Cohort probability extensions: survival antitone finite
ProvedActuarialFoundations.fa_survival_antitone_finiteactuarial-scienceformal-verificationlife-table-commutation
Finite-horizon survival lies between zero and one and cannot increase as duration advances. The claim is restricted to ages within the finite cohort boundary.
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_faFiniteCohortValid import Definitions.Def_actuarial_faSurvival
Formal statement
namespace ActuarialFoundations theorem fa_survival_antitone_finite (l : ℕ → ℝ) (ω x t u : ℕ) (h : faFiniteCohortValid l ω) (hp : 0 < l x) (ht : x+t+u ≤ ω) : 0 ≤ faSurvival l x (t+u) ∧ faSurvival l x (t+u) ≤ faSurvival l x t ∧ faSurvival l x t ≤ 1 := by sorry end ActuarialFoundations
Source
S. David Promislow (2015), Fundamentals of Actuarial Mathematics, 3rd ed., Chapter 3 (life-table survival and mortality); Wiley https://www.wiley.com/en-us/Fundamentals+of+Actuarial+Mathematics%2C+3rd+Edition-p-9781118782521 Original-derived finite-cohort Lean statement; this exact theorem wording is not attributed to the text.
Human review
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.