Errata for the book "Non-Life Insurance Pricing with Generalized Linear Models", 2010
This page will be updated as typos are found. Row 5+ is the fifth row from the beginning while 5- is counted from the end.
 
p13 14- and 13-: reads "vehicle age high and vehicle age low" should read "vehicle age old and vehicle age new"
p17 12-: reads "second derivative" should read "first derivative"
p44 Table 3.1: reads "f_s - f_r" should read "f_r - f_s"
p44 Table 3.1: the column f_s and its values 16 should be deleted
p61 1+: reads “y=mu”, should read “mu=y”
p63 Eq. (3.44), rightmost member: reads "y_i - mu_i" should read "y_i/u_i - mu_i"
p67 Exercise 3.6: reads "use (2.34)" should read "use Exercise 3.2"
p67 Exercise 3.9: reads "of S and M" should read "of F and S"
p67 Exercise 3.13: There is a minus sign missing in the exponent in (3.45)
p68 10+: Immediately to the right of the left curly brace, the summation symbol with summation over k is missing. Immediately to the left of the right curly brace, the term "+ (w_i \mu_i - w_i y_i)/(1+\nu)" is missing.
p68 Exercise 3.15(b): \phi should not be an integer, rather than not be equal to 1.
p69 Exercise 3.16(c): should add w_i in two places to “log(\nu w_i \mu/(1+\nu w_i\mu)”
p69 Exercise 3.18: reads "frequencies" should read "severities"
p69 Exercise 3.18: reads "gamma >= 2" should read "gamma > 2"
p72 13+: reads "out experience" should read "our experience"
p73 10-: reads "Ga(alpha, beta)" should read "G(alpha, beta)"
p75 Assumption 4.1(a): reads "vectors (Y_jt,V_j)" should read "vectors ({Y_jt; t=1,2,...},V_j)" where {Y_jt; t=1,2,...} is the vector of Y-values associated with a particular j
p77 12+: reads "Cov(\hat{V}_j,Y_jt)" should read "Cov(\hat{V}_j,Y_j't)"
p77 14+: reads "\hat{V}" should read "\hat{V}_j"
p81 1+: reads "w_.j." should read "w_j." i.e. remove the first dot in the first w on the first line
p82 Assumption 4.2(a): reads "vectors (Y_ijt,V_j)" should read "vectors ({Y_ijt; i=1,2,...; t=1,2,...},V_j)" where {Y_ijt; i=1,2,...; t=1,2,...} is the vector of Y-values associated with a particular j
p97 Problem 2: reads "GLMC algorithm" should read "backfitting algorithm"
p103 14+: The phi should be small instead of large
p103 Eq. (5.3): reads “f(x_1i)” should read “f(x_i1)”
p105 22+: The “s” following the word “for” should be an “x”
p113 7-: The \mu(z_k) in the denominator should be \gamma(z_k)
p115 6+: It should be “\beta_{2 \ell}” instead of “\beta_{2k}”
p115 6+: It should be “B_{2 \ell}” instead of “B_{1\ell}”
p115 8-: It should be “deviance” instead of “likelihood”
p117 4+: the rightmost expression should have "1/\tilde{w}_{1k}" in front of the "\sum" and the "\tilde" occurring to the right of the "\sum" should be a "\hat" 
p118 11+: The sentence beginning with “Since” shall read “…we can factor out \gamma_{0i} \gamma_{1i} or \gamma_{1i} \gamma_{2i} in the same way”
p118 1-: The subindex on the second \gamma should be “2i” instead of “1i”
p119 13+: The subindex on the last y on the line should be “m_1”, not “m_2”. Also y needs a dash as in y’ here and in the vector before
p121 5+: The comma between \beta_{1i} and \beta_{1m_1} should have been two commas with dots between
p122 4+: The single “y” on this line should have been bold
p122 17+ - 20+: the integrands in all integrals should be squared
p127 4+: At the end of the line, “dx dy” should be replaced by “dx_1 dx_2”
p127 3-: Under the second summation sign, “k_1” should be “k=1”
p132 3+: The last “a” on the line should have subindex “2”, not “2i”
p137 4+: Reads “f_y(k)” should read “f_y(y)”
p138 3+: Reads “i=1,2,…” should read “k=1,2,…”
p139 6-: Both integrals lack “dx”
p140 2+: The summation on the right should start at 0, not 1
p140 12+, 14+: the sign at the beginning of the lines should be -, not +
p141 11+: the "k_1" should be "k=1"
p143 5-: the subindex n should be changed to m in the matrix E
p144 14+: In the integral, “s(x)” should be “s”(x)”
p145 2-: the right endpoint in the interval at the end of the line should be "u_{k+1}"
p152 6-: the comma in “a_{3,k+2}” should be deleted
p152 2-: The line should end with “dx_1 dx_2”, not “dx dy”
p155 7-: There is a missing right parenthesis ) after x_2(\beta)
p156 4+: The line should end with “dx_1 dx_2”, not “dx dy”
p156 5+: The line should end with “dx_1”, not “dx”
p156 9+: Within the parenthesis following the minus sign, it should be “dx_1^2 dx_2” instead of “dx_1 dx_2^2”.
p156 10+: There is an obvious “s” missing in the term between the two plus signs
p157 14+: Here “z_{1k}” should be “z_{2k}”
p157 8-: The “c” following the first equality sign on the line should be “a”
p157 6-: Here “q_i” should be “q_k”
p157 4-: Here “\delta _i” should be “\delta_k”
p157 1-: Here “\phi” should be replaced by the derivative of “\phi”
p158 Eq. (B.39) The \phi should read \phi’ (with a dash)
p158 10+: The “phi” symbol at the beginning of the line should be the same as the one used previously
p158 12+: Here “s(x,y)” should be “s(x_1,x_2)”
p158 13+: Here “x_2-z_{1k}” should be “x_2-z_{2k}”
p158 -7 to -4: Here “d_k” should be replaced by “\delta_k”
p158 6-: Here “y” should be “x_2”
p160 1+: Here “d_k” should be replaced by “\delta_k ( 2 ”before the parenthesis. The line should end with “)”
p160 2+: The + should be followed by “4(“ and the line ended with an extra “)”
p160 3-: Here “x-2” should be “x_2”
p161 11+: The line should begin with an equality sign, not a multiplication sign
p 161 3- and 1-: Here “r” should be “r_0”
p163 5+: The “f” should be replaced by “s” at all three places
p163 5-: The first subscript in the vector z_2 should be 2, not 1.
 
EO 2014-11-03