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Search: isPartOf:"ASTIN BULLETIN ; Vol. 29 - No. 2 - 1999, 361-366"
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ASTIN BULLETIN ; Vol. 29 - No. 2 - 1999, 361-366
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Casualty Actuarial Society - Publications
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The Standard Error of Chain Ladder Reserve Estimates: Recursive Calculation and Inclusion of a Tail Factor
Mack, Thomas
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1999
In Mack (1993), a formula for the standard error or chain ladder reserveestimates has been derived. In the present communication, a very intuitive and easily programmable recursive way of calculating the formula is given...
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