By Fraunhofer-Gesellschaft - Institute for Microelectronic Circuits and Systems (IMS)
The aim of the project is to support strategic asset allocation and, in particular, to incorporate Solvency II capital requirements into this investment decision. For this purpose, it will be investigated to what extent the use of quantum computers can contribute to a better control of the complexity of the problem and to deliver more stable results. In doing so, the optimization problem is formulated step by step at different levels of complexity. The solvency ratio and stochastic optimization will be investigated in the further course and the model formulated in the beginning will be extended.
