Quantum mechanics approach for appropriately chosen hamiltonian
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Date
2022
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Aksaray Üniversitesi
Access Rights
Attribution-NonCommercial-NoDerivs 3.0 United States
info:eu-repo/semantics/openAccess
info:eu-repo/semantics/openAccess
Abstract
Risk theory has always played a significant role in mathematical finance and actuarial sciences. A novel approach to the risk theory of non-life insurance is quantum mechanics. To compute finite-time non-ruin probability, I introduce the quantum mechanics formalism in discrete space and continuous space with the appropriately chosen Hamiltonian. By using the quantum mechanics approach and the stochastic method, the non-ruin operator is defined, and tensor products of operator concepts are presented for several examples. In this paper, Dirac notations are operated to find the Hamiltonian matrix with the eigenvector basis for two and three-state cases, and its tensor product version with a change of basis.
Description
Keywords
Ruin Probability, Risk Theory, Hamiltonian, Quantum Mechanics, Dirac Notations, Tensor Product, Non-life Insurance
Journal or Series
Aksaray University Journal of Science and Engineering
WoS Q Value
Scopus Q Value
Volume
6
Issue
1
