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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 Pages: 213-225 DOI: 10.2143/AST.23.2.2005092 Abstract : 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. |
