Narrow search
Showing 1 - 3 of 3
Cover Image
Markowitz-based Shariah compliant portfolio model with stochastic purification and probabilistic compliance screening constraints
Puspita, Dila; Kolkiewicz, Adam; Tan, Ken Seng - In: Journal of Islamic accounting and business research 14 (2023) 8, pp. 1300-1323
Persistent link: https://www.econbiz.de/10014452394
Cover Image
Discrete time ruin probability for Takaful (Islamic Insurance) with investment and qard-hasan (benevolent loan) activities
Puspita, Dila; Kolkiewicz, Adam; Tan, Ken Seng - In: Journal of risk and financial management : JRFM 13 (2020) 9/211, pp. 1-24
The main objectives of this paper are to construct a new risk model for modelling the Hybrid-Takaful (Islamic Insurance) and to develop a computational procedure for calculating the associated ruin probability. Ruin probability is an important study in actuarial science to measure the level of...
Persistent link: https://www.econbiz.de/10012384416
Cover Image
Discrete time ruin probability for Takaful (Islamic Insurance) with investment and qard-hasan (benevolent loan) activities
Puspita, Dila; Kolkiewicz, Adam; Tan, Ken Seng - In: Journal of Risk and Financial Management 13 (2020) 9, pp. 1-24
The main objectives of this paper are to construct a new risk model for modelling the Hybrid-Takaful (Islamic Insurance) and to develop a computational procedure for calculating the associated ruin probability. Ruin probability is an important study in actuarial science to measure the level of...
Persistent link: https://www.econbiz.de/10012611424