(3.235.108.188) 您好!臺灣時間:2021/03/07 21:24
字體大小: 字級放大   字級縮小   預設字形  
回查詢結果

詳目顯示:::

我願授權國圖
: 
twitterline
研究生:王智玄
研究生(外文):Chih-Hsuan Wang
論文名稱:臺灣人壽保險業經營效率評估-網絡差額變量資料包絡分析法運用
論文名稱(外文):Efficiency Evaluation for Life Insurance Industry: Application of NSBM DEA
指導教授:雷立芬雷立芬引用關係
口試日期:2017-06-29
學位類別:碩士
校院名稱:國立臺灣大學
系所名稱:農業經濟學研究所
學門:農業科學學門
學類:農業經濟及推廣學類
論文種類:學術論文
論文出版年:2017
畢業學年度:105
語文別:中文
論文頁數:92
中文關鍵詞:人壽保險經營效率網絡差額變量資料包絡分析模式BCG成長占有率矩陣Tobit迴歸
外文關鍵詞:life insuranceefficiencynetwork slack-based measurement DEABCG growth-share matrixtobit regression
相關次數:
  • 被引用被引用:1
  • 點閱點閱:223
  • 評分評分:系統版面圖檔系統版面圖檔系統版面圖檔系統版面圖檔系統版面圖檔
  • 下載下載:0
  • 收藏至我的研究室書目清單書目收藏:0
本研究應用Tone & Tsutsui (2009)所提出網絡差額變量資料包絡分析模式(Network Slacks-Based Measure DEA Model;NSBM),並參考Nourani, Devadason, Kweh, & Lu (2016)將人壽保險產業之整體經營過程拆解為「管理與價值創造」兩階段,針對2010年至2015年間臺灣地區的人壽保險公司進行經營效率分析。
研究發現,在實證期間中,我國人壽保險業整體之經營效率呈上升趨勢,而在管理效率的表現上亦呈進步趨勢。其中在業務推廣過程中,業務管理費所須減少的幅度是最大的,而在提供客戶保障上,近年無效率情形近乎不存在。為了更精確分析各公司經營無效率缺口,本研究參考BCG成長占有率矩陣概念,結合NSBM所評估之效率值,建置我國人壽保險業之管理決策矩陣圖,將廠商定位並協助管理決策者發現公司經營無效率缺口來自何處,並提供效率改善之發展策略建議。
最後,本研究應用Tobit迴歸模型,研究其他影響人壽保險公司經營效率之因素,結果顯示:金控背景與市占率對於總合效率、管理效率與價值創造效率皆存在顯著之正向影響;而13個月保費繼續率則存在負面影響。希冀本研究之效率評估結果能提供政府監理單位、民間保戶、投資大眾與壽險業管理者對於我國人壽保險市場之經營概況,亦並提供管理者,決策判斷之參考依據。
This paper applies the network slack-based measurement DEA model (NSBM) proposed by Tone & Tsutsui (2009) to evaluate the overall efficiency of Taiwan’s life insurance companies over the period 2010-2015, and decompose the whole process of operation into two stages which include two efficiency components, managerial stage and value-creation stage according to the Nourani, Devadason, Kweh, & Lu (2016).
The empirical results indicate that the overall and managerial efficiency of the life insurance industry in Taiwan was on the upward trend. Among all of the inputs in the process of product promotion, managing fee had the maximum room for improvement. In addition, there was almost no inefficiency in providing the policyholders protection in the recent years.
To precisely analyze the inefficiency and provide the decision-makers the recommendations of the development strategy based on their deficiency, the study combines the BCG growth-share matrix and the two stage efficiencies from NSBM to construct the managerial decision-making matrix of Taiwan life insurance industry.
Finally, through Tobit regression model, financial holding company and market share positively influence on the overall, managerial and value-creation efficiency. On the contrary, the 13 months persistency have negative influence. The findings could provide competent national authorities, policyholders, investors and decision-makers with the overview of life insurance market and be implemented to refer to decision-makers selection decisions.
