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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(xlsx) 

## Warning: package 'xlsx' was built under R version 4.4.1

library(xlsx)
data.cumulative <- read.xlsx("C:/Users/Admin/Desktop/CT4_MHRRBH_COPY.xlsx", sheetIndex = 1)

# Thêm dòng thứ 11 với toàn bộ giá trị NA
data.cumulative[11, ] <- rep(NA, ncol(data.cumulative))
rownames(data.cumulative)[11] <- paste0("Origin", 11)

# Chuyển sang tam giác tổn thất
tri <- as.triangle(as.matrix(data.cumulative))
dimnames(tri) <- list(origin = 1:nrow(tri), dev = 1:ncol(tri))

# Vẽ tam giác
units1 <- 1000
ylab1 <- paste(units1)
title1 <- ""
plot(tri/units1, lattice = TRUE, ylab = ylab1, main = title1)

plot(tri/units1, ylab = ylab1, main = title1)

# Áp dụng mô hình Mack
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  3,901,463      1.0000 3,901,463         0         0      NaN
## 2  5,339,085      0.9826 5,433,719    94,634    75,535    0.798
## 3  4,909,315      0.9127 5,378,826   469,511   121,699    0.259
## 4  4,588,268      0.8661 5,297,906   709,638   133,549    0.188
## 5  3,873,311      0.7973 4,858,200   984,889   261,406    0.265
## 6  3,691,712      0.7223 5,111,171 1,419,459   411,010    0.290
## 7  3,483,130      0.6153 5,660,771 2,177,641   558,317    0.256
## 8  2,864,498      0.4222 6,784,799 3,920,301   875,328    0.223
## 9  1,363,294      0.2416 5,642,266 4,278,972   971,258    0.227
## 10   344,014      0.0692 4,969,825 4,625,811 1,363,155    0.295
## NA        NA          NA        NA        NA        NA       NA
## 
##                  Totals
## Latest:   34,358,090.00
## Dev:               0.65
## Ultimate: 53,038,945.61
## IBNR:     18,680,855.61
## Mack.S.E   2,447,094.86
## CV(IBNR):          0.13

# Vẽ kết quả
plot(M)

plot(M, lattice = TRUE)

# Tính CDR
round(CDR(M, dev = "all"), 0)

CDR(M)

round(CDR(M, dev="all"),0)