一种带有偏好锥的广义区间数DEA模型及其应用

Generalized Interval Data DEA Model with Preference Cone and Its Application

针对决策单元指标数据为区间数并且评价指标间含有偏好的情况,构建了基于优秀标准、一般标准、最低标准或特定标准为基础的多种评价参照系。然后,给出三种带有权重约束的广义区间数DEA模型,并分析了这些模型与传统DEA模型之间的关系。最后,将上述模型应用于寿险企业效率状况、效率变化及效率预测分析中,结果表明本文方法在分析该类问题方面具有一定优势。

For the situation that the index data of decision making units(DMUs) is interval number, and the preference relation exists among the evaluation indexes, several evaluation reference sets are given on the base of the excellent standard, common standard, lowest standard or specific standard. Then, three generalized interval number DEA models with weight constraints are proposed. Next, the relationship between these models and traditional DEA models is analyzed. Finally, the above models are applied to the efficiency analysis and prediction of Life Insurance Companies. The results show that the method proposed in this paper has certain advantages in the analysis of such problems.