In 2006 there was quite some discussion on how to estimate the conditional estimation error in the chain-ladder (CL) model of Mack. Buchwalder, Bühlmann, Merz and Wüthrich (BBMW) (ASTIN Bull 36(2):521–542, 2006) proposed another estimator than the one derived by Mack (ASTIN Bull 23(2):213–225, 1993). These two estimators are also found in a broader context by new authors in recent papers. In the present paper we examine the theoretical properties of the two estimators and come to the conclusion that the BBMW estimator has some major deficiencies compared with the Mack estimator. It takes much less information of the observed triangle into account, the averaging is done over inappropriate sets and it does not properly fit to the Mack CL-model.

2006 年，关于如何估计Mack 的链梯 (CL) 模型中的条件估计误差的讨论颇多。Buchwalder、Bühlmann、Merz 和 Wüthrich (BBMW) (ASTIN Bull 36(2):521-542, 2006) 提出了另一种估计量，而不是 Mack 推导出的估计量 (ASTIN Bull 23(2):213-225, 1993)。在最近的论文中，新作者也在更广泛的背景下发现了这两个估计量。在本文中，我们检查了两种估计量的理论性质，并得出结论，与 Mack 估计量相比，BBMW 估计量存在一些主要缺陷。它考虑的观察三角形的信息要少得多，平均是在不合适的集合上完成的，并且不能正确地拟合 Mack CL 模型。