謝辭 I
摘要 IV
ABSTRACT V
表目錄 VIII
圖目錄 IX
第壹章 緒論 1
第一節 研究背景與動機 1
第二節 研究目的 3
第貳章 人壽保險產業簡介與市場概況 7
第一節 人壽保險產業簡介 7
第二節 台灣人壽保險產業市場概況 13
第參章 文獻回顧 19
第一節 人壽保險產業經營績效之相關文獻 19
第二節 多階段網絡資料包絡法分析應用之相關文獻 22
第肆章 研究方法 24
第一節 網絡資料包絡分析法 24
第二節 網絡差額變量資料包絡分析模式 27
第三節 管理決策矩陣於DEA之管理應用 31
第四節 TOBIT迴歸分析模式 36
第伍章 實證模型、變數設定與資料敘述 38
第一節 效率分析之實證模型與變數設定 38
第二節 樣本資料、樣本敘述統計分析與同向性檢測 42
第三節TOBIT迴歸之實證模型 45
第陸章 實證結果與分析 47
第一節 兩階段效率分析實證結果 47
第二節 效率改善之差額變量分析 52
第三節 人壽保險產業之管理決策矩陣分析 57
第四節 其他影響效率因子分析 60
第柒章 結論 66
參考文獻 71
附錄 76
保險法(1929)。取自http://law.moj.gov.tw/LawClass/LawAll.aspx?PCode=G0390002
金融監督管理委員會。取自http://history.fsc.gov.tw/Fsc
保險業公開資訊觀測站。取自http://ins-info.ib.gov.tw/customer/announceinfo.aspx
財團法人保險事業發展中心。取自http://www.tii.org.tw/opencms/
瑞士再保險公司。http://www.swissre.com/
人壽保險業務統計年報,2010-2015。中華民國人壽保險商業同業公會。
人壽保險事業概況年報,2015。中華民國人壽保險商業同業公會。
支燕、胡均立、朱振儀(2009)。海峽兩岸壽險業動態效率比較研究:投入鬆弛變數調整方法的應用。經濟管理,31(5),29-35。
余永讚(2008)。中國壽險業經營效率動態分析。風險評論,1(1),29-44
胡均立、尤雪娥、林芳麗(2012)。臺灣地區人壽保險公司的效率分析-兩階段資料包絡分析方法之應用。保險經營與制度,11(1),21-42。
徐中琦、許志忠(2011)。台灣壽險業經營效率之研究-資料包絡分析法之應用。台灣銀行季刊,62(2),42-67。
郝充仁、周林毅(2003)。台灣地區人壽保險業經營績效因素分析之研究,保險專刊,1(19),75-105。
陳亞為、郝充仁、王文勇(2007)。考慮準固定投入下之經濟效率估計-應用資料包絡分析法於台灣壽險業。台灣風險與保險學會TRIA學術會議。
陳虹蒨、胡均立(2008)。經環境效果及統計噪音調整後的台灣地區人壽保險公司經營效率。保險經營與制度,7(2),189-206。
曾真真、高子荃、何雍慶(2005)。以平衡計分卡觀點探討業務體系、人力資本對壽險業經營績效之影響。交大管理學報,25(1),179-204。
黃旭男、吳國華(2001)。台灣地區壽險業經營績效之衡量。管理與系統,8(4),401-420。
黃旭男、高棟樑(2005)。台灣地區產險業經營績效之評估:二階段資料包絡分析法之應用。保險專刊,21(1),57-59。
黃台心、高棟梁、姜麗智、梁嘉惠(2010)。我國壽險業考慮準固定投入後的效率與生產力變動分析。東吳經紀商學學報,(68),1-38。
盧永祥、王俊賢與李承鍹(2011)。台灣壽險公司技術效率之差異分析-共同邊界資料包絡法應用,經濟與管理論叢,7(1),73-100。
Abad, C., Thore, S. A., & Laffarga, J. (2004). Fundamental analysis of stocks by two‐stage DEA. Managerial and Decision Economics, 25(5), 231-241.
