RESERVES FOR SHARIA LIFE INSURANCE CONTRIBUTIONS USING THE GROSS PREMIUM VALUATION (GPV) METHOD BASED ON VASICEK MODEL
نویسندگان
چکیده
Determining reserve for life insurance contributions has factors that influence it, such as developed by participants and operational costs. Based on the financial services authority Number 71 of 2016, related to company's health, one which is sharia companies can make contributions. In this study, we discuss calculation contribution initial value return investment sensitive different calculations technical using gross premium assessment method (GPV) applying Monte-Carlo simulation vasicek model in calculating discount factor so with recommend several possible from products.
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ژورنال
عنوان ژورنال: Barekeng
سال: 2023
ISSN: ['1978-7227', '2615-3017']
DOI: https://doi.org/10.30598/barekengvol17iss2pp0635-0640