Negative binomial

Hi,

I'm trying to fit a glm with a negative binomial error distribution and a log link, using the example found in the paper Stochastic Claims Reserving In General Insurance by England and Verrall. 

I am attaching a pdf since it is more difficult to write equations in here. So to hopefully explain myself better I wrote a pdf, where I'm explaining what I need to do and where I got stuck. (I tried to be clear as possible).

Thanks in advance for any help  

Stefani 


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