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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Example Ij = 1j = 2f j0.498 0.499 0.500 0.501 0.502●^(n) ^(n)● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ●● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ●f j10 20 30 40 5010 20 30 40 50nn0.665 0.666 0.667 0.668j = 3j = 40.748 0.749 0.750 0.751 0.752^(n)f jf j● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ●● ● ● ●● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ●10 20 30 40 50n0.798 0.799 0.800 0.801 0.802^(n)10 20 30 40 50n