财险业DEA动态模式下偿付能力监管影响的实证研究

发布时间：2018-05-09 12:22

本文选题：偿付能力监管 + 经营效率　；参考：《金融理论与实践》2017年07期

【摘要】：保险业偿付能力监管的一个重要目标就是提高行业经营效率。我国自2008年实施偿付能力监管规则,但现有研究并未定论偿付能力监管与财险行业经营效率的关系。首先基于财险业偿付能力监管框架,构建了偿付能力监管影响保险公司经营效率的概念模型;其次,构建了可实现多周期经营效率比较的网络DEA的动态扩展模型;再次,以2007—2011年期间19家财险公司为研究样本,通过跨期比较行业经营效率,实证研究了偿付能力标准对行业经营效率的影响。结论显示,我国偿付能力监管促进了财险业改善经营效率,而且偿付能力监管创造了让所有财险公司"站在同一起跑线"的公平竞争规则,促进了财险行业提高经营效率。
[Abstract]:An important goal of insurance solvency regulation is to improve the efficiency of the industry. The regulation of solvency has been implemented in China since 2008, but the relationship between solvency regulation and the efficiency of property insurance industry has not been concluded. Firstly, based on the regulatory framework of solvency of property insurance industry, the concept model of solvency regulation affecting the operating efficiency of insurance companies is constructed. Secondly, the dynamic expansion model of network DEA which can achieve multi-cycle operation efficiency comparison is constructed. Thirdly, Taking 19 financial insurance companies from 2007 to 2011 as the research sample, the paper empirically studies the effect of solvency standards on industry operating efficiency by comparing the industry operating efficiency in different periods. The conclusion shows that the solvency supervision in China has promoted the property insurance industry to improve its operating efficiency, and the solvency supervision has created a fair competition rule for all property insurance companies to "stand at the same starting line" and promoted the property insurance industry to improve its operating efficiency.
【作者单位】：中国社会科学院研究生院;厦门艾尔法科技有限公司;西北大学经济管理学院;厦门海投集团;武汉大学政治与公共管理学院;政协重庆市合川区委员会;中共平潭县委党校;
【基金】：国家自然科学基金“创新环境评价及区域差异研究”(71273209)项目合作研究成果
【分类号】：F842.0

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