Soak the raisins in rum for at least 1–2 hours (or overnight for best flavor).
In a saucepan, heat milk and cream over medium heat until warm (do not boil).
In a bowl, whisk egg yolks and sugar until pale and creamy.
Slowly add the warm milk mixture to the egg mixture while whisking continuously.
Return the mixture to the pan and cook on low heat until it thickens slightly.
Remove from heat and add vanilla extract and soaked raisins (with rum).
Let the mixture cool completely, then churn in an ice cream maker or freeze, stirring every 1–2 hours for a creamy texture.
Freeze until firm and serve chilled.