Prove2Me

Frequency-dependent annuity cashflow valuation: frTime_end

Proved
ActuarialValuation.frTime_end

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

actuarial-scienceformal-verificationfractional-life-valuation

The end of the last immediate subperiod equals the next annual policy anniversary when frequency is positive.

Mathematical relation:

frTime_endfrTime\_end

Original derived theorem target; the Lean statement gives the exact conditions and result.

Preamble
import Mathlib.Data.Real.Basic
import Mathlib.Algebra.BigOperators.Group.Finset.Basic
import Mathlib.Analysis.SpecialFunctions.Exp
import Definitions.Def_actuarial_frTime
Formal statement
namespace ActuarialValuation

theorem frTime_end (k m : ℕ) (hm : 0 < m) : frTime k m m = (k:ℝ)+1 := by sorry

end ActuarialValuation
Source
Original derived actuarial mathematics inspired by Promislow (2015), chapters 7, 4 and 8, published book reference https://www.oreilly.com/library/view/fundamentals-of-actuarial/9781118782521/; supporting published actuarial reference https://www.soa.org/498941/globalassets/assets/files/e-business/pd/events/2018/las/pd-2018-05-las-session-033.pdf. Published source page 98 of Promislow's 2015 edition provides the thematic mathematical context. The target Lean identity is an original derivation, not a verbatim published result.
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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