Dutch Creamy Advocaat Liqueur

In a mixing bowl, beat the egg yolks until they are light and fluffy.
Add sugar to the egg yolks and continue to beat until the mixture becomes thick and creamy.
Slowly pour in the rum and brandy while stirring the mixture.
Heat the mixture in a saucepan over low heat, stirring constantly to avoid curdling.
Keep stirring until the mixture thickens and coats the back of a spoon.
Remove the mixture from heat and let it cool to room temperature.
Once cooled, add whole milk or heavy cream and vanilla extract to the mixture.
Stir until the ingredients are well combined.
Pour the mixture into a sterilized bottle and chill in the refrigerator before serving.