[Mack99] | Mack, T. (1999). The Standard Error of Chain Ladder Reserve Estimates: Recursive Calculation and Inclusion of a Tail Factor. ASTIN Bulletin, 29(2), 361-366. doi:10.2143/AST.29.2.504622 |
[Quarg08] | Quarg, Gerhard, and Thomas Mack, "Munich Chain Ladder: A Reserving Method that Reduces the Gap between IBNR Projections Based on Paid Losses and IBNR Projections Based on Incurred Losses," Variance 2:2, 2008, pp. 266-299. |
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