基于DEA法评估我国寿险公司效率

发布时间：2018-02-12 03:07

本文关键词： DEA (数据包络分析方法) 寿险公司效率曼奎斯特指数　出处：《西南财经大学》2014年硕士论文　论文类型：学位论文

【摘要】：效率是经济学研究亘古不变的旋律。从寿险业角度来说,效率是对寿险公司所拥有的资源的最优化处理。我国寿险业的效率状况一直是保监会等相关部门关注的重要课题,在改革开放新时期,提升寿险公司的效率对整个行业的可持续发展,以及民族寿险业竞争力的提升都有着积极的意义。近几年我国寿险公司的效率水平有了很大的提升,但从整体上讲仍然面临着诸多的挑战,例如行业结构调整、法律法规不完善、高素质人才缺乏、产品创新不足、管理水平低下等等,所以评估寿险公司效率具有非常重要的意义。本文主要介绍了DEA法的基本原理及其概念,DEA方法的具体步骤。从监管者管理者消费者三个角度谈DEA方法在效率测度中的涵义和重要性,分析DEA优点缺点,同时介绍了DEA法的模型(CCR模型和BCC模型),并推导规模效率,以及解释曼奎斯特指数及其分解。在样本选择原则、投入产出指标选取确定的情况下,求解DEA模型,运用对比分析方法,比较2012年与2011年我国寿险公司的效率值,同时分析2011年到2012年寿险公司的曼奎斯特全要素生产力。通过对效率影响因素的初步界定,建立回归模型并分析结果,接着通过定性分析法分析影响寿险公司效率的外在因素,基于此提出政策建议。本篇论文运用DEA方法分析了我国寿险公司效率状况,并结合曼奎斯特指数法分析公司动态效率变化。这些信息能够对寿险公司及寿险市场提供重要的参考价值。本文选取了2011年至2012年间34家具有代表性的寿险公司作为样本,比较分析得到,生产有效率的寿险公司数量在下降,其中只有中意人寿、平安人寿、人保寿险、中国人寿四家寿险公司的生产效率始终处于相对最佳状态。无效率的寿险公司大多呈现出规模报酬递增,说明寿险公司能够通过扩大规模来提高公司经营效率。在曼奎斯特指数分析中超过半数的寿险公司生产力在不断增长,其增长主要受到技术变化指标的影响。本文将市场占有率、公司规模状况、人力资本作为影响寿险公司效率的内在因素,对其进行回归分析,探究因子的显著性。结果发现市场份额与技术效率及规模效率关系密切,公司规模能够对技术效率、纯技术、规模效率产生影响,人力资本与纯技术效率、规模效率存在显著性,说明高素质人才能够提升公司的管理水平和整体形象,从而提高公司的纯技术效率及规模效率。接着本文运用定性分析方法总结四个可能影响寿险公司效率的外在因素,这些因素分别是：1我国经济发展水平；2.利率的波动；3.通货膨胀；4.市场结构。根据上面的实证分析,最终提出提升寿险公司经营效率主要措施。
[Abstract]:Efficiency is the eternal melody of economic research. From the perspective of life insurance industry, efficiency is the optimal treatment of the resources owned by life insurance companies. The efficiency status of life insurance industry in China has always been an important topic concerned by the CIRC and other relevant departments. In the new period of reform and opening up, improving the efficiency of life insurance companies is of positive significance to the sustainable development of the whole industry and the promotion of the competitiveness of the national life insurance industry. In recent years, the efficiency level of life insurance companies in China has been greatly improved. But on the whole, there are still many challenges, such as adjustment of industry structure, imperfect laws and regulations, lack of high-quality talents, insufficient product innovation, low level of management, etc. So it is very important to evaluate the efficiency of life insurance companies. This paper mainly introduces the basic principle of DEA method and its concept and the concrete steps of DEA method, discusses the meaning and importance of DEA method in efficiency measurement from the perspective of regulators and consumers, and analyzes the advantages and disadvantages of DEA. At the same time, the DEA model and BCC model are introduced, and the scale efficiency is deduced, and the Manquist exponent and its decomposition are explained. The DEA model is solved under the condition of sample selection principle and input-output index selection. By using the method of comparative analysis, this paper compares the efficiency values of Chinese life insurance companies between 2012 and 2011, and analyzes the Manquist total factor productivity of life insurance companies from 2011 to 2011. The regression model is established and the results are analyzed. Then, the external factors affecting the efficiency of life insurance companies are analyzed by qualitative analysis method, based on which the policy recommendations are put forward. This paper uses DEA method to analyze the efficiency of life insurance companies in China. This information can provide important reference value for life insurance companies and the life insurance market. In this paper, 34 representative life insurance companies from 2011 to 2012 are selected as samples. The comparative analysis shows that the number of productive and efficient life insurance companies is declining, of which only China Life, Ping an Life, Life Insurance Company, The production efficiency of four life insurance companies of China Life Insurance is always in a relatively optimal state. Most of the inefficient life insurance companies show increasing returns on a scale. This shows that life insurance companies can increase their operating efficiency by expanding their size. In the Manquist index analysis, more than half of life insurance companies are increasing their productivity. Its growth is mainly affected by the technical change index. This paper analyzes the market share, company size and human capital as the internal factors that affect the efficiency of life insurance companies. The results show that the market share is closely related to technical efficiency and scale efficiency, and the company scale can have an impact on technical efficiency, pure technology, scale efficiency, human capital and pure technical efficiency. Scale efficiency is significant, which shows that high quality talents can improve the management level and overall image of the company. In order to improve the pure technical efficiency and scale efficiency of the company. Then this paper summarizes the four external factors that may affect the efficiency of life insurance companies by qualitative analysis. These factors are respectively: 1, the level of economic development of our country 2.The fluctuation of interest rate 3.inflation and the structure of the market. Finally, according to the empirical analysis above, the main measures to improve the efficiency of life insurance company are put forward.
【学位授予单位】：西南财经大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F842.3;F224

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