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

@inproceedings{Mack2013DistributionfreeCO,
  title={Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates by Thomas Mack},
  author={Thomas J. Mack},
  year={2013}
}
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. 
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