In the solution for exercise 1.24 in Bishop's PRML solutions book I see the following statement:
For a loss matrix $L_{kj}=1-I_{kj}$ we have $\sum_kL_{kl}P(C_k|x)=1-p(C_l|x)$
Now I understand where the $1$ is coming from:
$\sum_kL_{kl}P(C_k|x)=\underbrace{\sum_kp(C_k|x)} - \sum_kp(C_k|x)$
The item in the underbrace equals $1$ because it's just the sum of the probabilities. But how is the second item equal to $p(C_l|x)$ ?
The second term is actually $\sum_k\color{red}{I_{kl}}p(C_k|x)$ which equals $p(C_l|x)$ as $I_{kl}=1$ only if $k=l$, else $I_{kl}$ is zero.