本文關鍵詞： 人壽保險 技術效率 三階段DEA方法　出處：《廈門大學》2014年碩士論文　論文類型：學位論文

【摘要】：改革開放以來,中國人壽保險業(yè)的迅猛發(fā)展創(chuàng)造了一個保險史上的奇跡。作為社會保障體系的一個重要組成,壽險行業(yè)的可持續(xù)發(fā)展與人民生活息息相關,作為金融體系三大成分之一,壽險行業(yè)在市場經(jīng)濟中發(fā)揮著舉足輕重的作用。自2005年保險行業(yè)全面開放以來,中國人壽保險市場經(jīng)歷了跌宕起伏,當下正是深化壽險產(chǎn)品結構調(diào)整刻不容緩的時機。通過評估人壽保險企業(yè)的效率水平,研究保險效率提高的可行性途徑,探討人壽保險業(yè)改革調(diào)整的方向,對中國人壽保險行業(yè)的發(fā)展有重要的理論意義和實踐指導價值。 本文的研究框架是,先通過梳理中國人壽保險業(yè)的發(fā)展歷程,描述了中國人壽保險市場的發(fā)展現(xiàn)狀及其面臨的問題與歷史成因。再進一步運用效率理論模型來評估壽險企業(yè)的技術效率,以度量整體壽險市場的技術效率水平,并通過對比不同組織結構下的壽險企業(yè)效率水平,提出進一步的提高整體壽險市場運作效率的政策建議。目前,測度保險行業(yè)的效率理論方法中,多數(shù)學者采用傳統(tǒng)數(shù)據(jù)包絡分析法(DEA),本文將采用三階段DEA方法和Malmquist-DEA方法分別對選取的代表中國人壽保險市場的三十家壽險公司在2008年-2012年的投入產(chǎn)出指標進行靜態(tài)和動態(tài)的技術效率評估。最后,綜合匯整信息,提出政策建議。 從實證分析結果中,本文得出如下結論：(1)企業(yè)間投入產(chǎn)出指標的質(zhì)量差異會影響傳統(tǒng)DEA方法估計的有效性,運用三階段DEA方法并合理選擇環(huán)境變量可以還原數(shù)據(jù)的分類對比價值,便于分析理解數(shù)據(jù)。(2)中國人壽保險整體技術效率低下,平均為0.4455。這種低效率是由純技術效率水平造成的,其平均為0.5012。行業(yè)規(guī)模效率較高,平均達到0.8347。(3)外合資壽險企業(yè)的純技術效率水平逐年提高并趕超中資效率水平,中資壽險企業(yè)經(jīng)營模式固化效率水平在樣本期間基本無波動。(4)通過時間效應,積累經(jīng)驗數(shù)據(jù)是提高人壽保險企業(yè)效率的有效途徑,即人壽保險企業(yè)的經(jīng)營年限越長純技術效率水平和規(guī)模效率水平普遍較高。(5)通過動態(tài)效率評估結果與靜態(tài)效率評估結果的對比,深度剖析了三階段DEA方法中環(huán)境變量選取的意義。(6)M指數(shù)評估結果表明外合資壽險企業(yè)在行業(yè)技術效率水平提高上有顯著貢獻。 最后,本文綜合理論與實證分析認為中國人壽保險行業(yè)要通過行業(yè)監(jiān)管機構和主體壽險企業(yè)共同推進改革才能達到深化產(chǎn)品結構調(diào)整的目的,才能保證壽險行業(yè)的有序發(fā)展,并為此提出政策建議。
[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.
【學位授予單位】：廈門大學
【學位級別】：碩士
【學位授予年份】：2014
【分類號】：F842.3

【參考文獻】

相關期刊論文 前10條

1 呂秀萍;趙建軍;;中國保險業(yè)宏觀效率實證分析——基于貢獻率方法[J];保險研究;2008年08期

2 韓松;王德令;;中國保險業(yè)效率分析:基于2003年～2007年數(shù)據(jù)[J];保險研究;2009年06期

3 陸靜;梁芹;曹志強;;我國產(chǎn)險市場的三階段DEA效率演進——基于2004年～2009年的非平衡面板數(shù)據(jù)分析[J];保險研究;2012年05期

4 葉成徽;陳曉安;;經(jīng)理報酬對中國上市保險公司效率的影響——基于隨機前沿(SFA)方法的實證研究[J];保險研究;2012年08期

5 李雅珍;胡霞;;我國中外資壽險公司經(jīng)營效率比較研究[J];財經(jīng)論叢;2013年01期

6 初立蘋;粟芳;;我國壽險公司融資效率的測度及改進[J];保險研究;2013年10期

7 梁芹;陸靜;;基于三階段DEA模型的中國壽險市場效率研究[J];經(jīng)濟管理;2011年07期

8 黃薇;;基于數(shù)據(jù)包絡分析方法對中國保險機構效率的實證研究[J];經(jīng)濟評論;2007年04期

9 余明江;曾小飛;戴波;;我國壽險公司DEA效率分析[J];商業(yè)經(jīng)濟;2011年03期

10 奎潮;;基于malmquist指數(shù)方法的中國基本醫(yī)療保險動態(tài)效率分析[J];金融經(jīng)濟;2008年18期

，

本文編號：1512405