Discrete failure masses and finite life expectancy: svFiniteMean_zero_support
ProvedActuarialValuation.svFiniteMean_zero_supportactuarial-scienceformal-verificationstochastic-survival-hazard
A failure-time distribution entirely supported at duration zero has zero first moment.
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_svFiniteMassMean
Formal statement
namespace ActuarialValuation theorem svFiniteMean_zero_support (p : ℕ → ℝ) : svFiniteMassMean p 0 = 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.