چکیده مقاله
Takaful Endowment is one of the product plans in Family Takaful This research introduces the alternative method to calculate participant premium under Shari'ah law in Takaful Endowment The aim is to find a stochastic model to replace the fixed interest rate We examined this method for a 20 year Takaful Endowment coverage by Monte Carlo simulation The assumption is that the administrative expenses are only charged in the first year In addition, we performed 200 times by Monte Carlo simulations to generate the interest rate with initial steps of interest rates are 5%, 7%, and 9% In this research, the amount of participant premium is in the Participant Special Account PSA applied under the Actuarial Model
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نویسندگان
شیوه ارجاع
Jahanbani, E and Mirzaee, N and Golroo, MR,1402,Stochastic Model for Participant Premium Calculation in Takaful Endowment in the Islamic Republic of Iran,30th National and 11th International Conference on Insurance and Development (ICID 2023) The Evolution of Insurance Industry Ecosystem (Takaful, Governance, Modern Technologies),Tehran
ارائهشده در
مجموعه مقالات سی امین همایش ملی و یازدهمین همایش بین المللی بیمه و توسعه با موضوع تکامل زیست بوم صنعت بیمه «تکافل، حکمرانی و فناوری های نوین»12 آذر 1402 · تهران