| 摘要: | 過去探討保險業經營績效的方法，多以資料包絡分析法去研究某特定地區或單一產業的績效，無共同觀察壽險業與產險業的經營績效文獻。因此本研究以「資料包絡分析法」為基礎，分兩個階段做分析，第一階段利用個別群組資料，以DEA法分別估計個別群組(壽險與產險群組)的生產邊界，並計算個別群組的技術效率值與成本效率值；第二階段利用共同邊界模型找出包含個別群組的包絡曲線即共同邊界，進行共同邊界技術效率與成本效率分析及跨期生產力變化。實證期間為1999年至2005年，共33家保險公司(壽險19家與產險14家)。壽險業與產險業皆以「員工人數」、「固定資產」及「投資支出」三項為投入要素，以「員工人數價格」、「固定資產價格」及「投資支出價格」為投入價格，以「責任準備金」、及「保費收入」二項為產出，並利用LINGO軟體輔以研究之進行。實證結果發現：
1.群組單期效率中，我國壽險公司與產險公司的成本無效率主要來自於資源錯置的配置無效率，使得實際使用的要素投入成本過量。
2.群組跨期累積效率中，壽險業累積成本效率之平均值有小幅上升趨勢，累積技術效率之平均值則微幅下滑；產險業隨著累積期間的增加成本效率先有下滑現象，技術效率則是值維持穩定發展。
3.共同邊界下，壽險業單期與跨期的成本與技術效率平均值皆高於產險業，整體而言，在相同技術水準下壽險公司的整體效率較產險公司來的好。
4.壽險業的成本與技術差距率皆高於產險業，整體而言，相同技術水準下，壽險公司比起產險公司更接近整體保險業的成本與技術效率。
5.壽險業與產險業1999至2005年生產力的變化，以群組而言，壽險群組的生產力變動逐漸衰退，產險業則有成長的趨勢；共同邊界下的生產力指數皆小於1，表示整體保險業的生產力變動依舊為衰退情況。
In the past, most of the study investigate business performance of insurance industry in a certain area or in a single industry with Data Envelopment Analysis(DEA). Study in business performance of Life-insurance and Non-life insurance simultaneously are scarce. Therefore, this study analyzes in two phases based on DEA. In the first phase, we utilize individual group data to estimate frontier of individual group (life and non-life insurance) respectively and to calculate the value of technique efficiency and cost efficiency. In the second phase, this study employs metafrontier model to find out envelope curve, namely metafrontier, and analyzes metafrontier technique efficiency and cost efficiency and cross-period change of productivity. Investigating period of the study lasts from 1999 to 2005 and includes 33 insurance companies (of which 19 are life insurance company, and 14 are non-life insurance company). Life insurance and non-life insurance both consider “numbers of employee”, “fixed asset” and “investment expense” as invested elements; “price of numbers of employee”, “price of fixed asset” and “price of investment expense” as invested price; “reserve” and “insurance premium” as output. In addition, this study uses LINGO software. The result of the study are：
1. For single-period efficiency, cost inefficiency of Life insurance and non-life insurance company in Taiwan mainly comes from resource misallocated inefficiency, causes over invest practical factor.
2. Of the cross-period accumulative efficiency, the average value of accumulative cost efficiency in life insurance increase slightly and the average value of accumulative technique efficiency decrease slightly. Cost efficiency in non-life insurance decreases with increasing accumulative period and technique efficiency maintains stable.
3. For metafrontier, single-period and cross-period average values of cost efficiency and technique efficiency of life insurance are higher than that of non-life insurance. As a whole, efficiency of life insurance is better than that of non-life insurance under the situation of the same technique standard.
4. The Cost Gap Ratio and Technology Gap Ratio of life insurance is higher than that of non-life insurance. As a whole, compared to non-life insurance, cost efficiency and technique efficiency of life insurance is much closer to the whole insurance industry under the same technique standard.
5. This study uses Malmquist productivity index to analyze the variation of productivity of life insurance and non-life insurance from 1999 to 2005. For groups, productivity variation of life insurance declines and non-life insurance is in the contrary. Both productivity indexes are less than 1 which means the productivity variation of the whole insurance industry still decline. |
