Apart from standard actuarial theory, this text contains methods that are relevant for actuarial practice, as well as generalised linear models with an eye on actuarial applications.
Kaas, R., Goovaerts, M. J., Dhaene, J., & Denuit, M. (2001). Modern Actuarial Risk Theory. Kluwer Academic Publisher. https://hdl.handle.net/2078.5/83166