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Open AccessEconomicsMathematics

Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates

T. Mack

1993.11.1Astin Bulletin-The Journal of the International Actuarial Association

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.

Citation format

MACK, T. Distribution-free calculation of the standard error of chain ladder reserve estimates. Astin Bulletin-The Journal of the International Actuarial Association, 1993, 23: 213–225.