Pemodelan Matematika Premi Tunggal Bersih Asuransi Unit Link Syariah

Nanang Supriadi

Abstract


The exact risk factor can be managed by transferring the risk to the other party (in this case the insurance company). In this paper will be discussed more life insurance, as the development now there are types of insurance combined with investment, which is popular with the term Unit Link insurance. Unit link Syariah began to be launched as one of the fulfilment of the high needs of the community, the privilege of the product Unit of Islamic links is actually located in the elements of the laws in accordance with Islamic Syariah. The issues that will be discussed are how to get a single premium model of life insurance unit link Syariah with life insurance and investment fund allocation invested in investment product with a big interest rate of risk (financial approach) and investment product with the value of return maximum (actuarial approach). The resulting model is then implemented in case of examples by comparing the two approaches to see the shortcomings and advantages of Unit link lifetime life insurance when compared to life insurance. The result obtained from this research is the benefit obtained from Unit-linked sharia insurance on average will be greater if compared with life insurance for life, maximum benefit will be obtained Insurance Unit Link of sharia using actuarial approach compared to financial, but benefit with a relative financial approach more stable than actuarial approaches that tend to fluctuate.

 


Keywords


Actuarial; Financial; Unit Link; Premium.

Full Text:

PDF

References


Ali, AM. & Hasan, (2004). Asuransi dalam Perspektif Hukum Islam: Suatu Tinjauan Analisis Historis, Teoritis, dan Praktis. Jakarta: Prenada Media

Anggraini, D., & Wijaya, Y. (2016). Obligasi Bencana Alam dengan Suku Bunga Stokastik dan Pendekatan Campuran. Al-Jabar: Jurnal Pendidikan Matematika, 7(1), 49-62.

Boyle, P.P. & Schwartz, E.S. (1977). Equilibrium prices of guarantees under equity-link contracts, Journal of Risk and Insurance, 44(4), pp. 639-660

Bowers, Newton L, dkk, (1997). Actuarial Mathematics. Second Edition. Schaumburg, Illinois: The Society of Actuaries

Brennan, M.J. & Schwartz, E.S. (1976). The pricing of equity-link life insurance policies with an asset value guarantee, Journal of Financial Economics, 3, pp. 195-213.

Hamdi, M.L. (2003). Jejak-Jejak Ekonomi Syari’ah. Jakarta, Senayan Abadi, cet ke 2. hal 248

Hardy, M.R. (2000). Hedging and reserving for single-premium segregated fund contracts. North American Actuarial Journal, 4(2), pp. 63-74

Lin, X. Sheldon, (2006). Introductory Stochastic Analysis for Finance and Insurance. Hoboken, New Jersey: Willey & Sons, Inc

Moller, T. (2003). Indifference pricing of insurance contracts: Applications, to appear in Insurance. Mathematics and Economics.

Ochi, M. K. (1990). Applied Probability and Stochastic Processes: In Engineering and Physical Science. Canada: John Willey & Sons, Inc

Rinaldi, A. (2015). Aplikasi Model Persamaan Struktural pada Program R (Studi Kasus Data Pengukuran Kecerdasan). Al-Jabar: Jurnal Pendidikan Matematika, 6(1), 1-12.

Sendra, K. (2004). Konsep dan Penerapan Asurasni Jiwa Unit-Link. Jakarta, PPM, hal.21.

Supriadi, N., & Gunardi, M. S. (2009). Penentuan premi tunggal bersih untuk kontrak asuransi jiwa seumur hidup unit linked (Doctoral dissertation, Universitas Gadjah Mada).

Usman, F. & Arif, M. (2004). Security For Life: Hidup Lebih Nyaman Dengan Berasuransi, Jakarta. PT. Elek Media Komputindo, hal.30.




DOI: http://dx.doi.org/10.24042/ajpm.v8i2.1883

Refbacks

  • There are currently no refbacks.


 

Creative Commons License
Al-Jabar : Jurnal Pendidikan Matematika is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.