 

  • Covers important formulas needed to prepare you for the actuarial probability exam 
  • Easy-to-print reference guide you can study with, no matter where you are

ACTEX Learning Bootcamp Sitting Information:

Exam SRM Sitting

Session 1

Session 2

Session 3

January 2025

12/7

12/14

12/21

May 2025

5/3

5/10

5/17

September 2025

8/9

8/16

8/23

Sessions will begin at 10 am ET. Sessions last two hours, with an additional 30 minutes for questions at the end. 

 

Optimize your Study Time for Exam SRM with the ACTEX Bootcamps.

It is the perfect addition to your study schedule and will help you feel confident and ready for your exam. 

Interact with the instructor and other students during this three-session online instruction course offering:

  • Review of exam material and exam strategies
  • Special focus on more challenging topics and common errors 
  • Walk-throughs of key examples
  • On-demand recordings of the sessions available for later review 
  • Email access to instructors for Q&As 

About the Authors

Runhuan Feng, PhD, FSA, CERA

Runhuan Feng is a professor and the Director of Actuarial Science Program at the University of Illinois at Urbana–Champaign. He obtained his PhD in Actuarial Science from the University of Waterloo, Canada. He is a Helen Corley Petit Professorial Scholar and the State Farm Companies Foundation Scholar in Actuarial Science. Prior to joining Illinois, he held a tenure-track position at the University of Wisconsin-Milwaukee. Runhuan has published extensively on stochastic analytics in risk theory and quantitative risk management. Over the recent years, he has dedicated himself to developing computational methods for managing market innovations in areas of investment combined insurance and retirement planning. He has authored several research monographs including An Introduction to Computational Risk Management of Equity-Linked Insurance.

Daniël Linders, PhD

Daniël Linders is an assistant professor at the University of Illinois at Urbana-Champaign. At the University of Leuven, Belgium, he obtained an M.S. degree in Mathematics, an Advanced M.S. degree in Actuarial Science and a PhD in Business Economics. Before joining the University of Illinois, he was a postdoctoral researcher at the University of Amsterdam, The Netherlands and the Technical University in Munich, Germany. He is a member of the Belgian Institute of Actuaries and has the Certificate in Quantitative Finance from the CQF Institute. Daniël Linders has wide teaching experience. He taught various courses on Predictive Analytics, Life Contingencies, Pension Financing and Risk Measurement.

Ambrose Lo, PhD, FSA, CERA

Ambrose Lo is the author of several study manuals for professional actuarial examinations and an Adjunct Associate Professor at the Department of Statistics and Actuarial Science, the University of Hong Kong (HKU). He earned his BSc in Actuarial Science (first class honors) and PhD in Actuarial Science from HKU in 2010 and 2014, respectively, and attained his Fellowship of the Society of Actuaries (FSA) in 2013. He joined the Department of Statistics and Actuarial Science, the University of Iowa (UI) as Assistant Professor of Actuarial Science in August 2014, and was promoted to Associate Professor with tenure in July 2019. His research interests lie in dependence structures, quantitative risk management as well as optimal (re)insurance. His research papers have been published in top-tier actuarial journals, such as ASTIN Bulletin: The Journal of the International Actuarial Association, Insurance: Mathematics and Economics, and Scandinavian Actuarial Journal. He left the UI and returned to Hong Kong in July 2023. Besides dedicating himself to actuarial research, Ambrose attaches equal (if not more!) importance to teaching and education, through which he nurtures the next generation of actuaries and serves the actuarial profession. He has taught courses on a wide range of actuarial science topics, such as financial derivatives, mathematics of finance, life contingencies, and statistics for risk modeling.

He is also the (co)author of the ACTEX Study Manuals for Exams ATPA, MAS-I, MAS-II, PA, and SRM, a Study Manual for Exam FAM, and the textbook Derivative Pricing: A Problem-Based Primer (2018) published by Chapman & Hall/CRC Press. Although helping students pass actuarial exams is an important goal of his teaching, inculcating students with a thorough understanding of the subject and logical reasoning is always his top priority. In recognition of his outstanding teaching, Ambrose has received a number of awards and honors ever since he was a graduate student, including the 2012 Excellent Teaching Assistant Award from the Faculty of Science, HKU, public recognition in the Daily Iowan as a faculty member “making a positive difference in students’ lives during their time at UI” for nine years in a row (2016 to 2024), and the 2019-2020 Collegiate Teaching Award from the UI College of Liberal Arts and Sciences.

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