I just added a section to the chapter on closed abundance estimation (Chapter 14), which covers deriving 95% CI for model averaged abundance estimates. A number of folks (myself included) have simply used the reported 95% CI generated using the MARK model average routines.
However, this is not robust - and can generate 95% CI that make no sense (i.e., where the lower-limit is < M(k+1), which is the number known to have been captured). See the -sidebar- beginning on p. 29 of the newly revised chapter (which I uploaded a few moments ago...).
http://www.phidot.org/software/mark/doc ... chap14.pdf