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RESERVES FOR SHARIA LIFE INSURANCE CONTRIBUTIONS USING THE GROSS PREMIUM VALUATION (GPV) METHOD BASED ON VASICEK MODEL

BAREKENG: Jurnal Ilmu Matematika dan Terapan · Vol. 17 No. 2 (2023) · hlm. 0635–0640

DOI
10.30598/barekengvol17iss2pp0635-0640
ISSN
2615-3017, 1978-7227
Terbit
2023-06-11
Penerbit
PATTIMURA UNIVERSITY
Bahasa
eng
Lisensi
creativecommons.org/licenses/by-sa/4.0

Abstrak

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.

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  • Universitas Islam Negeri Sultan Maulana Hasanuddin Banten
  • State University of Malang
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Sumber metadata: OAI-PMH (metadata jurnal) https://ojs3.unpatti.ac.id/index.php/barekeng/oai, pertama di-harvest 5 Nov 2026, terakhir terlihat 15 Nov 2026.
Metadata asli (oai_dc) 
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	<dc:title xml:lang="en-US">RESERVES FOR SHARIA LIFE INSURANCE CONTRIBUTIONS USING THE GROSS PREMIUM VALUATION (GPV) METHOD BASED ON VASICEK MODEL</dc:title>
	<dc:creator>Irawan, Wahri</dc:creator>
	<dc:creator>Suwarman, Ramdhan Fazrianto</dc:creator>
	<dc:creator>Azim, Muhamad Fadli</dc:creator>
	<dc:creator>Sudrajat, Budi</dc:creator>
	<dc:creator>Hamsyiah, Nurmaita</dc:creator>
	<dc:description xml:lang="en-US">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.</dc:description>
	<dc:publisher xml:lang="en-US">PATTIMURA UNIVERSITY</dc:publisher>
	<dc:date>2023-06-11</dc:date>
	<dc:type>info:eu-repo/semantics/article</dc:type>
	<dc:type>info:eu-repo/semantics/publishedVersion</dc:type>
	<dc:format>application/pdf</dc:format>
	<dc:identifier>https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/6749</dc:identifier>
	<dc:identifier>10.30598/barekengvol17iss2pp0635-0640</dc:identifier>
	<dc:source xml:lang="en-US">BAREKENG: Jurnal Ilmu Matematika dan Terapan; Vol 17 No 2 (2023): BAREKENG: Journal of Mathematics and Its Applications; 0635-0640</dc:source>
	<dc:source>2615-3017</dc:source>
	<dc:source>1978-7227</dc:source>
	<dc:source>10.30598/barekengvol17iss2year2023</dc:source>
	<dc:language>eng</dc:language>
	<dc:relation>https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/6749/5924</dc:relation>
	<dc:rights xml:lang="en-US">Copyright (c) 2023 Wahri Irawan, Ramdhan Fazrianto Suwarman, Muhamad Fadli Azim, Budi Sudrajat, Nurmaita Hamsyiah</dc:rights>
	<dc:rights xml:lang="en-US">http://creativecommons.org/licenses/by-sa/4.0</dc:rights>
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