考慮準固定投入下我國壽險業成本效率分析

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Title:	考慮準固定投入下我國壽險業成本效率分析
Other Titles:	A study of economic efficiency on Taiwan's life insurance companies with quasi-fixed inputs
Authors:	梁嘉惠;Liang, Jia-huei
Contributors:	淡江大學保險學系保險經營碩士班高棟梁;Kao, Tong-liang
Keywords:	資料包絡分析法;技術效率;成本效率;Malmquist生產力指數;準固定投入;Data envelopment analysis;Technical Efficiency;economic efficiency;Malmquist TFP index;quasi-fixed inputs
Date:	2005
Issue Date:	2010-01-11 02:00:06 (UTC+8)
Abstract:	本研究使用無參數法中的資料包絡分析法，評估我國壽險業的經營績效，除過去文獻上常估計的技術效率、規模效率與純粹技術效率外，更進一層同時包含技術效率與配置效率的經濟效率，並擴大探討總要素生產力(Malmquist生產力指數)，且將實證期間拉長為十年(民國83-92年)。在投入與產出變數的選取上，突破以往傳統方式，首度使用準固定要素投入於分析模型中，並使用銀行業之仲介法定義之。最後依壽險公司不同的屬性，將樣本廠商分成群組，藉以檢定兩者的效率值是否有顯著差異。結果發現，使用標準DEA模型，得到的各項效率估計值，大致接近過去相關文獻的結果，顯示採用仲介法定義投入與產出變數具合理性。我國壽險市場的經營效率有逐年提升的跡象，但在要素投入數量與配置上，仍有待加強。在將準固定投入要素納入模型後，發現各種效率估計值明顯上升，符合理論預期。顯示在研究我國壽險業經營效率時，考慮準固定投入，較能清楚反映壽險公司真實效率。 In this study we use the data envelopment analysis, a non-parametric approach, to estimate the technical, allocative, and overall efficiency of Taiwan’s life insurance industry. Technical efficiency is further decomposed into pure technical efficiency and scale effect. The issue of total factor productivity, measured by Malmquist TFP index, is next studied. The sample period covers ten years, starting from 1994 to 2003. It appears to be the first time that the quasi-fixed inputs are introduced into the efficiency estimation of life insurance sector, where the intermediation approach, widely used in the banking industry, is used to define a variety of inputs and outputs. The results are quite similar to the previous works. It is found that the cost efficiency of Taiwan’s life insurance companies is rising over time, especially at the recent years. After incorporating quasi-fixed inputs into the DEA model, the new efficiency estimates are much higher, consistent with the theoretical expectations. Due to their presence in all sectors of the economy and unadjustment to their optimal value even in the long-run, it is suggested that quasi-fixed inputs be included in the DEA model to correctly gauge efficiency and technological change.
Appears in Collections:	[Graduate Institute & Department of Insurance Insurance] Thesis

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