SQL Server 2019

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create table lifetable (
    age int,
    qx decimal(8, 6)
);

insert into
    lifetable
values (18, 0.000066),
    (19, 0.000130),
    (20, 0.000244),
    (21, 0.000256),
    (22, 0.000289),
    (23, 0.000301),
    (24, 0.000377),
    (25, 0.000406),
    (26, 0.000431),
    (27, 0.000442),
    (28, 0.000456),
    (29, 0.000476),
    (30, 0.000566);
    
    
create table people (
    age int,
    name varchar(10)
);

insert into
    people
values (18, 'George'),
    (23, 'William'),
    (27, 'Kate');
    
;with cte as (
    select
        name,
        p.age,
        qx,
        cast(iif(p.age > 30, 0, 1) as decimal(10, 7)) as pxaa,
        cast(iif(p.age > 30, 0, 1) as decimal(10, 7)) as tpxaa
    from people as p
    left join lifetable as lt
        on p.age = lt.age
        
    union all
    
    select
        name,
        cte.age + 1,
        lt.qx,
        cast(pxaa * lt.qx as decimal(10, 7)), -- as pxaa
        /****
        ** I need the current value of pxaa and the previous value of tpxaa to calculate
        ** the sebsequent values of tpxaa
        **/
        cast(lead(pxaa) over (partition by name order by cte.age asc) * tpxaa as decimal(10, 7)) -- as tpxaa
    from cte
    join lifetable as lt
        on cte.age + 1 = lt.age
        
    where cte.age < 30
) select * from cte order by name, age option (maxrecursion 0);

name	age	qx	pxaa	tpxaa
George	18	0.000066	1.0000000	1.0000000
George	19	0.000130	0.0001300	null
George	20	0.000244	0.0000000	null
George	21	0.000256	0.0000000	null
George	22	0.000289	0.0000000	null
George	23	0.000301	0.0000000	null
George	24	0.000377	0.0000000	null
George	25	0.000406	0.0000000	null
George	26	0.000431	0.0000000	null
George	27	0.000442	0.0000000	null
George	28	0.000456	0.0000000	null
George	29	0.000476	0.0000000	null
George	30	0.000566	0.0000000	null
Kate	27	0.000442	1.0000000	1.0000000
Kate	28	0.000456	0.0004560	null
Kate	29	0.000476	0.0000002	null
Kate	30	0.000566	0.0000000	null
William	23	0.000301	1.0000000	1.0000000
William	24	0.000377	0.0003770	null
William	25	0.000406	0.0000002	null
William	26	0.000431	0.0000000	null
William	27	0.000442	0.0000000	null
William	28	0.000456	0.0000000	null
William	29	0.000476	0.0000000	null
William	30	0.000566	0.0000000	null