|previous article in this issue||next article in this issue|
Document Details :
Title: Distribution-Free Calculation of the Standard Errir if Chain Ladder Reserve Estimates
Author(s): MACK, Thomas
Journal: ASTIN Bulletin
Volume: 23 Issue: 2 Date: November 1993
A distribution-free formula for the standard error of chain ladder reserve estimates is derived and compared to the results of some parametric methods using a numerical example.