Asymptotic Consistency and Inconsistency of the Chain Ladder
Asymptotic Consistency and Inconsistency of the Chain Ladder
Asymptotic Consistency and Inconsistency of the Chain Ladder
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Remark IDue to <strong>the</strong> independence <strong>of</strong> <strong>the</strong> different accidentyears (assumption [3]), <strong>the</strong> statements (ii) <strong>and</strong> (iii) canbe equivalently replaced bŷf (n)jP Dj−−−→ f j, [P]-a.s.n→∞<strong>and</strong>respectively.̂f (n)jL 2 (P Dj )−−−−−→ f j, [P]-a.s.,n→∞