UDD conditional survival at the year end recovers the annual survival probability p.
Provedactuarial_c_frac_udd_endactuarial-scienceinsurancelife-contingency
UDD conditional survival at the year end recovers the annual survival probability p.
Assumptions and domains are exactly those in the Lean quantifiers. These are separate open owner-Draft statements, even when a matching source has been proved in a private diagnostic file.
Preamble
import Mathlib.Analysis.Real.Sqrt import Mathlib.Analysis.SpecialFunctions.Log.Basic import Mathlib.Analysis.SpecialFunctions.Exp import Mathlib.Tactic.Linarith import Mathlib.Tactic.Ring import Definitions.Def_actuarial_c_frac_uddSurvival open ActuarialAssurances.Fractional
Formal statement
theorem actuarial_c_frac_udd_end (p : ℝ) : uddSurvival p 1 = p := by sorry
Source
Original derived actuarial theorem grounded in Promislow (2015), Fundamentals of Actuarial Mathematics, third edition, Chapter 7, UDD and constant-force within-year assumptions. https://www.oreilly.com/library/view/fundamentals-of-actuarial/9781118782521/c07.xhtml. It is not a verbatim textbook Lean theorem.
Human review
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.