Prove2Me

R weighted

Proved
ActuarialFoundations.fa_R_weighted

by WillR · Oct 10, 2026 · Mathlib 0df444a (Lean v4.33.1)

actuarial-scienceformal-verificationlife-table-commutation

Prove the closed finite double-sum increasing-benefit weighting for the stated exact Lean assumptions, directly from the life-table and cashflow definitions. The claim is valued at the end of the death year, and terminal-age endpoints are disjoint. No commutation equivalence or desired result may be inserted as a hypothesis.

Preamble
import Mathlib.Data.Real.Basic
import Mathlib.Algebra.BigOperators.Group.Finset.Basic
import Mathlib.Analysis.SpecialFunctions.Exp
import Mathlib.Analysis.SpecialFunctions.Log.Basic
import Definitions.Def_actuarial_faDiscountedDeaths
import Definitions.Def_actuarial_faR
Formal statement
namespace ActuarialFoundations

theorem fa_R_weighted (l : ℕ → ℝ) (v : ℝ) (ω x : ℕ) : faR l v ω x = (∑ k ∈ Finset.range (ω-x), ((k+1 : ℕ) : ℝ) * faDiscountedDeaths l v (x+k)) := by sorry

end ActuarialFoundations
Source
Institute of Actuaries (1971), International Actuarial Notation, commutation functions, p.50, https://www.actuaries.org.uk/system/files/documents/pdf/0042-0071.pdf. Original derived theorem; not a verbatim textbook theorem.
Human review

  • Endorsed by Shuze Chen · Oct 11, 2026

    Confirmed by the moderator at approval.

  • Endorsed by WillR · Oct 11, 2026

    Confirmed by the mission captain (proposal self-audit).

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