I am a MSc. student in economics student and this semester am going to take a course on stochastic processes for life insurance, consisting of finite variation processes, markov, semi-markov processes, martingale and inference on counting processes. I have no real prior knowledge on insurance, apart from the usual microeconomical analysis of insurance, and would like to know what introductory knowledge on insurance should I have to frame the mathematics with the actual insurance part. If you could possibly recommend some introductory books on actuarial sciences to contextualize myself, it would be amazing. Thank you.
ps: There is no real actuarial sciences stack, so this seemed the most suitable community to make this question.
An excellent book I would recommend is "Statistical Methods with Applications to Demography and Life Insurance" by Professor Estate Khmaladze.
Professor Khmaladze is a very renowned statistician who studied alongside Kolmogorov in Moscow, and has worked with very well known mathematicians such as Kiyoshi Itô, the father of modern stochastic calculus.
The book is written to give you a solid mathematical foundation however, so if you'd prefer a more applied statistics themed book (ie. less formal maths and more heuristic arguments) you may wish to look elsewhere.