Pemodelan Aktuaria Dalam Penghitungan Porsi Tabarru' Pada Asuransi Syariah Dengan Skema Wakalah

Saputra, Wisnowan Hendy (2022) Pemodelan Aktuaria Dalam Penghitungan Porsi Tabarru' Pada Asuransi Syariah Dengan Skema Wakalah. Other thesis, Institut Teknologi Sepuluh Nopember.

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Abstract

Asuransi syariah atau biasa dikenal dengan Takaful adalah asuransi berbasis syariah/islam. Kontrak syariah ini seharusnya tidak mengakomodasi faktor-faktor yang dilarang dalam ajaran agama Islam, diantaranya adalah penipuan (gharar), perjudian (maysir), dan riba (riba’). Pada asuransi syariah, terdapat banyak model atau skema manajemen dana tabarru’ yang dilakukan oleh perusahaan asuransi yaitu mudharabah, wakalah, wakalah mudharabah, dan waqf. Pada skema wakalah, perusahaan asuransi diberi kompensasi untuk layanan asuransinya dalam bentuk biaya wakalah yang dibayarkan dimuka. Tabarru’ merupakan akun pemegang polis yang menyediakan dana untuk klaim ketika terjadi korban jiwa (kematian). Penelitian ini menggunakan dua jenis asuransi jiwa yaitu asuransi jiwa berjangka selama n tahun dan asuransi dwiguna. Premi peserta asuransi merupakan premi kotor yang akan dibagi menjadi tiga akun peserta yaitu tabarru’, tabungan, dan biaya administrasi. Formula porsi tabarru’ akan didapatkan menggunakan pemodelan aktuaria terhadap premi berdasarkan prinsip Equivalence Premium (EP) dan Portfolio Percentile Premium (PPP). Pemodelan dilakukan dengan menggabungkan empat model aktuari, yaitu model tabarru’, tabungan peserta, biaya wakalah, dan premi. Berdasarkan simulasi menggunakan Tabel Mortalitas Indonesia tahun 2019, porsi tabarru’ dengan prinsip EP memiliki nilai yang lebih kecil daripada prinsip PPP. Analisis terhadap peluang kerugian kotor masa depan lebih besar dari nol mampu membuktikan bahwa porsi tabarru’ hasil pemodelan ini lebih optimal dibandingkan dengan porsi tabarru’ konstan
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Sharia insurance, commonly known as Takaful, is sharia/Islamic-based insurance. This sharia contract should not accommodate factors that are prohibited in Islamic teachings, including fraud (gharar), gambling (maysir), and usury (riba'). In sharia insurance, there are many models or schemes of tabarru' fund management carried out by insurance companies, namely mudharabah, wakalah, wakalah-mudharabah, and waqf. Under the wakalah scheme, the insurance company is compensated for its insurance services in an upfront wakalah fees. Tabarru' is a policyholder account that provides funds for claims when there is a loss of life (death). This study uses two types of life insurance, namely term life insurance for n years and endowment insurance. Insurance participant premiums are gross premiums divided into three participant accounts, namely tabarru', savings, and administration fees. The tabarru’ portion formula will be obtained using actuarial modeling of the premium based on the Equivalence Premium (EP) and Portfolio Percentile Premium (PPP) principles. The modelling combines four actuarial models: tabarru’, participant savings, wakalah fees, and premiums. Based on the 2019 Indonesian Mortality Table simulation, the tabarru' portion with the EP principle has a smaller value than the PPP principle. Analysis of future gross loss probabilities greater than zero can prove that the tabarru' portion of the results of this study is more optimal than the constant tabarru' portion

Item Type:	Thesis (Other)
Uncontrolled Keywords:	Equivalence Premium, Pemodelan Aktuaria, Porsi Tabarru’, Portfolio Percentile Premium, Wakalah
Subjects:	Q Science > Q Science (General) > Q180.55.M38 Mathematical models Q Science > QA Mathematics > QA401 Mathematical models.
Divisions:	Faculty of Science and Data Analytics (SCIENTICS) > Actuaria > 94203-(S1) Undergraduate Thesis
Depositing User:	Wisnowan Hendy Saputra
Date Deposited:	10 Feb 2022 02:13
Last Modified:	23 Sep 2025 04:34
URI:	http://repository.its.ac.id/id/eprint/93257

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