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All Journal BAREKENG: Jurnal Ilmu Matematika dan Terapan
Wahri Irawan
Department of Islamic Insurance, Faculty of Islamic Economic and Business, Universitas Islam Negeri Sultan Maulana Hasanuddin Banten, Indonesia
Computer Science & IT Control & Systems Engineering Economics, Econometrics & Finance Energy Engineering Mathematics Mechanical Engineering Physics Transportation

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Journal : BAREKENG: Jurnal Ilmu Matematika dan Terapan

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RESERVES FOR SHARIA LIFE INSURANCE CONTRIBUTIONS USING THE GROSS PREMIUM VALUATION (GPV) METHOD BASED ON VASICEK MODEL Wahri Irawan; Ramdhan Fazrianto Suwarman; Muhamad Fadli Azim; Budi Sudrajat; Nurmaita Hamsyiah
BAREKENG: Jurnal Ilmu Matematika dan Terapan Vol 17 No 2 (2023): BAREKENG: Journal of Mathematics and Its Applications
Publisher : PATTIMURA UNIVERSITY

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/barekengvol17iss2pp0635-0640

Abstract

Determining reserve for life insurance contributions has factors that influence it, such as contributions developed by participants and operational costs. Based on the financial services authority Number 71 of 2016, related to the company's financial health, one of which is that sharia insurance companies can make reserve for contributions. In this study, we discuss the calculation of the contribution of the initial value of return on investment which is sensitive and different calculations for the technical calculation of the contribution of sharia life insurance using the gross premium assessment method (GPV) by applying the Monte-Carlo simulation and using the vasicek model in calculating the discount factor so that with this method can recommend several possible contributions and contributions reserve from sharia life insurance products.
Co-Authors Budi Sudrajat Muhamad Fadli Azim Nurmaita Hamsyiah Ramdhan Fazrianto Suwarman