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 IIj = 1j = 20.498 0.499 0.500 0.501 0.502^(n) ● ●● ● ● ● ● ● ● ● ● ● ●● ● ● ● ●● ● ● ● ● ● ●f j● ● ●● ● ● ● ● ● ● ● ● ● ● ● ● ●10 20 30 40 5010 20 30 40 50nn0.665 0.666 0.667 0.668^(n)f jj = 3j = 40.748 0.749 0.750 0.751 0.752●● ● ● ●●● ● ● ● ● ● ●^(n) ●● ●● ● ●●●f ^(n)● ●j● ● ●f j●● ● ● ● ● ● ●● ● ● ● ●●● ●10 20 30 40 50n0.798 0.799 0.800 0.801 0.80210 20 30 40 50n
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