發(fā)布時間：2018-02-12 03:07

  本文關鍵詞： DEA (數據包絡分析方法) 壽險公司 效率 曼奎斯特指數　出處：《西南財經大學》2014年碩士論文　論文類型：學位論文

【摘要】：效率是經濟學研究亙古不變的旋律。從壽險業(yè)角度來說,效率是對壽險公司所擁有的資源的最優(yōu)化處理。我國壽險業(yè)的效率狀況一直是保監(jiān)會等相關部門關注的重要課題,在改革開放新時期,提升壽險公司的效率對整個行業(yè)的可持續(xù)發(fā)展,以及民族壽險業(yè)競爭力的提升都有著積極的意義。近幾年我國壽險公司的效率水平有了很大的提升,但從整體上講仍然面臨著諸多的挑戰(zhàn),例如行業(yè)結構調整、法律法規(guī)不完善、高素質人才缺乏、產品創(chuàng)新不足、管理水平低下等等,所以評估壽險公司效率具有非常重要的意義。 本文主要介紹了DEA法的基本原理及其概念,DEA方法的具體步驟。從監(jiān)管者管理者消費者三個角度談DEA方法在效率測度中的涵義和重要性,分析DEA優(yōu)點缺點,同時介紹了DEA法的模型(CCR模型和BCC模型),并推導規(guī)模效率,以及解釋曼奎斯特指數及其分解。在樣本選擇原則、投入產出指標選取確定的情況下,求解DEA模型,運用對比分析方法,比較2012年與2011年我國壽險公司的效率值,同時分析2011年到2012年壽險公司的曼奎斯特全要素生產力。通過對效率影響因素的初步界定,建立回歸模型并分析結果,接著通過定性分析法分析影響壽險公司效率的外在因素,基于此提出政策建議。 本篇論文運用DEA方法分析了我國壽險公司效率狀況,并結合曼奎斯特指數法分析公司動態(tài)效率變化。這些信息能夠對壽險公司及壽險市場提供重要的參考價值。本文選取了2011年至2012年間34家具有代表性的壽險公司作為樣本,比較分析得到,生產有效率的壽險公司數量在下降,其中只有中意人壽、平安人壽、人保壽險、中國人壽四家壽險公司的生產效率始終處于相對最佳狀態(tài)。無效率的壽險公司大多呈現(xiàn)出規(guī)模報酬遞增,說明壽險公司能夠通過擴大規(guī)模來提高公司經營效率。在曼奎斯特指數分析中超過半數的壽險公司生產力在不斷增長,其增長主要受到技術變化指標的影響。本文將市場占有率、公司規(guī)模狀況、人力資本作為影響壽險公司效率的內在因素,對其進行回歸分析,探究因子的顯著性。結果發(fā)現(xiàn)市場份額與技術效率及規(guī)模效率關系密切,公司規(guī)模能夠對技術效率、純技術、規(guī)模效率產生影響,人力資本與純技術效率、規(guī)模效率存在顯著性,說明高素質人才能夠提升公司的管理水平和整體形象,從而提高公司的純技術效率及規(guī)模效率。接著本文運用定性分析方法總結四個可能影響壽險公司效率的外在因素,這些因素分別是：1我國經濟發(fā)展水平；2.利率的波動；3.通貨膨脹；4.市場結構。根據上面的實證分析,最終提出提升壽險公司經營效率主要措施。
[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.
【學位授予單位】：西南財經大學
【學位級別】：碩士
【學位授予年份】：2014
【分類號】：F842.3;F224

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本文編號：1504647