Put the raisins in a bowl, add the rum, and stir together. Let soak for 2-3 hours, stirring occasionally, until the liquid is absorbed.
Meanwhile, pour the cream into a heavy pan. Split open the vanilla bean and scrape out the seeds into the cream, then add the whole vanilla bean. Bring almost to a boil, then remove from the heat and let stand for 30 minutes.
Put the egg yolks and sugar in a large bowl and whisk together until pale and the mixture leaves a trail when the whisk is lifted. Remove the vanilla bean from the cream and then gradually add the cream to the egg mixture, stirring constantly with a wooden spoon.
Strain the mixture into the rinsed-out pan or a double boiler and cook over low heat for 10-15 minutes, stirring constantly, until the mixture thickens enough to coat the back of the wooden spoon. Do not let the mixture boil or it will curdle. Remove the custard from the heat and let cool for at least 1 hour, stirring occasionally to prevent a skin from forming.
If using an ice-cream machine, churn the cold custard in the machine following the manufacturer's instructions. Just before the ice cream freezes, add the soaked raisins.
Alternatively, freeze the custard in a freezerproof container, uncovered, for 1-2 hours, or until it begins to set around the edges. Turn the custard into a bowl and stir with a fork or beat in a food processor until smooth. Fold in the soaked raisins. Return to the freezer and freezer for 2-3 hours more, or until firm or required. Cover the container with a lid for storing.