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Reddit mentions of Probability for Risk Management
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I haven't read Wasserman, but I briefly looked at the Amazon preview of it. Usually this is a good starting place for intermediate-level mathematical stats, but if the notation seems very daunting, I would recommend an actuarial text on probability to get you started (these usually avoid the plethora of notation) before you pursue mathematical stats. The two I recommend are Probability for Risk Management and Probability and Statistics with Applications: A Problem-Solving Text (my personal favorite, plus this one also covers the stats). Get your hands on the errata (do a Google search) and the solutions manuals as well. Best of luck!