【作者】 李芸；

【导师】 齐瑞宗；

【作者基本信息】 首都经济贸易大学 ， 金融学， 2006， 硕士

【摘要】 效率是经济学的核心命题。国外关于寿险公司效率的研究已经开展了不少,但我国在这方面的研究还刚刚开始。本文旨在在国内外相关研究的基础上理清效率内涵、系统把握效率研究的DEA非参数方法,并将其运用到我国寿险公司的效率研究上,以期对我国寿险市场上主要公司的效率有个整体的了解,并为以后的深入研究打下基础。 本文的主要内容:在基本理论方面,系统介绍了效率的内涵、主要的效率实证研究方法、对效率进行实证评估的Farrell原始模型以及由此发展而来的两个最基本的DEA模型(即C~2R模型和BC~2模型)及其具体运用。在实证研究方面,运用的是非参数数据包络方法(DEA),通过Excel实现其运算,对我国寿险市场上从2000年到2004年的11家寿险公司进行了效率相关研究。 本文的主要创新之处:第一,综合评述了国内对保险公司(包括对寿险公司和非寿险公司在内)效率研究的文献,指出了其各自主要的突破与不足之处,从而能够为今后的相关研究提供建设性的指导。第二,在寿险公司投入产出指标的选取上,既借鉴了国外的做法又参考了国内相关研究,从不同的角度选取了两组指标(投入相同但产出不同),以期一方面能够与之前国内相关研究结论进行对比分析,另一方面能站在一个相对合理的角度剖析国内寿险公司的效率现状。第三,由局部到整体地多角度分析总结11家寿险公司连续五年来几类效率值的特点,根据归纳出来的特点将公司分为四类,并与前人的相关研究结论作对比分析。第四,分析各公司基于两组不同投入产出指标得出的效率值的关系,从这种关系的差异上尝试性地分析各公司两种产出导向的相对倾向差异。第五,在文章的最后部分,客观地审视了本文研究中存在的问题,并针对这些问题提出了关于下一步研究的方向与对策。 本文的主要研究结果:第一,测算了2000年到2004年我国寿险市场上11家公司的总技术效率、纯技术效率和规模效率,并进一步分析了寿险公司的规模收益状态和非DEA有效公司在生产前沿面上的投影。第二,根据效率的特点将11家寿险公司归为四类,但发现这种分类与公司的开业时间、经营地域范围、组织形式等公司外在表面的因素没有明显的对应关系,认为我国寿险公司的效率是高分散的,需要进一步针对各公司内部制度等进行比较研究。第三,尝试性地对11家寿险公司的产出倾向导向进行了排序。更多还原

【Abstract】 Efficiency is one of the key topics in Economics. A lot of researches on efficiency of life insurance companies have been done abroad however it’s quite new in China.This paper aims to accurately understand the meaning of efficiency, systematically grasp the DEA method which has been the main non-parametric method in efficiency research, and apply this method to China’s life insurance companies so as to provide an overview of the efficiency condition of China’s life insurance industry and to pave the way for future research.In this paper, the meanings and main research methods of efficiency were systematically introduced, a review of the original efficiency model established by Farrell as well as C~2R and BCC model were detailed provided. An empirical research on the technical efficiency including pure technical efficiency and scale efficiency of 11 selected life insurance companies in China were done. All the empirical researches were realized in Excel 2003.Notably, after the review of some related researches in China, their main breakthroughs and deficits were analyzed. This might give a constructive indication for future research. In terms with the selection of inputs and outputs, some related researches both in and abroad were consulted with and two different groups of outputs were selected at last. Based on the calculation of every company’s efficiencies, the 11 companies were classified into four categories according to the characters of their efficiencies. Additionally, the relations between the efficiencies based on two different groups of inputs and outputs were analyzed based on which the 11 companies were put into orders. In the end, problems and difficulties confronted in this paper were mentioned objectively and some countermeasures and directions for future research were brought forth.This paper found that little corresponding relation can be found out between the four categories of the 11 life insurance companies and their external characteristics. This finding indicates that the efficiencies of life insurance companies in China are highly-dispersed. So future research based on internal mechanisms in different companies are quite necessary.更多还原