Actuary

This is an experimental package where the basic part of actuarial mathematics is formalized using the Coq Proof Assistant.

Requirements

• Coq 8.17.1 or later
• Mathematical Components 1.17.0 or 1.18.0
• Coquelicot 3.4.0 or later

Building and installation instructions

The easiest way to install the latest released version is via opam:

opam repo add coq-released https://coq.inria.fr/opam/released
opam install coq-actuary

To instead build and install manually, do:

git clone https://github.com/Yosuke-Ito-345/Actuary.git
cd Actuary
make   # or make -j <number-of-cores-on-your-machine>
make install

Description of files in theories directory

• all_Actuary.v: This file imports all theory modules defined by files below: Basics, Interest, LifeTable, Premium, Reserve.
• Basics.v: Some basic facts of mathematics are collected for the main part of the package.
• Interest.v: The theory of interest is formalized, including the present and future values of annuities.
• LifeTable.v: The life table is defined axiomatically, and is examined mainly from probability theory.
• Premium.v: Basic actuarial notations are introduced, including various facts on the present values of annuities, insurance and so on.
• Reserve.v: The level premium reserve is defined, and some useful formulas are also proved formally.
• Examples.v: Some applications of this package are shown.

Notice

• Classical logic is assumed.
• The axiom of choice is used.
• The following functions are set to be coercions:
  • INR : nat >-> R
  • IZR : Z >-> R
• The infix notation ^ is redefined as Rpower, and the original function pow is represented as .^.
• The future updates of this package may not be backward compatible.
• Any advice or comment is welcome.

Main changes from version 1.0 to version 2.0

• Inequalities > and >= are replaced with < and <= (advice from Zulip Chat).
• The force of mortality is formalized.
• Notations δ, ω are changed to \δ, \ω, respectively.
• Some basic lemmas are taken in the auto tactic by Hint Resolve.
• Generalized the frequency of payments in Premium.v and Reserve.v.
• The continuous payment case is newly formalized.