Data envelopment analysis(DEA)is a non-parametric approach for measuring the relative efficiencies of peer decision making units(DMUs).In recent years,it has been widely used to evaluate two-stage systems under differ...Data envelopment analysis(DEA)is a non-parametric approach for measuring the relative efficiencies of peer decision making units(DMUs).In recent years,it has been widely used to evaluate two-stage systems under different organization mechanisms.This study modifies the conventional leaderefollower DEA models for two-stage systems by considering the uncertainty of data.The dual deterministic linear models are first constructed from the stochastic CCR models under the assumption that all components of inputs,outputs,and intermediate products are related only with some basic stochastic factors,which follow continuous and symmetric distributions with nonnegative compact supports.The stochastic leaderefollower DEA models are then developed for measuring the efficiencies of the two stages.The stochastic efficiency of the whole system can be uniquely decomposed into the product of the efficiencies of the two stages.Relationships between stochastic efficiencies from stochastic CCR and stochastic leaderefollower DEA models are also discussed.An example of the commercial banks in China is considered using the proposed models under different risk levels.展开更多
基金This research is supported by the National Natural Science Foundation of China(Nos.71771082 and 71801091)Hunan Provincial Key Laboratory of Intelligent Decision Technologies in Emergency Management(No.2020TP1013)Hunan Provincial Natural Science Foundation(Nos.2017JJ1012 and 2020JJ5377).
文摘Data envelopment analysis(DEA)is a non-parametric approach for measuring the relative efficiencies of peer decision making units(DMUs).In recent years,it has been widely used to evaluate two-stage systems under different organization mechanisms.This study modifies the conventional leaderefollower DEA models for two-stage systems by considering the uncertainty of data.The dual deterministic linear models are first constructed from the stochastic CCR models under the assumption that all components of inputs,outputs,and intermediate products are related only with some basic stochastic factors,which follow continuous and symmetric distributions with nonnegative compact supports.The stochastic leaderefollower DEA models are then developed for measuring the efficiencies of the two stages.The stochastic efficiency of the whole system can be uniquely decomposed into the product of the efficiencies of the two stages.Relationships between stochastic efficiencies from stochastic CCR and stochastic leaderefollower DEA models are also discussed.An example of the commercial banks in China is considered using the proposed models under different risk levels.
