Prove2Me

Finite-state transition and probability conservation: msRowMass_nonneg

Proved
ActuarialValuation.msRowMass_nonneg

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

actuarial-scienceformal-verificationmulti-state-reserves

Nonnegative conditional transition probabilities give a nonnegative row total. The full Lean declaration specifies the finite boundaries, exact units and any positivity, independence or regularity assumptions. This is an original derived Actuarial mathematical statement, not a claim of a numbered previously published theorem.

Mathematical relation:

Rowi≥0Row_i≥0
Preamble
import Mathlib.Data.Real.Basic
import Mathlib.Data.Fintype.Basic
import Mathlib.Algebra.BigOperators.Group.Finset.Basic
import Definitions.Def_actuarial_msRowMass
Formal statement
namespace ActuarialValuation

theorem msRowMass_nonneg (T : Fin 3 → Fin 3 → ℝ) (i : Fin 3) (h : ∀ j, 0 ≤ T i j) : 0 ≤ msRowMass T i := by sorry

end ActuarialValuation
Source
Original derived actuarial mathematics, published source page 305. S. David Promislow, Fundamentals of Actuarial Mathematics, third edition (2015), Chapter 19, https://www.oreilly.com/library/view/fundamentals-of-actuarial/9781118782521/ftoc.xhtml; Dickson Hardy Waters (2009), Actuarial Mathematics for Life Contingent Risks, Chapter 8, https://www.cambridge.org/core/books/abs/actuarial-mathematics-for-life-contingent-risks/multiple-state-models/BFEB2CD04A3EA012FCB1C7E3A326E9A0; Buchardt, Møller and Schmidt, Cash flows and policyholder behaviour in the semi-Markov life insurance setup (2015), https://www.tandfonline.com/doi/full/10.1080/03461238.2013.879919. Parent topic: Finite discrete-time nonstationary and duration-dependent multi-state actuarial benefits, transition probabilities, reserve recursion, disability and surrender cashflows. 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.cambridge.org/core/books/abs/actuarial-mathematics-for-life-contingent-risks/multiple-state-models/BFEB2CD04A3EA012FCB1C7E3A326E9A0
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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