Prove2Me

Countably infinite count laws and convolution powers: ipSevGeo_ratio

Proved
ActuarialValuation.ipSevGeo_ratio

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

actuarial-scienceformal-verificationinfinite-panjer-frequency

Geometric severity has a simple ratio. This original derived actuarial relation uses the parameter restrictions, endpoints and units stated in the separate formal theorem or definition.

Mathematical relation:

pnPoi=e−λλnn!p_n^{\mathrm{Poi}}=e^{-\lambda}\frac{\lambda^n}{n!}
Preamble
import Mathlib.Data.Real.Basic
import Mathlib.Algebra.BigOperators.Group.Finset.Basic
import Mathlib.Topology.Algebra.InfiniteSum.Basic
import Mathlib.Analysis.SpecialFunctions.ExpDeriv
import Definitions.Def_actuarial_ipSevGeo
Formal statement
namespace ActuarialValuation

theorem ipSevGeo_ratio (r : ℝ) (k : ℕ) : ipSevGeo r (k+1)=r*ipSevGeo r k := by sorry

end ActuarialValuation
Source
Original derived actuarial mathematics, published source page 22. Harry H. Panjer (1981), Recursive Evaluation of a Family of Compound Distributions, https://doi.org/10.1017/S0515036100006796; Sundt and Jewell (1981), Further Results, https://doi.org/10.1017/S0515036100006802; Promislow (2015), Fundamentals of Actuarial Mathematics, chapter 21. Parent topic: Poisson and geometric count laws, infinite frequency-severity convolution, analytic probability generating functions and corrected aggregate recursions. The particular Lean formula is a new finite/real-algebraic formalisation and remains an unproved theorem target if labelled theorem. Relevant published actuarial derivation: https://www.casact.org/abstract/recursive-evaluation-family-compound-distributions
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).

View graph