中国人寿保险企业效率分析

发布时间：2018-02-15 04:17

本文关键词： 人寿保险技术效率三阶段DEA方法　出处：《厦门大学》2014年硕士论文　论文类型：学位论文

【摘要】：改革开放以来,中国人寿保险业的迅猛发展创造了一个保险史上的奇迹。作为社会保障体系的一个重要组成,寿险行业的可持续发展与人民生活息息相关,作为金融体系三大成分之一,寿险行业在市场经济中发挥着举足轻重的作用。自2005年保险行业全面开放以来,中国人寿保险市场经历了跌宕起伏,当下正是深化寿险产品结构调整刻不容缓的时机。通过评估人寿保险企业的效率水平,研究保险效率提高的可行性途径,探讨人寿保险业改革调整的方向,对中国人寿保险行业的发展有重要的理论意义和实践指导价值。本文的研究框架是,先通过梳理中国人寿保险业的发展历程,描述了中国人寿保险市场的发展现状及其面临的问题与历史成因。再进一步运用效率理论模型来评估寿险企业的技术效率,以度量整体寿险市场的技术效率水平,并通过对比不同组织结构下的寿险企业效率水平,提出进一步的提高整体寿险市场运作效率的政策建议。目前,测度保险行业的效率理论方法中,多数学者采用传统数据包络分析法(DEA),本文将采用三阶段DEA方法和Malmquist-DEA方法分别对选取的代表中国人寿保险市场的三十家寿险公司在2008年-2012年的投入产出指标进行静态和动态的技术效率评估。最后,综合汇整信息,提出政策建议。从实证分析结果中,本文得出如下结论：(1)企业间投入产出指标的质量差异会影响传统DEA方法估计的有效性,运用三阶段DEA方法并合理选择环境变量可以还原数据的分类对比价值,便于分析理解数据。(2)中国人寿保险整体技术效率低下,平均为0.4455。这种低效率是由纯技术效率水平造成的,其平均为0.5012。行业规模效率较高,平均达到0.8347。(3)外合资寿险企业的纯技术效率水平逐年提高并赶超中资效率水平,中资寿险企业经营模式固化效率水平在样本期间基本无波动。(4)通过时间效应,积累经验数据是提高人寿保险企业效率的有效途径,即人寿保险企业的经营年限越长纯技术效率水平和规模效率水平普遍较高。(5)通过动态效率评估结果与静态效率评估结果的对比,深度剖析了三阶段DEA方法中环境变量选取的意义。(6)M指数评估结果表明外合资寿险企业在行业技术效率水平提高上有显著贡献。最后,本文综合理论与实证分析认为中国人寿保险行业要通过行业监管机构和主体寿险企业共同推进改革才能达到深化产品结构调整的目的,才能保证寿险行业的有序发展,并为此提出政策建议。
[Abstract]:Since the reform and opening up, the rapid development of the life insurance industry in China has created a miracle in the history of insurance. As an important component of the social security system, the sustainable development of the life insurance industry is closely related to the life of the people. As one of the three major components of the financial system, the life insurance industry plays an important role in the market economy. Since 2005, the insurance industry has been fully opened, the Chinese life insurance market has experienced ups and downs. Now is the time to deepen the adjustment of life insurance product structure. By evaluating the efficiency level of life insurance enterprises, studying the feasible ways to improve the insurance efficiency, and discussing the direction of the reform and adjustment of life insurance industry, It has important theoretical significance and practical guiding value for the development of life insurance industry in China. The research framework of this paper is, first of all, by combing the development of China's life insurance industry, This paper describes the present situation of the life insurance market in China, the problems and historical causes, and further evaluates the technical efficiency of the life insurance enterprises by using the efficiency theory model to measure the technical efficiency level of the life insurance market as a whole. By comparing the efficiency level of life insurance enterprises under different organizational structures, the paper puts forward some policy suggestions to further improve the operation efficiency of the whole life insurance market. At present, in the theoretical method of measuring the efficiency of the insurance industry, Most scholars adopt the traditional data envelopment analysis method. In this paper, the three-stage DEA method and the Malmquist-DEA method will be used to quiet the input-output indexes of 30 life insurance companies representing the Chinese life insurance market from 2008 to 2012. State and dynamic technical efficiency assessment. Finally, Synthesizing information and putting forward policy suggestions. From the results of empirical analysis, this paper draws the following conclusion: (1) the difference in the quality of input-output indicators among firms will affect the effectiveness of traditional DEA estimation. Using the three-stage DEA method and reasonably selecting environmental variables can restore the classification and contrast value of the data, and facilitate the analysis and understanding of the data. 2) the overall technical efficiency of Chinese life insurance is low, with an average of 0.4455.This low efficiency is caused by the level of pure technical efficiency. The average is 0.5012.The industry scale efficiency is relatively high, reaching 0.8347.73) the level of pure technical efficiency of foreign joint venture life insurance enterprises has been improved year by year and has kept up with and surpassed the level of Chinese capital efficiency. The solidification efficiency level of Chinese life insurance enterprises is basically no fluctuation during the sample period. (4) through time effect, accumulating experience data is an effective way to improve the efficiency of life insurance enterprises. That is, the longer the operating life of life insurance enterprises, the higher the level of pure technical efficiency and scale efficiency. The significance of the selection of environmental variables in the three-stage DEA method is analyzed in depth. The evaluation results show that the foreign joint venture life insurance enterprises have a significant contribution to the improvement of the technical efficiency level of the industry. Finally, this article synthesizes the theory and the empirical analysis thinks that the Chinese life insurance industry must push forward the reform through the profession supervision organization and the main body life insurance enterprise together to achieve the goal of deepening the product structure adjustment, can guarantee the life insurance industry orderly development. And put forward policy recommendations to this end.
【学位授予单位】：厦门大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F842.3

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