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An individualized Tontine pension on the blockchain : a blockchain enabled way of sharing longevity risk

Muis, J. (2018) An individualized Tontine pension on the blockchain : a blockchain enabled way of sharing longevity risk.

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Abstract:The research question of this research is: "How can longevity risk be shared on the blockchain among pension fund participants using the Tontine principle?". In order to answer this question a blockchain infrastructure that enables participants to share longevity risk is developed. The way of sharing longevity risk is inspired by the Tontine principle. This way of sharing longevity risk gives the possibility to gain insights in managing an individualized pension system. Sharing longevity risk on the blockchain in a peer-to-peer network can offer an old age pension to everyone with an internet connection. The benefit of using something as transparent and immutable as the blockchain is that it enables an old age pension to be managed in a trust less environment. This research consists of two parts, an actuarial part in which the logic of the Tontine pension managed on the blockchain is explored and developed and a blockchain part in which the logic defined in the actuarial part is translated to a blockchain application that manages pension fund participants.
Item Type:Essay (Master)
Clients:
APG Group N.V., Amsterdam, Netherlands
Faculty:BMS: Behavioural, Management and Social Sciences
Subject:83 economics
Programme:Industrial Engineering and Management MSc (60029)
Link to this item:http://purl.utwente.nl/essays/75506
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