Eh.  Well, this is… difficult.  We see Pikachu’s vocalisations (and those of Ash’s other Pokémon) translated as ‘Ash’ in one or two places (all I can think of, actually, is Island of the Giant Pokémon, but there might be others that I’m not aware of or not remembering) but we don’t know what he’s literally saying.  Like, Pikachu really can’t make a wide enough range of sounds that he can realistically produce Pikachu-ese equivalents to any given human name; that’s simply impossible.  I tend to believe that when Pokémon speak they rely a lot on body language and a variety of other species-specific non-verbal cues to convey information, since they clearly understand a lot more than they’re capable of expressing through words, but nonetheless, we don’t actually know how close those subtitles are to the exact meaning of what is going through Pikachu’s head.  The word he uses for Ash (pikapi) could easily mean something like ‘my trainer’ or ‘my master’ or even ‘blue jacket human’ to him, and simply be translated for us as ‘Ash.’  Furthermore, it would be assuming a lot to think that the English word ‘master’ would have the same connotations for Pokémon as it does for us.

Side note: I actually don’t believe that Pokémon understand or have any use for the concept of personal names, which is why I’m skeptical about the subtitles being a totally faithful rendition.  They’re perfectly capable of learning and responding to their own nicknames, but I don’t think that they (well, most species anyway) have any equivalent to the concept.