中国保险业DEA效率实证分析-中国保险业DEA效率实证

DEA,(,400030):DEA92001DEA:;CCRCharnes-Cooper(D),2001,;,.:DEA;;;:F840.32:A:1000-5781(2007)01-0093-05DEAefficiencyanalysisofChineseinsurancecompaniesSONGZeng2ji,LIChun2hong(Economics&BusinessSchoolofChongqingUniversity,Chongqing400030,China)Abstract:ThispaperusesDEAadvantageefficiencymodelanddisadvantageefficiencymodeltomakeanassessmentfornineChineseinsurancecompaniesDEAcomprehensiveefficiencyin2001.Theresultshowsthattheydonotwinadvantageasawhole.AfterdoingCharners2CooperlineartransformationanddualtransformationusingtheCCRmodel,amodel(D)isobtained.Thismodelisusedforexaminingtheircomprehensiveefficiency,andwefoundthatlarge2scaleeconomyisnotapparentlyinthem.Are2gressionmodelisusedandaconclusionisobtainedthatthegrossassetsrevenuerate(Y)ofthesecompa2nieshaspositiverelationshipwiththecomprehensiveefficiency(EFF)andownership(OWNER)form.Keywords:DEA;insuranceefficiency;insurancemarket;efficiency0,DEA.1978CharnesCCR[1],1986,DEA[2],2000DEA[3].[4].3[5].,22120072JOURNALOFSYSTEMSENGINEERINGVol.22No.1Feb.2007:2004-07-22;:2006-06-06.[6].:,DMU,DEA.,DMU.1DEA,1,,,,.,DEA,,,DEA,.1,,.,,.9,2..,.DEA,92001.22.1DEADEA(P):Mind0s.t.Tj-Txj+dj=0,j=1,2,,nTx0=10,0dj.DMU0h0=1-d0(d0[0,1]),DMU0d0=0.(P)DEA(CCR),dj,Tx0=1.(P):j0DMU,DMUdj[0,1],,dj0./ParetoDEA,,ParetoDEA[7].ParetoDMU.19/.1DMU1DMU2DMU3DMU4DMU5DMU6DMU7DMU8DMU9Y1/X10.00030.00010.00040.00040.00180.00020.010630.00570.0086Y2/X10.15280.11250.04250.168630.07680.00450.03830.04000.0324Y1/X20.00030.00050.00040.00050.02400.00080.05450.04230.12493Y2/X20.15410.07160.03780.23631.018530.01630.19600.29700.4692:.3.1,DMU4DMU5DMU7DMU9Pareto,ParetoDMUDMU,DEA,DMU4DMU5DMU7DMU9DEA.2.2DMU1DMU2DMU3DMU4DMU5DMU6DMU7DMU8DMU9Parethj0.91240.70120.27651.00001.00000.05191.00000.78541.0000hj57811916149222,41,DEA,DEA,57.9.2.2DEADEADMU0,DMU(DMUj0),DMU0.DEA(C):MinrjsjjJ-{j0}Mins0s.t.Tj-Txj+sj=0,j=1,2,,nTx0=10,0(C),sj,1rj,rjrj=[1/(x1j+x2j)]104,DMU0k0=1-s0.[0,1],DMUj(1jn),kjhj,DMU,.3rj.3rj,DMU1DMU2DMU3DMU4DMU5DMU6DMU7DMU8DMU9rj0.53710.91180.99601.83466.493511.848335.906616.291230.0788kj0.74860.37560.18450.20811.00000.05051.00000.38460.3514kj3587191462.3.DEA.,j=(kj+hj)/2.49.4DMU1DMU2DMU3DMU4DMU5DMU6DMU7DMU8DMU9j0.83050.53840.23050.60401.00000.05121.00000.58500.6757j3785191644,,DEA,,37.,,,,.3,DEA,[8].,CCRN1T=1N1T1(N11N1),CCRVRSNISR,,.,9.BankerCCRVRS,[9]Mins.t.-i+Y0xi-X0N1T=1,0,,N1,=[1,2,,N]T,X=[x1,x2,,xn],Y=[1,2,,n].SE=CCR/VRS,CCRDEA,VRSVRS591:DEA.20015.5CCRVRSSESECCRVRSSESE0.91241.00000.912450.05190.12190.452890.70120.86120.814271.00001.00001.000010.27650.40350.685280.78540.91150.861761.00011.00001.000011.00001.00001.000011.00001.00001.00001:9.5,,,4,.,.N1T1CCR(:CCRNISR),NISR,VRSNISR,[5],.Charner2CooperCCR.CCRCharnes2Cooper,(D)Min[-(^eTs-+^eTs+)]=VDs.t.nj=1Xjj+s-=X0nj=1Yjj-s+=Y0j0;j=1,2,,n;s+0;s-0:^eT=(1,1,,1)TEm;eT=(1,1,,1)TEsj=(j1,j2,,jn)T;,,10-5;s-,s+.DMUj0DEA(D)VD=1,0=(01,02,,0n)T,s-0,s+0,0,VD=0=1,s-0=0,s+0=0.VD1,DMUj0DEA.0i/01,DMUj0;0i/01,DMUj0.^X0=0X0-s-0,^Y0=Y0+s+0,6.600i/0^X0^Y00.91242.9255(8490.6,6058.7)(2.9,130610)0.70122.4006(2990.7,2037.3)(2.1,336.5)0.27653.6115(1305.8,855.2)(0.6,55.6)1.00001.0000(318110,2269.9)(1.2,536.3)1.00001.0000(143210,10810)(2.6,11010)0.05191.1843(34.3,9.6)(010,0.2)1.00001.0000(23310,45.5)(2.5,8.9)0.78541.5548(424.9,57.2)(2.4,1710)1.00001.0000(31110,21.5)(2.7,10.1)6,,DEA4,,1,DEA.5.,7,,,.76922.7X1()X1()X2()X2()9306108490.69310.96058.74265102990.76701.92037.34,,.,(EFF,DEA)(OWNER,1;0)(Y),:Y=0.000864(4.519)+0.023EFF(5.746)+0.0056OWNER(4.271)AdjR2=0.7829,F=13.246t,9(EFF)(OWNER),0.99F.EFFOWNERY,AdjR2=0.7829.5,,DEA,92001.,,.,,.CCRCharnes2Cooper(D),9,:41,DEA.5.,.(EFF)(OWNER),:,,,.:[1]CharnesA,CooperWW,RhodesE.Measuringtheefficiencyofdecisionmakingunits[J].EuropeanJournalofOperationRe2search,1978,2:429444.[2].DEA[M].:,1988[3].(DEA)[J].,2000,(17):17931807.[4],,.[J].,1999(1):1318.[5].DEA19972001[J].,2003,(3):1125.[6],,.[J].,2004,(2):1825.[7],,.DEA[M].:,1996.[8],.[J].,2004,(1):5761.[9]BankerRD,CharnesA,CooperWW.Somemodelsforestimatingtechnicalandscaleinefficienciesindataenvelopmentanalysis[J].ManagementScience,1984,30:10791092.:(1965),,,,,:.Email:[e-mail];(1969),,,,,:.791:DEA