Showing math.OCShow all
2 papers · 1 filter
math.OC2025
Modern Computational Methods in Reinsurance Optimization: From Simulated Annealing to Quantum Branch & Bound
George Woodman, Ruben S. Andrist, Thomas Häner +4
We propose and implement modern computational methods to enhance catastrophe excess-of-loss reinsurance contracts in practice. The underlying optimization problem involves attachme…
math.OC2024
Solving QUBOs with a quantum-amenable branch and bound method
Thomas Häner, Kyle E. C. Booth, Sima E. Borujeni +1
Due to the expected disparity in quantum vs. classical clock speeds, quantum advantage for branch and bound algorithms is more likely achievable in settings involving large search…