摘要
通过把反映保险公司风险状况的两个衡量指标纳入效率评估的DEA模型，利用数据包络分析方法对我国产险和寿险公司2002年～2007年的效率水平进行实证分析，比较考虑风险因素前后的效率变化情况。实证研究发现，在我国寿险公司中，有些公司通过承担较高的风险，提高了未经风险调整的效率水平；但在产险公司中，这种现象却不明显。将风险因素纳入效率的分析框架，对于效率评估的准确性和客观性都具有重要的现实意义。
By introducing into the DEA model for efficiency evaluation two risk-assessment factors which reflect the risk level of insurers and by using the method of data analysis, we do in this study an empirical analysis of the efficiency level of the property-liability insurers and life insurers in China from 2002 to 2007, and compare the efficiency when risks are not taken into account and the efficiency when risk factors are considered. The results show that some life insurers improve their efficiency by taking more risks in life insurance market, but this phenomenon is not significant in property-liability insurance market. In conclusion, the introduction of risk factors into the analysis of efficiency has important realistic significance for making efficiency evaluation precise and objective.
出处
《广东商学院学报》
北大核心
2009年第4期56-62,共7页
Journal of Guangdong University of Business Studies
关键词
保险业
效率
风险
DEA
insurance industry
efficiency
risk
DEA