Bowlin, W. F. (1987). Evaluating the efficiency of US Air Force real-property maintenance activities. Journal of the Operational Research Society, 38(2), 127-135.
Barros, C. P., & Wanke, P. (2014). Insurance companies in Mozambique: A two-stage DEA and neural networks on efficiency and capacity slacks. Applied Economics, 46(29), 3591-3600.
Barros, C. P., Barroso, N., & Borges, M. R. (2005). Evaluating the efficiency and productivity of insurance companies with a Malmquist index: A case study for Portugal. The Geneva Papers on Risk and Insurance Issues and Practice, 30(2), 244-267.
Banker, R. D., Charnes, A., & Cooper, W. W. (1984). Some models for estimating technical and scale inefficiencies in data envelopment analysis. Management Science, 30(9), 1078-1092.
Boyd, J. H., Graham, S. L., & Hewitt, R. S. (1993). Bank holding company mergers with nonbank financial firms: Effects on the risk of failure. Journal of Banking & Finance, 17(1), 43-63.
Barros, C. P., Nektarios, M., & Assaf, A. (2010). Efficiency in the Greek insurance industry. European Journal of Operational Research, 205(2), 431-436.
Cummins, J. D., & Turchetti, G. (1996). Productivity and technical efficiency in the Italian insurance industry (No. 96-10). Wharton School Center for Financial Institutions, University of Pennsylvania.
Cummins, J. D., & Zi, H. (1998). Comparison of frontier efficiency methods: An application to the US life insurance industry. Journal of Productivity Analysis, 10(2), 131-152.
Charnes, A., Cooper, W. W., & Rhodes, E. (1978). Measuring the efficiency of decision making units. European Journal of Operational Research, 2(6), 429-444.
Cummins, J. D., Tennyson, S., & Weiss, M. A. (1999). Consolidation and efficiency in the US life insurance industry. Journal of Banking & Finance, 23(2), 325-357.
Cummins, J. D., Weiss, M. A., Xie, X., & Zi, H. (2010). Economies of scope in financial services: A DEA efficiency analysis of the US insurance industry. Journal of Banking & Finance, 34(7), 1525-1539
Eling, M., & Luhnen, M. (2010a). Frontier efficiency methodologies to measure performance in the insurance industry: Overview, systematization, and recent developments. The Geneva Papers on Risk and Insurance Issues and Practice, 35(2), 217-265.
Eling, M., & Luhnen, M. (2010b). Efficiency in the international insurance industry: A cross-country comparison. Journal of Banking & Finance, 34(7), 1497-1509.
Farrell, M. J. (1957). The measurement of productive efficiency. Journal of the Royal Statistical Society. Series A (General), 120(3), 253-290.
Färe, R., & Whittaker, G. (1996). An intermediate input model of dairy production using complex survey data. Journal of Agricultural Economics, 46(2), 201-213.
Färe, R., Grosskopf, S., & Whittaker, G. (2007). Network DEA. In J. Zhu & W. Cook (Eds.), Modeling data irregularities and structural complexities in data envelopment analysis (pp. 209–240). New York: Springer.
Fried, H. O., Schmidt, S. S., & Yaisawarng, S. (1999). Incorporating the operating environment into a nonparametric measure of technical efficiency. Journal of Productivity Analysis, 12(3), 249-267.
Golany, B., & Roll, Y. (1989). An application procedure for DEA. Omega, 17(3), 237-250.
Hardwick, P. (1997). Measuring cost inefficiency in the UK life insurance industry. Applied Financial Economics, 7(1), 37-44.
