產險市場歷來競爭激烈，業者須瞭解其在業界之相對效率為何，才能進而評估自身之優劣勢，並擬定經營策略以提升競爭力。本研究應用兩階段DEA法及M生產力指數法研究在台產險業者之自留業務經營效率，依產業流程區分為簽單階段與自留階段，分別解析各公司在業界的相對效率及跨期效率變動，並將各公司不同階段之效率情形以策略矩陣分類，以利研擬競爭策略，最後應用Tobit迴歸分析影響此一群體效率之關鍵因素。 研究結果發現，在簽單階段，本國公司純技術效率較外商公司佳。在自留階段，外商經營效率明顯較佳，然本研究亦就擁有市場多數市占率之本國14家公司進行進一步評比。此外，就本國產險市場之效率變動分析而言，簽單階段呈微幅衰退現象，而在自留階段則呈成長趨勢。產險業者應兼顧兩階段生產力，則整體自留效率進步可期。 而由Tobit迴歸研究樣本期間影響自留業務純技術效率之因素，有2項變數有顯著正向影響，即簽單保費與公司整體保費自留率，另有4項因素對自留效率有顯著負向影響，即車險、火險保費自留率與車險、火險賠款率；此亦為導致各公司自留效率差異化之重要因素。 This study adopted Two-stage DEA and Malmquist productivity index to measure the retention efficiency of Taiwan Property-Liability Insurers. Regarding the Two-stage DEA, “Written” efficiency is the first stage and “Retention” efficiency is the second. Findings of this study showed that the average PTE for the first stage of local insurers is better than foreign insurers. With reference to the TE of Retention stage, foreign insurers’ efficiency is better than local ones. As to the productivity change, we observed the data from year 2007 to 2011, and noted that it’s slightly decreasing for “Written” stage, and increasing a little for “Retention” stage. We further employed Tobit regression model to evaluate the factors that may have significantly impact on the efficiency of Retention ability. The results revealed “Gross Written Premium” and “Overall Premium Retained ratio” are the positive factors for the PTE during the sample period. Then, the premium retained ratio and loss ratio for Auto insurance and Fire insurance are the negative factors simultaneously. Our results provide insight into the competitiveness of Taiwan non-life insurers. The industry could base on this study then set up related marketing and retained strategies for future operation.
