Frequency-dependent annuity cashflow valuation: frDueTerm_zero
ProvedActuarialValuation.frDueTerm_zeroactuarial-scienceformal-verificationfractional-life-valuation
A zero scheduled subannual due cashflow contributes zero present value.
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.Exp import Definitions.Def_actuarial_frDueTerm
Formal statement
namespace ActuarialValuation theorem frDueTerm_zero (c : ℕ → ℝ) (discount : ℝ → ℝ) (p q : ℕ → ℝ) (k j m : ℕ) (h : c k = 0) : frDueTerm c discount p q k j m = 0 := 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
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.