Hedley, B. (1977). Strategy and the “business portfolio.” Long Range Planning, 10(1), 9-15.
Hax, A. C., & Majluf, N. S. (1983). The use of the growth-share matrix in strategic planning. Interfaces, 13(1), 46-60.
Hu, J. L., Chang, T. P., & Zhu, X. H. (2014). A Comparative Study of Disaggregate Input Efficiency of Life Insurance Industry across the Taiwan Strait: An Application of the Stochastic Frontier Analysis. Soochow Journal of Economics and Business, (85), 41-61.
Hu, X., Zhang, C., Hu, J. L., & Zhu, N. (2009). Analyzing efficiency in the Chinese life insurance industry. Management Research News, 32(10), 905-920.
Jalali Naini, S. G., & Nouralizadeh, H. R. (2012). A two-stage DEA to analyze the effect of entrance deregulation on Iranian insurers: a robust approach. Mathematical Problems in Engineering, 2012,.1-24.
Jeng, V., Lai, G. C., & McNamara, M. J. (2007). Efficiency and demutualization: Evidence from the US life insurance industry in the 1980s and 1990s. Journal of Risk and Insurance, 74(3), 683-711.
Lovell, C. K., & Pastor, J. T. (1995). Units invariant and translation invariant DEA models. Operations Research Letters, 18(3), 147-151.
Mandal, S., & Dastidar, S. G. (2014). A DEA-investigation of efficiency of the Indian general insurance during recession. Journal of Advances in Management Research, 11(1), 115-136.
Mahlberg, B., & Url, T. (2010). Single Market effects on productivity in the German insurance industry. Journal of Banking & Finance, 34(7), 1540-1548.
Norman, M., & Stoker, B. (1991). Data envelopment analysis: the assessment of performance. NY: John Wiley & Sons, Inc.
Nourani, M., Devadason, E. S., Kweh, Q. L., & Lu, W. M. (2016). Business excellence: the managerial and value-creation efficiencies of the insurance companies. Total Quality Management & Business Excellence, 1-18.
Sabet, R., & Fadavi, A. (2013). Performance measurement of insurance firms using a two-stage DEA method. Management Science Letters, 3(1), 303-308.
Sexton, T. R., & Lewis, H. F. (2003). Two-stage DEA: An application to major league baseball. Journal of Productivity Analysis, 19(2), 227-249.
Seiford, L. M., & Zhu, J. (1999). Profitability and marketability of the top 55 US commercial banks. Management Science, 45(9), 1270-1288.
Stiroh, K. J., & Rumble, A. (2006). The dark side of diversification: The case of US financial holding companies. Journal of Banking & Finance, 30(8), 2131-2161.
Shahroudi, K., Taleghani, M., & Mohammadi, G. (2012). Application of two-stage DEA technique for efficiencies measuring of private insurance companies in Iran. International Journal of Applied Operational Research, 1(3), 91-104.
Tobin, J. (1958). Estimation of relationships for limited dependent variables.Econometrica, 26(1), 24-36.
Tone, K. (2001). A slacks-based measure of efficiency in data envelopment analysis. European Journal of Operational Research, 130(3), 498-509.
Tone, K., & Tsutsui, M. (2009). Network DEA: a slacks-based measure approach.European Journal of Operational Research, 197(1), 243-252.
Wu, D., Yang, Z., Vela, S., & Liang, L. (2007). Simultaneous analysis of production and investment performance of Canadian life and health insurance companies using data envelopment analysis. Computers & Operations Research, 34(1), 180-198.
Yang, Z. (2006). A two-stage DEA model to evaluate the overall performance of Canadian life and health insurance companies. Mathematical and Computer Modelling, 43(7), 910-919.
QRCODE
 
 
 
 
 
                                                                                                                                                                                                                                                                                                                                                                                                               
第一頁 上一頁 下一頁 最後一頁 top
無相關點閱論文
 
系統版面圖檔 系統版面圖檔