中国财产保险公司效率及生产率实证分析被引量：10

The Efficiency and Productivity of Chinese P & C Companies

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摘要本文采用度量金融业效率最常用的二阶段估计方法,分析中国财产保险公司的效率问题,第一阶段用DEA的方法,测算中国财产保险公司的技术效率;第二阶段采用面板数据模型,实证检验公司经营时间、市场份额、资本报酬率等因素对技术效率的影响。结果表明,有多家财产保险公司处于无效率的经营状态。导致这种情况发生的因素主要是各家保险公司的经营时间和赔付率等。另外,本文使用曼奎斯特生产率指数考察了各公司的全要素生产率变动状况,发现它们的年均增长率达到22%以上,其原因主要来自保险经营过程中的技术变动。 The paper employs the two commonly used two-stage appraisal method for measuring efficiency of the financial industry to analyze the efficiency of Chinese P ＆ C insurers. The DEA method is applied for the first stage which measures the technical efficiency of them ; the panel data model is used to check the impacts on technical efficiency of operation time period, market share and return on capital. The results show that a number of P＆C Chinese insurers are in a stage of operational inefficiency mostly due to their operation time period and loss ratio. Additionally, this paper also applies the Malmquist Productivity Index to gauge the total-factor productivity movement of each insurance company. This study uncovers that their average annual growth rate exceeds 22% mostly due to technical changes in the process of operation.

作者魏华林杨霞

机构地区武汉大学保险经济研究所

出处《保险研究》 CSSCI 北大核心 2007年第5期24-28,43,共6页 Insurance Studies

关键词 DEA 技术效率全要素生产率面板数据 DEA technical efficiency total-factor productivity panel data

分类号 F840.65 [经济管理—保险]

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参考文献12

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