Discrete failure masses and finite life expectancy: svTail_at_end
ProvedActuarialValuation.svTail_at_endactuarial-scienceformal-verificationstochastic-survival-hazard
No remaining probability lies strictly above the finite maximum supported failure time n.
Mathematical relation:
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.ExpDeriv import Mathlib.MeasureTheory.Measure.Typeclasses.Probability import Mathlib.MeasureTheory.Integral.Bochner.Basic import Definitions.Def_actuarial_svFiniteTailMass
Formal statement
namespace ActuarialValuation theorem svTail_at_end (p : ℕ → ℝ) (n : ℕ) : svFiniteTailMass p n n = 0 := by sorry end ActuarialValuation
Source
Original derived actuarial mathematics inspired by Promislow (2015), chapters 14, 8 and Appendix A, published book reference https://www.oreilly.com/library/view/fundamentals-of-actuarial/9781118782521/; supporting published actuarial reference https://www.actuaries.org.uk/system/files/field/document/Technical%20Workshop%20October%202019%20Slide%20Deck.pdf. Published source page 211 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
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.