library(ChainLadder)
## Warning: package 'ChainLadder' was built under R version 4.4.3
##
## Welcome to ChainLadder version 0.2.20
##
##
## To cite package 'ChainLadder' in publications use:
##
## Gesmann M, Murphy D, Zhang Y, Carrato A, Wuthrich M, Concina F, Dal
## Moro E (2025). _ChainLadder: Statistical Methods and Models for
## Claims Reserving in General Insurance_. R package version 0.2.20,
## <https://CRAN.R-project.org/package=ChainLadder>.
##
## To suppress this message use:
## suppressPackageStartupMessages(library(ChainLadder))
library(readxl)
data <- read_excel("C:/Users/Hoang Quyen/OneDrive/OneDrive - UFM/THNN/boi_thuong_bao_hiem.xlsx")
tri <- as.triangle(as.matrix(data))
dimnames(tri)=list(origin=1:nrow(tri), dev=1:ncol(tri))
units1 <- 1000
ylab1 <- paste(units1)
title1 <- ""
plot(tri/units1, lattice=TRUE, ylab=ylab1, main=title1)
plot(tri/units1, ylab=ylab1, main=title1)
M <- MackChainLadder(tri, est.sigma="Mack")
M
## MackChainLadder(Triangle = tri, est.sigma = "Mack")
##
## Latest Dev.To.Date Ultimate IBNR Mack.S.E CV(IBNR)
## 1 160,621 1.000 160,621 0.0 0 NaN
## 2 178,644 1.000 178,644 0.0 0 NaN
## 3 205,562 1.000 205,562 0.0 0 NaN
## 4 227,276 1.000 227,276 0.0 0 NaN
## 5 223,558 1.000 223,558 0.0 0 NaN
## 6 224,036 1.000 224,036 0.0 0 NaN
## 7 223,697 1.000 223,697 0.0 65 Inf
## 8 214,459 1.000 214,479 19.6 533 27.194
## 9 221,616 0.999 221,847 230.9 1,348 5.837
## 10 294,705 0.997 295,603 898.2 1,654 1.841
## 11 269,720 0.996 270,764 1,043.9 1,948 1.866
## 12 271,688 0.994 273,419 1,730.5 2,287 1.322
## 13 245,940 0.989 248,686 2,746.5 2,454 0.894
## 14 264,755 0.983 269,242 4,487.2 3,323 0.740
## 15 239,800 0.972 246,603 6,803.2 5,504 0.809
## 16 246,019 0.946 260,044 14,025.0 10,022 0.715
## 17 173,377 0.656 264,186 90,808.6 237,312 2.613
##
## Totals
## Latest: 3,885,473.00
## Dev: 0.97
## Ultimate: 4,008,266.59
## IBNR: 122,793.59
## Mack.S.E 237,765.32
## CV(IBNR): 1.94
plot(M)
plot(M, lattice=TRUE)
CDR(M)
## IBNR CDR(1)S.E. Mack.S.E.
## 1 0.00000 0.00000 0.00000
## 2 0.00000 0.00000 0.00000
## 3 0.00000 0.00000 0.00000
## 4 0.00000 0.00000 0.00000
## 5 0.00000 0.00000 0.00000
## 6 0.00000 0.00000 0.00000
## 7 9.00000 65.76116 65.76116
## 8 19.61431 533.67609 537.44492
## 9 232.91171 1241.65211 1355.52636
## 10 932.19002 526.69904 1669.28420
## 11 1072.90026 1168.52806 1961.47494
## 12 1794.50305 1205.96547 2300.82201
## 13 3839.48483 1174.96566 2468.11231
## 14 8029.16478 2143.62528 3343.01287
## 15 13294.24822 4521.05962 5521.96960
## 16 90053.98578 8332.83480 10075.86843
## 17 264168.58424 141521.92731 141882.99968
## Total 383446.58721 141982.85385 142666.99691
round(CDR(M, dev="all"),0)
## IBNR CDR(1)S.E. CDR(2)S.E. CDR(3)S.E. CDR(4)S.E. CDR(5)S.E. CDR(6)S.E.
## 1 0 0 0 0 0 0 0
## 2 0 0 0 0 0 0 0
## 3 0 0 0 0 0 0 0
## 4 0 0 0 0 0 0 0
## 5 0 0 0 0 0 0 0
## 6 0 0 0 0 0 0 0
## 7 9 66 0 0 0 0 0
## 8 20 534 64 0 0 0 0
## 9 233 1242 540 64 0 0 0
## 10 932 527 1451 631 75 0 0
## 11 1073 1169 496 1370 595 71 0
## 12 1795 1206 1170 488 1369 595 71
## 13 3839 1175 1140 1101 455 1293 562
## 14 8029 2144 1223 1183 1144 470 1345
## 15 13294 4521 2034 1157 1121 1085 444
## 16 90054 8333 4639 2085 1185 1148 1113
## 17 264169 141522 8362 4663 2094 1189 1154
## Total 383447 141983 10770 6281 3871 2939 2528
## CDR(7)S.E. CDR(8)S.E. CDR(9)S.E. CDR(10)S.E. CDR(11)S.E. CDR(12)S.E.
## 1 0 0 0 0 0 0
## 2 0 0 0 0 0 0
## 3 0 0 0 0 0 0
## 4 0 0 0 0 0 0
## 5 0 0 0 0 0 0
## 6 0 0 0 0 0 0
## 7 0 0 0 0 0 0
## 8 0 0 0 0 0 0
## 9 0 0 0 0 0 0
## 10 0 0 0 0 0 0
## 11 0 0 0 0 0 0
## 12 0 0 0 0 0 0
## 13 67 0 0 0 0 0
## 14 585 70 0 0 0 0
## 15 1279 556 66 0 0 0
## 16 453 1312 570 68 0 0
## 17 1118 458 1319 573 68 0
## Total 2049 1616 1456 578 68 0
## Mack.S.E.
## 1 0
## 2 0
## 3 0
## 4 0
## 5 0
## 6 0
## 7 66
## 8 537
## 9 1356
## 10 1669
## 11 1961
## 12 2301
## 13 2468
## 14 3343
## 15 5522
## 16 10076
## 17 141883
## Total 142667