Equivalence premiums and loss variance: pvLoading_zero
ProvedActuarialValuation.pvLoading_zeroactuarial-scienceformal-verificationinsurance-loss-distributions
Charging the equivalence rate gives a zero premium loading.
Mathematical relation:
Original derived theorem target; the Lean statement gives the exact conditions and result.
Preamble
import Mathlib.Data.Real.Basic import Mathlib.Data.Fintype.Basic import Mathlib.Algebra.BigOperators.Group.Finset.Basic import Definitions.Def_actuarial_pvLoading
Formal statement
namespace ActuarialValuation theorem pvLoading_zero (equivalence : ℝ) : pvLoading equivalence equivalence = 0 := by sorry end ActuarialValuation
Source
Original derived actuarial mathematics inspired by Promislow (2015), chapters 15 and 16, published book reference https://www.oreilly.com/library/view/fundamentals-of-actuarial/9781118782521/; supporting published actuarial reference https://www.soa.org/globalassets/assets/files/edu/fall2006webcatalog.pdf. Published source page 235 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.