Policy in force at inception
ProvedActuarialValuation.finiteLifeInForceIndicator_zeroactuarial-sciencehattendorffprospective-reserves
Every curtate lifetime is at least zero, so the policy is in force at issue.
Mathematical statement
Preamble
import Mathlib import Definitions.Def_actuarial_finiteLifeInForceIndicator open MeasureTheory
Formal statement
namespace ActuarialValuation theorem finiteLifeInForceIndicator_zero (K : ℕ) : finiteLifeInForceIndicator K 0 = 1 := by sorry end ActuarialValuation
Source
Shiu and Xiong (2021), An elementary derivation of Hattendorff's theorem, European Actuarial Journal 11 319-323, especially equations (1), (3)-(5), https://doi.org/10.1007/s13385-020-00256-9; Gerber (1997), Life Insurance Mathematics, third ed., Chapter 6 section 6.7, https://doi.org/10.1007/978-3-662-03460-6
Read-back
What the Lean code literally says, in plain math · gpt-6
Independent mathematical reading. For any natural curtate future lifetime K, zero is at most K. Therefore the in-force indicator at policy inception t=0 is one. This is a simple boundary for the original policy issued in force, regardless of whether death occurs during the first policy year.
Human review
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.