Actuarial Mathematics

Yosuke Ito 📧

January 23, 2022

This is a development version of this entry. It might change over time and is not stable. Please refer to release versions for citations.

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.
BSD License

Topics

Theories of Actuarial_Mathematics