Seminar by Prof. Boualem Djehiche, KTH Royal Institute of Technology

Title: A quantum computing approach to some health and disability insurance contracts

Invited Speaker: Prof. Boualem Djehiche, KTH Royal Institute of Technology, Stockholm, Sweden.

Time: 2PM, Thursday October 17, 2024.

Location: Room A2. 104, International University, VNU-HCM.

Abstract: We propose a hybrid classical-quantum approach for modeling transition probabilities
in health and disability insurance. The modeling of logistic disability inception probabilities is
formulated as a support vector regression problem. Using a quantum feature map, the data are
mapped to quantum states belonging to a quantum feature space, where the associated kernel
is determined by the inner product between the quantum states. This quantum kernel can be
efficiently estimated on a quantum computer. We conduct experiments on the IBM Yorktown
quantum computer, fitting the model to disability inception data from a Swedish insurance company.