Actuarial Mathematics


Title: Actuarial Mathematics
Author: Yosuke Ito (glacier345 /at/ gmail /dot/ com)
Submission date: 2022-01-23
Abstract: Actuarial Mathematics is a theory in applied mathematics, which is mainly used for determining the prices of insurance products and evaluating the liability of a company associating with insurance contracts. It is related to calculus, probability theory and financial theory, etc. In this entry, I formalize the very basic part of Actuarial Mathematics in Isabelle/HOL. The first formalization is about the theory of interest which deals with interest rates, present value factors, an annuity certain, etc. I have already formalized the basic part of Actuarial Mathematics in Coq ( This entry is currently the partial translation and a little generalization of the Coq formalization. The further translation in Isabelle/HOL is now proceeding.
  author  = {Yosuke Ito},
  title   = {Actuarial Mathematics},
  journal = {Archive of Formal Proofs},
  month   = jan,
  year    = 2022,
  note    = {\url{},
            Formal proof development},
  ISSN    = {2150-914x},
License: BSD License