List of Errata
If you discover a mistake please email us
Case Study Related
- Hu/SCS: reinsurance is applied on an aggregate basis, not occurrence as stated. It is
calibrated using the occurrence loss distribution.
- CCoC/constant ROE natural allocations are incorrect.
- p. 64 line 2: Is corresponds s/b It corresponds. (JAM)
- p. 64 Figure 4.1 is created with $\sigma=0.5$ not 1 as claimed. (SJM)
- p. 88 algorithm step 6, s/b upper case $X_n$, not lower. (JAM)
- p. 101 Display equation line 3, drop $q(p)$; it is included in the integral. (JAM)
- p. 273 para above (11.2) s/b outcome-probability not event-outcome; after equation more natural than, not then. (SJ/JM)
- p. 277 Ex 185 item 5, s/b "What conditions on $p_0$, $p_1$, ... ". (JAM)