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Björn Löfdahl Grelsson: Quantum Support Vector Regression for Disability Insurance

Time: Mon 2022-03-21 15.15 - 16.15

Location: KTH, Room 3721, Lindstedtsvägen 25 and Zoom

Video link: Meeting ID: 621 4469 8204

Participating: Björn Löfdahl Grelsson (SEB)

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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.