A method for analysing the risk of taking a too low reserve level by the use of Chain Ladder method is developed. We give an answer to the question of how much safety loading in terms of the Chain Ladder standard error has to be added to the Chain Ladder reserve in order to reach a specified...

Algorithms for the calculation of the distribution of the aggregate claimsfrom a life insurance portfolio have been derived by Kornya (1983), Hipp(1986) and De Pril (1986 and 1989)...