I haven't read it, but I've used R in the past so it would be interesting to see what they cover.
Up to what level have you had statistics? Generally those on the actuarial track start with this book:
That's more theory based, for those looking to prep for exams. Just reading the excerpt in the link you've provided, it may be what you're looking for, assuming you plan on using R. If you're proficient in another software, you can probably adapt whatever you get out of it to something else.
This book contains a lot of the modeling work we do, but it's also buried with a lot of theory: