论文标题
量子计算在保险行业的潜在应用
Potential Applications of Quantum Computing for the Insurance Industry
论文作者
论文摘要
本文是Axa Konzern AG与Fraunhofer ITWM合作进行的预研究的文档，以评估量子计算对保险行业的相关性。除了对量子计算技术现状的一般概述外，我们还研究了其对保险合同估值的适用性，作为具体用例。该估值是一个计算密集的问题，因为缺乏封闭的定价公式需要使用蒙特卡洛方法。因此，当前的技术能力迫使保险公司将近似方法应用于许多后续任务，例如经济资本计算或战略资产分配的优化。这些任务的业务 - 关键性结合了一种称为振幅估计的量子算法的存在，该算法估计有望对蒙特卡洛模拟的二次加速进行二次加速，这使此用例显而易见。我们提供了振幅估计的详细说明，并提供了两个量子电路，这些电路描述了量子电路模型中与保险相关的回报功能。在模拟器和实际量子硬件上都评估了编码动态失误的示例性电路。
This paper is the documentation of a pre-study performed by AXA Konzern AG in collaboration with Fraunhofer ITWM to assess the relevance of quantum computing for the insurance industry. Beside a general overview of the status quo of quantum computing technologies, we investigate its applicability for the valuation of insurance contracts as a concrete use case. This valuation is a computationally intensive problem because the lack of closed pricing formulas requires the use of Monte Carlo methods. Therefore current technical capabilities force insurers to apply approximation methods for many subsequent tasks like economic capital calculation or optimization of strategic asset allocations. The business-criticality of these tasks combined with the existence of a quantum algorithm called Amplitude Estimation which promises a quadratic speed-up of Monte Carlo simulation makes this use case obvious. We provide a detailed explanation of Amplitude Estimation and present two quantum circuits which describe insurance-related payoff features in a quantum circuit model. An exemplary circuit that encodes dynamic lapse is evaluated both on a simulator and on real quantum hardware.
