運用DEA法評估兩岸產險業之自留業務效率

淡江大學機構典藏 > 商管學院 > 風險管理與保險學系 > 學位論文 > Item 987654321/105215

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題名:	運用DEA法評估兩岸產險業之自留業務效率
其他題名:	Using DEA to measure retention efficiency of cross-strait non-life insurance companies
作者:	張雅茵;Chang, Ya-Yin
貢獻者:	淡江大學保險學系保險經營碩士班高棟梁;Kao, Tong-Liang
關鍵詞:	產險業;經營績效;資料包絡分析法;Tobit迴歸;Non-Life Insurance;Efficiency;DEA;Tobit regression
日期:	2015
上傳時間:	2016-01-22 14:50:32 (UTC+8)
摘要:	近年來產險業競爭激烈，促使保險公司改變其再保架構及自留政策，以提高自留的方式因應市場費率競爭以及核保利潤的減少，主管機關在監理方面亦積極引導產險業者增加自留比重，降低對國外再保之依賴。自留業務表示保險公司對其所承保的業務，自行承擔的責任額。因此，評估自留業務效率，應較評估整體業務經營效率更具意義，在此高度競爭的市場環境下，如何提高其經營績效，並據此採用不同策略，是保險公司必須深思的議題。本研究運用資料包絡分析法，衡量兩岸產險業者於行銷和自留階段之效率，研究結果發現在傳統一階段資料包絡分析法中，台灣整體之效率值高於大陸，但若區分為兩階段，行銷階段台灣效率值高於大陸，自留階段方面則是大陸較佳。此外，運用Tobit迴歸衡量影響上述效率值之關鍵因素，發現影響台灣效率值之因素為簽單保費和整體保費自留比率，大陸則對於非車險比重有顯著影響。 Non-life insurance market in Taiwan has been more competitive in recent years. Therefore, non-life insurance companies change their reinsurance planning and retention strategy to increase their net retained underwriting profit which represents actually final underwriting profit after reinsurance. This study uses two-stage DEA to measure the insurer’s operating efficiency in marketing stage and retention stage, and also uses one-stage DEA to measure net retention efficiency directly. We find that the net retention efficiency of Taiwan is better than that of China by using one-stage DEA. When using two-stage DEA, we find the marketing efficiency of Taiwan is better than that of China, but the retention efficiency seems to be not consistent across the strait. This study also uses tobit regression to find the factors influencing the efficiency above. The results reveal that direct written premiums and overall retention ratio are the significantly factors in Taiwan, while the non-automobile Insurance ratio in China.
顯示於類別:	[風險管理與保險學系] 學位論文

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