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 (https://github.com/Yosuke-Ito-345/Actuary). This entry is currently the partial translation and a little generalization of the Coq formalization. The further translation in Isabelle/HOL is now proceeding.
BibTeX:	@article{Actuarial_Mathematics-AFP, author = {Yosuke Ito}, title = {Actuarial Mathematics}, journal = {Archive of Formal Proofs}, month = jan, year = 2022, note = {\url{https://isa-afp.org/entries/Actuarial_Mathematics.html}, Formal proof development}, ISSN = {2150-914x}, }
License:	BSD License
Status: [ok]	This is a development version of this entry. It might change over time and is not stable. Please refer to release versions for citations.