Hitachi’s CMOS annealing technology optimizes reinsurance portfolios to deal with disasters|電経新聞

Hitachi’s CMOS annealing technology optimizes reinsurance portfolios to deal with disasters

再保険ポートフォリオ最適化における効果(契約の保有割合を有効数字3 桁の小数で表現する場合)(Effect on reinsurance portfolio optimization (when contract retention ratio is expressed as a decimal with three significant digits))

Hitachi has developed a CMOS annealing technology called “rerelaxed MA” that can perform optimization calculations using continuous variables (any decimal between 0 and 1) in addition to the conventional binary variables (1 or 0), as a key technology for solving large-scale and complex social issues. By utilizing continuous variables, it becomes possible to solve large-scale combinatorial optimization problems with high accuracy.

This technology was applied to the optimization of reinsurance portfolios to deal with complex disaster factors assuming large-scale disasters, and its effectiveness was verified. It was confirmed that it is possible to calculate the expected profit amount for approximately 10 times the number of insurance contracts compared to the conventional method with a fine accuracy of 1 yen.

In addition to reinsurance portfolio design work, the company plans to use this technology to improve the efficiency of power grid operations taking into account supply and demand balance, optimize sales promotion measures in e-commerce, and improve the efficiency of logistics planning work, thereby helping to solve various social issues.