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Quantum Support Vector Regression for Disability Insurance
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.ORCID iD: 0000-0002-6608-0715
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
2021 (English)In: Risks, E-ISSN 2227-9091, Vol. 9, no 12, p. 216-, article id 216Article in journal (Refereed) Published
Abstract [en]

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.

Place, publisher, year, edition, pages
MDPI AG , 2021. Vol. 9, no 12, p. 216-, article id 216
Keywords [en]
disability insurance, machine learning, support vector machines, quantum computing
National Category
Computer Sciences
Identifiers
URN: urn:nbn:se:kth:diva-307159DOI: 10.3390/risks9120216ISI: 000738306400001Scopus ID: 2-s2.0-85121817427OAI: oai:DiVA.org:kth-307159DiVA, id: diva2:1632683
Note

QC 20220127

Available from: 2022-01-27 Created: 2022-01-27 Last updated: 2024-03-05Bibliographically approved

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Djehiche, BoualemLöfdahl, Björn

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