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.
Keywords: Claims reserving; chain ladder; standard error.
Volume
23:2
Page
213-225
Year
1993
Categories
Actuarial Applications and Methodologies
Reserving
Reserve Variability
Actuarial Applications and Methodologies
Reserving
Reserving Methods
Actuarial Applications and Methodologies
Reserving
Uncertainty and Ranges
Publications
ASTIN Bulletin
